[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA#1113
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nasaul wants to merge 13 commits into
Open
[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA#1113nasaul wants to merge 13 commits into
nasaul wants to merge 13 commits into
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MMenchero
reviewed
Mar 13, 2026
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@elephaint I think that if we proceed with this, then your C++ implementation will need to incorporate this. Any opinions on this? |
JQGoh
reviewed
May 4, 2026
| fit["ic"] = fit["aic"] = fit["bic"] = fit["aicc"] = math.inf | ||
| fit["sigma2"] = np.nansum(fit["residuals"] ** 2) / (nstar - npar + 1) | ||
| if distribution == "normal": | ||
| fit["sigma2"] = np.nansum(fit["residuals"] ** 2) / (nstar - npar + 1) |
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may I check that is the computation 'sigma2' only relevant for normal distribution? Could this be available for the other distributions?
If sigma2 is not available (same for line 1407 tmp["sigma2"]), how does it affect the subsequent steps during the computations?
JQGoh
approved these changes
May 5, 2026
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This PR's adds different likelihoods functions for fitting the ARIMA family models.