KFAS-defunct: Defunct Functions of Package KFAS

In KFAS: Kalman Filter and Smoother for Exponential Family State Space Models

Defunct Functions of Package KFAS

Description

The function listed here are removed from KFAS.

Usage

## S3 method for class 'KFS'
deviance(object, ...)

## S3 replacement method for class 'SSModel'
subset(x, element, states, etas, series, times, ...) <- value

subset(x, ...) <- value

## S3 method for class 'SSModel'
subset(x, element, states, etas, series, times, ...)

Details

Subset-based methods were removed as they were somewhat confusingly named as the subset generic in base, and most likely not that useful (compared to [<-.SSModel).

Deviance.KFS was removed as it was mostly useless. The value was not a -2*(logL-logL*) where L is the likelihood and L* is the saturated likelihood. Instead it was based on the conditional likelihood p(y|theta) i.e. it disregards the effect of hidden states. Therefore the value returned by this function did not make much sense in non-GLM setting.

From rstandard.KFS and residuals.KFS: Computation of deviance residuals. This option was meant to be used only for the GLM comparisons, as their generalization to other models is lacking, but in order to avoid misleading results in non-GLM settings, these are now completely removed.

KFAS documentation built on Sept. 8, 2023, 5:56 p.m.