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jessegrabowski/ARMA-GARCH(1,1).ipynb

Last active May 14, 2023 11:46
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They way you've written it, I don't think you need to collect updates at all in the scan function. This is because you're not actually making any random variables inside the scan, so you don't need to do anything special with the underlying random number generator (this is what collect_default_updates does.

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