cultivars good first issues (Python)

`sign_restrictions.__all__` omits NarrativeSignRestrictedSVAR 17 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Error message names `SignSVAR`, a class that does not exist 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`normalized_alpha` raises `IndexError` instead of `SpecificationError` 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

FunctionalVAR does not validate `order` at construction 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`MIDASVAR.__init__` validates `exog_high` before `endog` 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`exogeneity_table` reports rank-zero units as "fitted in levels" 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Single-unit GVAR fails on the row-sum check with a misleading message 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Summary note credits "Koop-Pesaran-Shin", which is not a paper 18 days ago

bug documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`_index_of` matches a level by tolerance but the constructor checks distinctness exactly 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Error message names the old class `TimeVaryingSVAR` 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Default edge thresholds differ: `0.0` for the Granger network, `0.05` for the precision network 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Order validation for the hierarchical model belongs in the base, with #163 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`FAVAR(order=..., trend=...)` is validated at `fit`, not at construction 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Too many factors raises `SpecificationError` in FAVAR but `DimensionError` in DFM 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`ARMA.__init__` unpacks `order` before validating it 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`validate_order_tuple` labels `seasonal_order` errors as "order" 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`DFM(order=...)` is validated at `fit`, not at construction 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

ARFIMA `trend="ct"` is accepted and silently becomes "no mean" 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

TARNN `trim` is unvalidated 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`StabilityWarning` never emitted; bare builtin raises remain; no `exceptions.__all__` 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Mean-block notes label the companion modulus as `max |AR root|` 18 days ago

bug documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`ARMAGARCHResult._summary_table` gates half-life on float truthiness 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

regime_switching: stale `MSAR`/`MSARResult` references after the rename 18 days ago

bug documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`simulate()` does not validate `n`/`burn` types 18 days ago

bug good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Pre-existing doctest import paths are wrong (filters, density, top-level init) 18 days ago

bug documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

State-space result records lack `slots=True` / `repr=False` 18 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`MixedSVAR._fixed_cells` belongs in `_core` beside `_validate_impact_pattern` 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Unconditional plurals in restriction sentences ('1 cells fixed') 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Recursive shock labels are variable names; say 'named by position' in the note 18 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`scipy.stats.norm` imported inside `volatility_bands` 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

LongMemorySVResult.autocorrelation inverts the spectrum with a Python loop over lags 18 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Ratio-test p-value prints as 0.0000 at strong identification 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Dead quantile re-check after `_validate_quantiles` in irf/fevd 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Set-identified summary omits the zero restrictions from its metadata 18 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

SetIdentifiedSVARResult.irf does not validate `horizon` 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

SetIdentifiedSVAR accepts a sign and a zero on the same cell 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Validate `n_particles` when `filter='particle'` 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

PerturbationDSGE.parameter_names/solve/state_space duplicate the base class identically 18 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

References spell Lütkepohl without the umlaut in several modules 18 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Redundant `np.asarray(..., dtype=float64)` casts in ProxySVAR.identify 18 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Module filename `heteroskedacity.py` is misspelled 18 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Re-export the public classes from `reduced_form/__init__.py` 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add an ordering-invariance regression test for the propagation mixin 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Sweep stale `cultivars.var.*` references and `# filepath:` headers 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`VARX.__init__` validates `endog` twice 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`_VectorResult.nobs` is annotated `float` but always an `int` 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`n_params` is `int` on some results and `float` on others 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`VARXResult.equation` and `params` are dead overrides of the mixin 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`prior_label` is stored but never displayed 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Share a `validate_yield_panel` between DNS and the decay model 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`filter` field and `fit(filter=...)` shadow the builtin; type it as a Literal 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Hoist the Nelson-Siegel hump constant (`1.7916` vs `1.79`) 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add a regression test that the unscented TVNS fit recovers the decay path better than the extended one 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add `factor_stderr` to the Nelson-Siegel results 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

DNS summary omits the per-maturity measurement standard deviations 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

DNS 30-date and 4-maturity floors are unnamed literals 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

DNS `forecast` re-runs the filter to recover the terminal state 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`_max_supported_lags` cap on panels is conservative by `n_units` per lag 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Type `PanelVARResult.effects` as `PanelEffects` 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Pin the pooled-vs-fixed-effects contrast in `tests/` 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Panel summary builds every coefficient row and then discards the dummies 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

VARMA should refuse `k == 1` and point at `univariate.box_jenkins.ARMA` 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add a regression test: VARMA fitted to a non-invertible truth returns the invertible representative 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Invertibility check reuses `_StabilityAssessment` field names 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Collect the frequency helpers into `_core._frequencies` 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Document that an aggregated endogenous variable is fine for MIDASVAR 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add a MIDAS consistency test at T = 400 and an unrestricted-weights comparison 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

MIDAS summary note prints raw `(theta_1, theta_2)` 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

MIDAS seeds vary only the decay; add a hump-shaped start 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Back the MFVAR EM-divergence claim with a script under `benchmarks/` 19 days ago

documentation help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Vectorize `implied_low_frequency` 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`:class:`scipy.interpolate.BSpline`` needs an intersphinx mapping 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

FunctionalVAR leaks the VAR's "a proper prior would make this estimable" error 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Redundant `field(repr=False)` under `@dataclass(repr=False)` 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add a test for the Frisch-Waugh-Lovell equivalence in `VECM._fit_family` 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`_CONDITIONAL_REFUSAL` should mention `to_varx()` 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Annotate `_refuse` as `NoReturn` 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`validate_exog_matrix` row-count message names an "endogenous panel" that does not exist in forecast calls 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Cite Harbo et al. (1998) for the weak-exogeneity regression 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`spillover.py` docstring should name `GVARResult` as an accepted input 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add an end-to-end GVAR -> Spillover regression test 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

GVAR exposes no names before `solve()` 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

GVARResult lacks a `unit(name)` accessor 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

GVAR ill-conditioning threshold `1e8` is an unnamed literal 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`exogeneity_table` recovers the variable label by parsing its own null string 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Weak-exogeneity alignment `np.diff(exog)[-rows:]` is assumed, not asserted 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

"calibrate ... k_drift" wording is ambiguous 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Remove `# type: ignore[override]` on `TVPVARSV.fit` by adding `k_vol` to the base signature 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Unused `_prior` slot on the TVP models 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`nu_Q = max(tau, D + 2)` silently switches the prior 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Volatility initialisation and `a_prior_prec` are bare literals 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add a regression test on the regime covariance ratio 19 days ago

help wanted

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Singular grid candidates are skipped and not counted 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Threshold grid size is capped by the number of distinct values without saying so 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Add speed seeds 0.5 and 1.0 to the STVAR start set 19 days ago

enhancement good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

`transition_scale` wording is ambiguous 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Summary note count varies with abruptness 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Clipping of the transition function needs a comment or a constant 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

QVAR carries an unused `_prior` slot and a `prior` property returning `_NoPrior` 19 days ago

good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

Docstrings cross-reference the private `cultivars._core.companion_matrix` 19 days ago

documentation good first issue

nikhilxsunder/cultivars

2

A modern computing library in python for providing vector autoregressions and other autoregressive economic models.

Python

nikhilxsunder/cultivars

Open Issues Need Help