https://github.com/cran/dse
Tip revision: f33c91e2f3f123bb8d9c3aa0aff16c67b3aa92be authored by Paul Gilbert on 30 November 2007, 00:00:00 UTC
version 2007.11-1
version 2007.11-1
Tip revision: f33c91e
NEWS
Known Bugs
o Handling of initial conditions for the state space filter and smoother
still needs work.
CHANGES IN DSE VERSION 2007.11-1
Changes (Possibly) Affecting Users
o GPL-2 license option was added explicitely.
o Function mineStepwise and method plot.mineStepwise were removed.
It used stepwise and probably has not worked in a long time.
CHANGES IN DSE VERSION 2007.7-1
Changes (Possibly) Affecting Users
o fixed a bug passing data to dse1 fortran arma code when the input data was
longer than the output data. This especially affected forecast() in dse2.
o fixed a bug passing data to dse1 fortran kf code as with arma.
o fixed a bug in l.ARMA which caused an error when predictT exceeded
sampleT and compiled=FALSE.
o the ... arg to forecast() is now passed along to l(). Among other things,
this allows compiled=FALSE to be used with forecast() which helps testing.
CHANGES IN DSE VERSION 2007.5-2
Changes Affecting Development
o dseplus is no longer maintained as a bundle.
o constants was added as argument in setArrays.
CHANGES IN DSE VERSION 2007.5-1
Changes (Possibly) Affecting Users
o tframe was removed from the dse bundle and released as a stand alone
package.
o Calls to function freeze (which made an R copy of data from a database
based on a database descriptor) where removed from dse1 and dse2, and a
few other places, since this functionality was rarely used by functions
in these packages. This has simplified other package dependencies.
o warnings in optimization in the estMaxLik function evaluation was switched
to FALSE so that warnings about working on a subspace should not happen.
The warning is still generated at the end if the problem persists in the
final model.
Changes Affecting Development
o A number of small fixes caught by R-2.5.0 were incorporated
o The syskern package in dseplus is defunct and the few remaining functions
were moved to the monitor package, which was the only place they were
being used. That package is being revised and may not be released for
awhile.
CHANGES IN DSE AND DSEPLUS VERSION 2006.10-1
Changes (Possibly) Affecting Users
o Namespace imports were fixed as need for R-2.4.0.
CHANGES IN DSE AND DSEPLUS VERSION 2006.4-1
Changes (Possibly) Affecting Users
o 00Intro.dse1.Rd was renamed 00.dse.Intro.Rd and 00Intro.tframe.Rd was
renamed 00.tframe.Intro.Rd. Also, aliases dse, dse.Intro, and dse-package
were added, and similarly for tframe. With luck, this will mean users can
find the general package description.
o A bug in setting non- zero or one constants in ARMA models was fixed. (The
constants were still treated as parameters in estMaxLik().)
o A bug in setting non- zero or one constants in ARMA models was fixed.
o A bug printing ARMA models with no lags in the AR part was fixed.
o Some of the general documentation was cleaned up (a bit).
o percentChange, ytoypc, and diffLog were moved from dse1 to tframe, and all
were made generic.
o pre-pending of info to names (e.g. %ch ) in above was changed so that it
can be turned off using a global option setting ModSeriesNames=FALSE.
o All methods for tfplot were changed so that adding the Title
can be turned off using a global option setting PlotTitles=FALSE.
o A tframe method for aggregate was added to tframe.
o The function standardize was removed. (It has been deprecated in favour of
scale for a long time).
o The function dseclass was removed (since it was only used to compensate
for differences with Splus, which is not longer being tested).
o The functions dsescan and read.int were removed. (dsescan was replaced
with R's scan and read.int was moved to a local function in programs
that used it.)
Changes Affecting Development
o Several Splus test values where commented out (since Splus is not
longer being tested).
CHANGES IN DSE AND DSEPLUS VERSION 2006.1-1
Changes (Possibly) Affecting Users
o \reference rather than \references in the documentation was fixed in
serveral places and the references were cleaned up. (The mistake seems to
have resulted in some references being omitted from earlier
documentation.)
o The argument SIGMA in simulate methods and makeTSnoise was changed to Cov
to avoid confusion in forthcoming package tsfa.
o Splus "For" loops where removed, as these have not been tested recently,
and some other variables reported as having no binding were cleaned up.
o The function findg was removed (it has never really worked).
o A recursion too deep problem printing some TSdata was fixed.
o The simulate generic in dse1 was modified to avoid conflict with
the simulate generic in stats (in R-2.2.0).
Changes Affecting Development
o Some further clean up of the Make system. Parallel makes (make -j -k) seem
to be working properly now.
