fix typos

darrenjw · Jul 18, 2023 · 73d2f6b · 73d2f6b
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diff --git a/docs/QuickStart.md b/docs/QuickStart.md
diff --git a/docs/bsplines.png b/docs/bsplines.png
diff --git a/docs/cosine.png b/docs/cosine.png
diff --git a/docs/glm-plots.png b/docs/glm-plots.png
diff --git a/docs/lm-plots.png b/docs/lm-plots.png
diff --git a/docs/pairs-plots.png b/docs/pairs-plots.png
diff --git a/docs/pca-plots.png b/docs/pca-plots.png
diff --git a/docs/pglm-plots.png b/docs/pglm-plots.png
diff --git a/docs/poly.png b/docs/poly.png
diff --git a/docs/scalaglm.html b/docs/scalaglm.html
@@ -1108,7 +1108,7 @@ <h2 class="h200">Attributes</h2>
             <div class="cover">
              <div class="doc">
               <p>Utilities for multivariate time series</p> 
-              <p>These utilities assume that the time series is sorted in a Breeze <code>DMD</code> with variables/component series in columns, and observations in rows with the first row corresponding to the first observation and the last row to the last.</p> 
+              <p>These utilities assume that the time series is stored in a Breeze <code>DMD</code> with variables/component series in columns, and observations in rows with the first row corresponding to the first observation and the last row to the last.</p> 
              </div>
              <h2 class="h200">Attributes</h2>
              <dl class="attributes attributes-small">

diff --git a/docs/scalaglm/TimeSeries$.html b/docs/scalaglm/TimeSeries$.html
@@ -13,7 +13,7 @@ <h1 class="h600 single">TimeSeries</h1>
 <div class="cover">
  <div class="doc">
   <p>Utilities for multivariate time series</p> 
-  <p>These utilities assume that the time series is sorted in a Breeze <code>DMD</code> with variables/component series in columns, and observations in rows with the first row corresponding to the first observation and the last row to the last.</p> 
+  <p>These utilities assume that the time series is stored in a Breeze <code>DMD</code> with variables/component series in columns, and observations in rows with the first row corresponding to the first observation and the last row to the last.</p> 
  </div>
  <section id="attributes">
   <h2 class="h500">Attributes</h2>
@@ -324,11 +324,11 @@ <h2 class="h200">Attributes</h2>
            <div class="originInfo"></div>
            <div class="memberDocumentation">
             <div class="documentableBrief doc">
-             <p>Fit a mean-zero VAR(p) model to a time series via least squares Since the model being fit is mean zero, you may want to mean-centre your data</p> 
+             <p>Fit a mean-zero VAR(p) model to a time series via least squares. Since the model being fit is mean zero, you may want to mean-centre your data.</p> 
             </div>
             <div class="cover">
              <div class="doc">
-              <p>Fit a mean-zero VAR(p) model to a time series via least squares Since the model being fit is mean zero, you may want to mean-centre your data</p> 
+              <p>Fit a mean-zero VAR(p) model to a time series via least squares. Since the model being fit is mean zero, you may want to mean-centre your data.</p> 
              </div>
              <h2 class="h200">Value parameters</h2>
              <dl class="attributes attributes-small">
@@ -380,11 +380,11 @@ <h2 class="h200">Attributes</h2>
            <div class="originInfo"></div>
            <div class="memberDocumentation">
             <div class="documentableBrief doc">
-             <p>Check whether a given set of VAR matrices (such as returned by <code>fitVar</code>) correspond to a VAR(p) that is stationary</p> 
+             <p>Check whether a given set of VAR matrices (such as returned by <code>fitVar</code>) correspond to a VAR(p) model that is stationary</p> 
             </div>
             <div class="cover">
              <div class="doc">
-              <p>Check whether a given set of VAR matrices (such as returned by <code>fitVar</code>) correspond to a VAR(p) that is stationary</p> 
+              <p>Check whether a given set of VAR matrices (such as returned by <code>fitVar</code>) correspond to a VAR(p) model that is stationary</p> 
              </div>
              <h2 class="h200">Value parameters</h2>
              <dl class="attributes attributes-small">

diff --git a/src/main/scala/scalaglm/TimeSeries.scala b/src/main/scala/scalaglm/TimeSeries.scala
@@ -15,22 +15,18 @@ import breeze.stats._
 /** 
   *  Utilities for multivariate time series
   * 
-  * These utilities assume that the time series is sorted in a Breeze `DMD`
+  * These utilities assume that the time series is stored in a Breeze `DMD`
   * with variables/component series in columns, and observations in rows
   * with the first row corresponding to the first observation and the last
   * row to the last.
   * 
   */
 object TimeSeries {
 
-  // some basic data summaries
-
   // TODO: time series example
 
   // TODO: time series mdoc
 
-  // TODO: time series scaladoc
-
   // TODO: time series tests
 
   /**
@@ -125,8 +121,8 @@ object TimeSeries {
   import Utils._
 
   /**
-    * Fit a mean-zero VAR(p) model to a time series via least squares
-    * Since the model being fit is mean zero, you may want to mean-centre your data
+    * Fit a mean-zero VAR(p) model to a time series via least squares.
+    * Since the model being fit is mean zero, you may want to mean-centre your data.
     *
     * @param x Time series
     * @param p The order of the VAR(p) model to be fits
@@ -155,7 +151,7 @@ object TimeSeries {
 
 
   /**
-    * Check whether a given set of VAR matrices (such as returned by `fitVar`) correspond to a VAR(p) that is stationary
+    * Check whether a given set of VAR matrices (such as returned by `fitVar`) correspond to a VAR(p) model that is stationary
     * 
     * @param phi List of VAR matrices
     *