{"push_id":553436107,"size":9,"distinct_size":8,"ref":"refs/heads/olsreindex","head":"0465b8394cb5f45ef2583e77800b73f5f27c36d8","before":"7aa894ff08df397a11871f56f2e9d98baa357ac3","commits":[{"sha":"82a6ce6399008a740818b825fb7e905d4e0b4667","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Update .travis.yml\n\nFirst attempt to add Coveralls data/submission.","distinct":false,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/82a6ce6399008a740818b825fb7e905d4e0b4667"},{"sha":"48cd3d3df197db01ddb8ce2fc3f3c6fec2fb8a63","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Add 'order' as an additional (optional) argument for recursive_ols\n\nThis commit lets recursive_ols step through the observations in an\narbitrary order that can be specified as an additional argument.\nThe default is 1:n. This lets us implement the bootstraps by passing\na new index as an additional argument, rather than reordering the\nx and y matrices themselves and passing the reordered data as an\nargument, which should hopefully be faster.","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/48cd3d3df197db01ddb8ce2fc3f3c6fec2fb8a63"},{"sha":"2bbeaf01fc4c8a35667ac1efa01fa9bb61c52e52","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Remove out-of-date comment from test suite","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/2bbeaf01fc4c8a35667ac1efa01fa9bb61c52e52"},{"sha":"e57bf3baf65dc66ebe5d3af47900e8342e8c1073","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Add test for expected behavior of recursive_ols","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/e57bf3baf65dc66ebe5d3af47900e8342e8c1073"},{"sha":"dc8c2d8fcaeea9abac2097de379079e1f3353eae","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Test code: does recursive_ols return expected results when order is set","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/dc8c2d8fcaeea9abac2097de379079e1f3353eae"},{"sha":"48496714e88c53a9e854b9547428fe3e9d4d6996","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Start to speed up recursive_ols code w/ explicit QR updating\n\nThis commit switches the recursive_ols functions to update beta-hat with\nGivens transformations of the previous QR factorization, instead of\nrefactoring the whole thing recursively.\n\nI still need to change the algorithm for the final R \\ r in each estimate\nto impose that R is an upper triangular matrix. Unfortunately, the R here\nis a submatrix. There is likely to be a better approach to storage.","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/48496714e88c53a9e854b9547428fe3e9d4d6996"},{"sha":"57b9c07dc78e11558828d1332a601f594016203a","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Change OLS recursive estimation to impose upper-triangular matrices where we can\n\nThis commit changes the OLS recursive estimation algorithm so that we\nexplicitly call the LAPACK algorithms for upper triangular matrices\nin the inversion R \\ r. Here we know that R is upper triangular\nbecause it is comes from the QR decomposition (and is then multiplied\nby Givens rotations, which preserve the upper triangular structure).","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/57b9c07dc78e11558828d1332a601f594016203a"},{"sha":"47c618f28d1eeb66db2a95e6ff2e48ba737ad66b","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Inline Givens rotations for recursive OLS calculations\n\nInlining the Givens rotations seems to make the recursive OLS code\ntake about half as long as constructing a Givens matrix using\nBase.LinAlg.","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/47c618f28d1eeb66db2a95e6ff2e48ba737ad66b"},{"sha":"0465b8394cb5f45ef2583e77800b73f5f27c36d8","author":{"email":"61e2f51ca8bab57ee8ea8bf4e59be45caf1b4dd9@clhn.org","name":"Gray Calhoun"},"message":"Add minimal README file describing the package status and goals","distinct":true,"url":"https://api.github.com/repos/grayclhn/OutOfSampleBootstraps.jl/commits/0465b8394cb5f45ef2583e77800b73f5f27c36d8"}]}