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Upgrade to the GARCH implementation#56

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Teo-ShaoWei wants to merge 12 commits intoJuliaStats:masterJuliaStats/TimeModels.jl:masterfrom Teo-ShaoWei:feature/GARCHCopy head branch name to clipboard

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Commits on Oct 26, 2015

• Prepare the test harness for GARCH.

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• Make the GARCH test pass.

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• Update the view of GarchFit.

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• Extract function calculateVolatilityProcess.

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• Standardize the code structure.

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• Create a GARCH submodule to house the codes. Remove export of GARCH's methods.

  

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• Indicate dependency for NLopt.

  

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Commits on Oct 27, 2015

• Rename functions.

  

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• Optimize GarchFit type.

  

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Commits on Nov 2, 2015

• Remove zeroing of the mean before running through GARCH.

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Commits on Nov 4, 2015

• Revert decision about zeroing of mean.

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• Store ɛ² in GarchFit object instead of deriving it from ɛ each time we need to use it.

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