NEWS.md

In dynr: Dynamic Models with Regime-Switching

dynr 0.1.16-XX

• 2021-04-12
• MAJOR BUG FIX with smoothed latent state covariance

dynr 0.1.15-1

• 2019-10-04
• Multiple imputation for missing data with dynr.mi() function
• New demo for multiple imputation called MILinearDiscrete
• New demo for time-varying parameters called SDETVP
• New wrapper functions for computing smoothed derivative estimates using penalized B-splines implemented with the fda package
• New plotting functions, including functions to generate diagnostic plots from smoothed derivative estimates, and plot phase portraits
• New demo for computing and visualizing smoothed derivative estimates in GetDerivs
• New functionality in dynr.cook() to estimate continuous-time dynamic models with mixed effects through use of theta.formula
• MAJOR BUG FIXES with missing data

dynr 0.1.14-9

• 2019-04-01
• Outlier detection with dynr.taste() function
• Oulier removal and re-fitting with dynr.tast2() function
• New demo for outliers called OutlierDetection
• We now allow 1-regime recipe parts to co-exist with n-regime parts
• Lots of error checking was added around matching the number of regimes
• Many cases of the doDykstra error are now safely caught
• Generally cleaned up the error handling on models that failed to converge
• Shorten several demos to run faster

dynr 0.1.13-4

• 2018-09-21
• You don't need to install R on Windows to C:/R anymore! The default (C:/Program Files/R) now works.
• New demo for time-varying parameter (TVP) models
• Several new vignettes covering a range of topics
• The deviation form of regimes now displays properly in plotFormula
• No longer require 'outfile' specification in dynr.model()
• Fix a pointer addressing issue that could have caused crashes

dynr 0.1.12-5

• 2018-02-08
• New 'verbose' argument to dynr.cook turns off printing of optimization history
• New demo for Process Factor Analysis (PFA)
• Regime-switching printing in plotFormula() with new 'printRS' argument
• Greatly improved convergence rates for all models
• Allow full initial covariance estimation
• Fixed major bug in regime-switching matrix dynamics that formerly crashed R

dynr 0.1.11-8

• 2017-08-21
• Noise printing by plotFormula() function
• Fixed innovation vector computation for larger than 1-dimensional observations

dynr 0.1.11-2

• 2017-06-16
• New demo for a linear oscillator with time-varying parameters
• Fixed printex output for covariates and deviation form of the initial conditions
• Fixed memory leak for intercepts in measurement models

dynr 0.1.10

• 2017-05-19
• Use of individual-level covariates in the initial conditions. See ?prep.initial for details.
• Deviation form of regime-switching models. Seee ?prep.regimes for details.
• Access to the predicted, filtered, and smoothed latent variable estimates, and other by-products from the regime-switching extended Kalman filter in the 'cooked' model.
• We now allow calculation of the negative log-likelihood value, the hessian matrix, and the predicted, filtered, and smoothed latent variable estimates at fixed parameter values without parameter optimization.
• Beta version of a multiple imputation procedure. See ?dynr.mi for details.
• Fixed a rounding bug that improves free parameter optimization, especially for models with many observed variables.
• Improved documentation throughout
• Added more examples in the help pages

dynr 0.1.9

• 2017-02-21
• A new demo example is added to replicate the results from Yang & Chow (2010) paper.
• Some standard S3 methods are added for the dynrCook class object.
• autoplot() is added as an alias for dynr.ggplot().
• dynr.data() now automatically handles ts class objects and equally spaced data with missingness.
• Changes are made to accommodate the new release of ggplot2.

dynr 0.1.8

• 2016-08-12
• In single-regime models, free parameters for intercepts and covariate effects in the measurement model can now be properly estimated.
• Standard errors are more frequently returned
• Flags indicate problematic standard errors.
• Warning messages are more helpful regarding standard errors.
• A weight flag allows easier convergence of multi-subject models.
• Several new plotting features.

dynr 0.1.7

• 2016-06-07
• Initial release to CRAN!

dynr documentation built on May 29, 2024, 2:49 a.m.