Updated realized_threshold_variance.m#5
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Update adjacent observations filter for local variance following appendix B of Corsi, Pirino and Renò (2010). Previous indices excluded i=-2, -1, 0 instead of i=-1, 0, 1.
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- MAJOR: Add save_default_options('-v7') to scripts/generate_fixtures.m
for Octave compatibility with scipy.io.loadmat (Finding #1)
- MINOR: Add Path.resolve() sanitization to scripts/convert_fixtures.py
CLI args to prevent path traversal (CWE-22) (Finding bashtage#2)
- MINOR: Add inline security documentation for allow_pickle=True in
tests/conftest.py load_fixture_npy() (CWE-502) (Finding bashtage#3)
- MAJOR: Create tests/test_sandbox/conftest.py with sandbox-specific
shared fixtures (Finding bashtage#4)
- MAJOR: Create tests/test_utility/conftest.py with utility-specific
shared fixtures covering all 29 utility modules (Finding bashtage#5)
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Update adjacent observations filter for local variance following appendix B of Corsi, Pirino and Renò (2010). Previous indices excluded i=-2, -1, 0 instead of i=-1, 0, 1.