DOC: Improved / corrected docstrings.
BUG: Fixed bug in transform_jacobian
REF: Moved calculation of unconditional
probabilities to the initialization of the
joint probabilities.
REF: Changed the base class to TimeSeriesModel
Added support for switching AR parameters, switching variances, and switching means, as well as for time varying transition probabilities.
Added left and right stochastic calculation of TVTP transition vectors, and added normalization to ensure not only was each individual probability in [0,1], so is the sum of each row or column.
REF: Misc. cleanup
ENH: Added fixed parameter specifications, improved handling of custom parameter specifications.
REF: Added standard deviation transformation, removed obsolete probability transformations.
BUG: Fixed a misspecified transition vector call.
REF: Removed python calculations of marginal conditional probabilities and hamilton_filter.
ENH: Updated to allow for calculation of the order=0 case.
BUG: Removed the python calculation test case (now that the python calculation has been removed)
Added Kim, Nelson, and Startz's 1998 (regime heteroskedastic) model as a test case.
BUG: Fixed not using the appropriate transition vectors to calculate initial joint probabilities and in the hamilton filter, in the case of time varying transition probabilities.
BUG: Fixed problem with Pandas objects as tvtp_exog.
BUG: More fixes for places not using correct transition vectors when using TVTP.
ENH: Added Filardo's (1994) time varying transition probabilities model as a test case.
BUG: Fixed transform_jacobian.
DOC: Updated todo list.