Index

_

__call__() (har_caesar.utils.AS14_test method) (har_caesar.utils.barrera_loss method) (har_caesar.utils.bootstrap_mean_test method) (har_caesar.utils.DMtest method) (har_caesar.utils.Encompassing_test method) (har_caesar.utils.LossDiff_test method) (har_caesar.utils.McneilFrey_test method) (har_caesar.utils.patton_loss method) (har_caesar.utils.PinballLoss method)

A

AS14_test (class in har_caesar.utils)

as14_transform() (har_caesar.utils.AS14_test method) autocovariance() (har_caesar.utils.DMtest method)

B

barrera_loss (class in har_caesar.utils)

bootstrap_mean_test (class in har_caesar.utils)

C

CAESar_1_1 (class in har_caesar.models.caesar) CAESar_1_2 (class in har_caesar.models.caesar) CAESar_2_1 (class in har_caesar.models.caesar) CAESar_2_2 (class in har_caesar.models.caesar)

CAESar_general (class in har_caesar.models.caesar) CAViaR() (in module har_caesar.models.caviar) christoffersen_cc_test() (in module har_caesar.utils) cr_t_test() (in module har_caesar.utils)

D

DMtest (class in har_caesar.utils)

E

en_transform() (har_caesar.utils.Encompassing_test method)

Encompassing_test (class in har_caesar.utils) ESloss() (har_caesar.models.har_caesar.HAR_CAESar method)

F

fit() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method) (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method) (har_caesar.models.har_caesar.HAR_CAESar method)

fit_core() (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method) fit_predict() (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method) (har_caesar.models.har_caesar.HAR_CAESar method)

G

GAS1 (class in har_caesar.models.gas) GAS1_loop() (har_caesar.models.gas.GAS1 method) GAS2 (class in har_caesar.models.gas)

GAS2_loop() (har_caesar.models.gas.GAS2 method) GASloss() (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method) gaussian_tail_stats() (in module har_caesar.utils)

H

HAR_CAESar (class in har_caesar.models.har_caesar) har_caesar.models.caesar module har_caesar.models.caviar module har_caesar.models.gas module

har_caesar.models.har_caesar module har_caesar.utils module HAR_CAESar_model() (in module har_caesar.models.har_caesar)

J

Joint_ASloop() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method) Joint_GARCHloop() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method)

Joint_HARloop() (har_caesar.models.har_caesar.HAR_CAESar method) joint_loss() (har_caesar.models.har_caesar.HAR_CAESar method) joint_optim() (har_caesar.models.har_caesar.HAR_CAESar method) Joint_SAVloop() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method) Jointloss() (har_caesar.models.har_caesar.HAR_CAESar method)

L

ld_transform() (har_caesar.utils.LossDiff_test method) loss() (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method)

loss_function() (har_caesar.models.har_caesar.HAR_CAESar method) LossDiff_test (class in har_caesar.utils)

M

McneilFrey_test (class in har_caesar.utils) mnf_transform() (har_caesar.utils.McneilFrey_test method) module har_caesar.models.caesar har_caesar.models.caviar har_caesar.models.gas har_caesar.models.har_caesar har_caesar.utils

N

null_statistic() (har_caesar.utils.bootstrap_mean_test method)

O

optim4mp() (har_caesar.models.har_caesar.HAR_CAESar method)

P

patton_loss (class in har_caesar.utils) PinballLoss (class in har_caesar.utils) predict() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method) (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method) (har_caesar.models.har_caesar.HAR_CAESar method)

R

R_ASloop() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method) R_GARCHloop() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method)

R_HARloop() (har_caesar.models.har_caesar.HAR_CAESar method) R_SAVloop() (har_caesar.models.caesar.CAESar_1_1 method) (har_caesar.models.caesar.CAESar_1_2 method) (har_caesar.models.caesar.CAESar_2_1 method) (har_caesar.models.caesar.CAESar_2_2 method) (har_caesar.models.caesar.CAESar_general method)

S

smooth_loss() (har_caesar.models.gas.GAS1 method) (har_caesar.models.gas.GAS2 method)

statistic() (har_caesar.utils.bootstrap_mean_test method)

T

tstudent_tail_stats() (in module har_caesar.utils)