Index

_

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

A

AS14_test (class in utils)

B

B_CAESar (class in models.special) barrera_loss (class in utils)

BCGNS (class in models.bcgns) bootstrap_mean_test (class in utils)

C

CAESar (class in models.caesar) CAESar_No_Cross (class in models.special)

CAViaR (class in models.caviar) cr_t_test() (in module utils)

D

DMtest (class in utils)

E

Encompassing_test (class in utils)

F

fit() (models.bcgns.BCGNS method) (models.caesar.CAESar method) (models.caviar.CAViaR method) (models.gas.GAS1 method) (models.gas.GAS2 method) (models.kqrnn.K_QRNN method) (models.special.B_CAESar method) (models.special.CAESar_No_Cross method) (models.special.P_CAESar method)

fit_predict() (models.caesar.CAESar method) (models.caviar.CAViaR method) (models.gas.GAS1 method) (models.gas.GAS2 method) (models.kcaviar.K_CAViaR method) (models.special.B_CAESar method) (models.special.CAESar_No_Cross method) (models.special.P_CAESar method)

G

GAS1 (class in models.gas)

GAS2 (class in models.gas) gaussian_tail_stats() (in module utils)

K

K_CAViaR (class in models.kcaviar)

K_QRNN (class in models.kqrnn)

L

LossDiff_test (class in utils)

M

McneilFrey_test (class in utils) models module models.bcgns module models.caesar module models.caviar module models.gas module models.kcaviar module

models.kqrnn module models.special module module models models.bcgns models.caesar models.caviar models.gas models.kcaviar models.kqrnn models.special utils

P

P_CAESar (class in models.special) patton_loss (class in utils) PinballLoss (class in utils) predict() (models.bcgns.BCGNS method) (models.caesar.CAESar method) (models.caviar.CAViaR method) (models.gas.GAS1 method) (models.gas.GAS2 method) (models.kqrnn.K_QRNN method) (models.special.B_CAESar method) (models.special.CAESar_No_Cross method) (models.special.P_CAESar method)

T

tstudent_tail_stats() (in module utils)

U

utils module