atelier_quant 0.0.12

Quantitative Finance Tools & Models for the atelier-rs engine
Documentation
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# atelier-quant / tests

- returns the right type
- statistical properties/correctness

## *Parameter recovery tests*

Fit model, simulate data, and, verify recovered parameters are within tolerance of ground truth.

- test_ogata_thinning_roundtrip_recovery
- test_mle_roundtrip_recovery

## *Empirical consistency*:

## *Goodness-of-fit*:

## *Gradient Verification*: