Dev#50
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…ngRegressor class
Update fama_macbeth.py
Create cross_sectional_regression
Update newey_west_ttest_1samp.py
return BatchRegressionResult adding lambda. alpha and their t value
convert input type of academic factor into list of pd.Series return more statistics : residuals, r2, r2_adj
update cross_sectional_regression, fama_macbeth
imput: BatchRegressionResult return: t values of each parameter (N*K)
Add the packaging of r2, r2_adj and residuals: r2, r2_adj: DataFrame (if y is Series) residuals: dictionary of DataFrame, T*W*N. If axis=1 or window=None, it is a T*N DataFrame
update regression.py and create newey_west_t_statistics.py
add plot functions of evaluate_stability and evaluate_cumulative_alpha
creat test functions including LaTex table and stablity figures
FIxed a couple of minor bugs
add independent double sort
Update eva_utils.py
correct some bugs and create two demos
create factor evaluation guide and create some bugs
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