Removed stale import of oeli::check_date()
.
Updated download_data()
to confirm with new Yahoo
Finance API.
Fixed a bug around the period
control (#93, thanks
to @dongsen86).
Fixed date conversion to character()
(thanks to
Hee-Young Kim).
Improved initialization of the numerical likelihood optimization.
Now the states after model estimation are automatically ordered
according to the estimated mean of the state-dependent distributions,
see reorder_states()
with the new (default) option
state_order = "mean"
.
Re-fitted the example models contained in the package.
Added examples to fit_model()
.
Small code improvements in file ll.cpp
.
Controls can now be provided separately for the
set_controls()
function.
The arguments in fHMM_parameters()
for model
parameters were slightly renamed as follows:
mus
-> mu
sigmas
-> sigma
dfs
-> df
Gammas_star
-> Gamma_star
mus_star
-> mu_star
sigmas_star
-> sigma_star
dfs_star
-> df_star
The log-normal state-dependent distribution is renamed:
lnorm
-> lognormal
.
Two more state-dependent distributions were added:
normal
and poisson
.
The Viterbi algorithm can be directly accessed via
viterbi()
.
Renamed simulate_data()
->
simulate_hmm()
to make the functionality clearer.
Furthermore, this function is now exported and can be used outside of
the package to simulate HMM data.
download_data()
no longer saves a .csv-file but
returns the data as a data.frame
. Its verbose
argument is removed because the function no longer prints any
messages.
The utilities (i.e., all functions with roxygen tag
@keywords utils
) were moved to the {oeli}
package.
Extended the time horizon of saved data and updated models for demonstration.
The download_data()
function now returns the data as
a data.frame
by default. However, specifying argument
file
still allows for saving the data as a .csv
file.
The plot.fHMM_model()
function now has the
additional argument ll_relative
(default is
TRUE
) to plot the relative log-likelihood values when
plot_type = "ll"
.
Significantly increased the test coverage and fixed minor bugs.
Changed color of time series plot from "lightgray"
to "black"
for better readability.
Added a title to the time series plot when calling
plot.fHMM_model(plot_type = "ts")
. Additionally, a time
interval with arguments from
and to
can be
selected to zoom into the data.
Added the following methods for an fHMM_model
object: AIC()
, BIC()
, logLik()
,
nobs()
, npar()
,
residuals()
.
The log-normal distribution can now be estimated by setting
sdds = "lnorm"
in the controls
object.
Fixed bug in reorder_states()
that did not order the
fine-scale parameter sets when the coarse-scale order was
changed.
Fixed bug in parameter_labels()
that returned the
wrong order of parameter labels.
Changed plot type of simulated data to lines.
In the vignette on controls, in the section about example
specifications for controls
, corrected
sdds = "gamma(mu = -1|1)"
to
sdds = "gamma(mu = 0.5|2)"
because mean of the Gamma
distribution must be positive.
Added digits
argument to
print.fHMM_predict()
.
Fixed bug in reorder_states()
that allowed for
misspecification of state_order
.
Added option to fit_model()
to initialize at the
estimates of another model (#73).
Enhanced the package by S3 classes.
Added more controls
specifications.
Included a prediction function.
Improved documentations.
Added vignettes.
Improved specification of controls
.
Fixed minor bugs.
Improved documentation of functions and README.
Improved specification of controls
. (#37 and
#38)