NEWS.md

In PTSR: Positive Time Series Regression

0.1.2

• Fixed an error: Inside the function predict.ptsr, the argument xreg was not being passed to the internal function ".ptsr.predict.".

• Fixed an error: in the internal function ".ptsr.predict.", the MA lags were incorrectly specified. This was causing an error in the prediction for some models.

0.1.1

• Added check for infinity and NAN in the log-likelihood function. Now, "Inf" and "NAN" are replaced by 2.2e+10 and "-Inf" is replaced by -2.2e+10 avoiding issues with the optim function.

• Added an internal function to calculate the numerical hessian. This function is only used if the inversion of the output of numDeriv::hessian fails.

• Release date: 2022-01-13

0.1.0

• First commit.
• Release date: 2022-01-13

PTSR documentation built on Feb. 8, 2022, 9:06 a.m.