rafa-rod / vartests Goto Github PK

I have installed vartests using various methods. One among them is from Jupyter, the other is from pip install vartests. I am able to see vartests directory in site-packages, but when I try importing the package I am unable to do so. I have tried all the methods that are found in the web to install and debug but to no avail. I just wanted to understand if the package is good to be used.

Hi there,

Thanks a lot for this open source var tests algos!
I found an error occurred when running duration test(Christofferson duration test).
When I input a violations series starting with 1, the error reported: UnboundLocalError: local variable 'D' referenced before assignment.
From the code, we could also find that when violation series start with 1, D is unassigned.

I might have a bug free algo in creating durations and censor series, welcome to discuss with me if you want :).
Also, I have another question about the optimization part, where you assign: N = len(D)-1, I guess you do minus 1 to make the index correct. But based on the Christofferson paper, it should be N = len(D) from my point of view.

Best regards,
Ruicheng