fipelle/messytimeseriesoptim.jl

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

messytimeseriesoptim.jl's Issues

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Get rid of StableRNG?

Hi, I noticed you depend on StableRNG in both your packages, and use for tests (very valid, was made for that, and I thought not much else), but also in src/ for simulation. It may not be a big deal if it's not speed-critical, but I think using the default rng in non-test is going to be much faster (and higher quality). And then you can lose one (admittedly cheap, for startup-cost) dependency. [FYI: You can keep StableRNG for tests only, and for that purpose have a separate Project.toml file.]

FYI: The default rng changed in Julia 1.7, and it's much faster and multi-threaded. There's also other option, that may or may not be needed. If you have any questions please ask me. If this was intentional, just close the issue (your call if you explain).