CHANGES IN DSE AND DSEPLUS VERSION 2005.9-1
Changes (Possibly) Affecting Users
o An experimental class TSrestrictedmodel has been added, which allows a
very general specification of cross-coefficient restrictions,etc.
See ?TSrestrictedmodel for more details.
o smoother and l.SS where fixed to use solve(A,B) constructs rather
B %*% solve(A) in some instances where this was not done already.
This was done in both the S and fortran versions of the code, so that
results for fortran and S versions are nearly identical even in the case
of "big k" state tracking initialization, which is known to be numerically
problematic. (In more usual cases the results were previously nearly
identical.)
o a bug was fixed in the structure of additional information passed back
from estMaxLik.
o a bug was fixed in the structure of some information passed back
from the state space smoother.
o smoother.default was changed to smoother.TSmodel and gives an error
message if not called with an appropriate SS model. (There is now no
default method.)
o the setting of constants was added to constuctors ARMA and SS and a bug
was fixed in setTSmodelParameters, so that these are not now reset to
parameters after estimation.
o an argument rootP0 (default NULL) was added to state space (SS) models
so that an initial state covariance (P0) can be specified in a
parsimonious form. This may not be a permanent feature. See also the new
TSrestrictedModel class.
o an argument eps (default 1e-15) was added to the stability function and
roots within eps of 1.0 are now considered unstable (unstationary) models.
o some more argument checking was added to tfplot
o Depends lines where added to the bundle description file so that
installation should now properly look after dependencies.
Changes Affecting Development
o The makefile system was revised so that tests are run individually rather
than as a single block.
CHANGES IN DSE AND DSEPLUS VERSION 2005.6-1
Changes (Possibly) Affecting Users
o the matrix inversion routine was switched to use Lapack routines
distributed with R. These work better in some circumstances
o fixed a bug in fortran code for the state space smoother (SMOOTH) when
the output dimension exceeded the state dimension. The matrix
inversion was also switched (see above) which gives improved results.
o fixed a bug in the state space smoother when the model has input data u_t.
o a bug in TREND for ARMA models was fixed again.(Some details where missed
in fix in the previous release.
o several minor documention errors were fixed.
Changes Affecting Development
o added additional tests of the smoother.
o added test to check that setting TREND works.
CHANGES IN DSE AND DSEPLUS VERSION 2005.4-1
Changes (Possibly) Affecting Users
o package guides have been renamed from "pac-guide.pdf" to "pac.pdf"
(e.g. dse1-guide.pdf is now dse1.pdf) so they can be displayed with e.g.
print(vignette("dse1")) and the vignette code loaded in an editor with
e.g. edit(vignette("dse1")). The combined guide is still dse-guide.pdf.
o more arguments have been added to tfplot to pass to par() and matplot.
These give better control over plot line colours and styles.
o a bug constructing a TSdata format with univariate ts is fixed.
o a bug in TREND for ARMA models was fixed.
o acfM was removed. This was a utility for some code that was previously
removed. (Use acf to calculate autocorrelations.)
Changes Affecting Development
o more testing of TSdata constructors and methods has been added.
CHANGES IN DSE AND DSEPLUS VERSION 2005.1-1
Changes (Possibly) Affecting Users
o added NAMESPACES to all packages (except setRNG). Exporting generics but
not specific methods means calling specific methods must be avoided.
NAMESPACES in bundles seemed to require switching .DSECOMPILED and .DSEDUP
global flags to "dynamic variables" using a local function.
o moved makeTSnoise from tframe to dse1 so tframe does not require setRNG.
o fortran code for state space models was changed to pass scratch arrays
from R, so state and output dimension can now be arbitrarily large.
Previously the state and output dimensions could not exceed a fortran
parameter IS=100 without being recompiled, and an error was not always
indicated. (There still seems to be a bug in maximum likelihood
estimation when the state or output dimension exceeds 100.)
o fixed fortran code (SIMSS) to use w instead of e as measurement
equation noise for non-innovations models (as in S version of code) and
fixed related test.
Changes Affecting Development
o revise makefiles QC system to combine Rcode and codetest targets, which
are now called $(CODETEST). This has a target that is the tested
lib/package rather than a flag, which is more reliable and makes
reading the makefiles much easier. The tarball target was changed in the
same way.
o revise makefiles QC system to use configure so that QC can take place in
a separate directory. Testing of different architectures and different R
versions should now take place in a different directory, so the TMP and
FLAGS naming convention was simplified.
o revise makefiles to test demos separately, and other makefile cleanup.
o reversed dependency between padi and dsepadi as generic is now in
dsepadi (so that padi is not necessary for most things).
CHANGES IN DSE AND DSEPLUS VERSION 2004.10-1
Changes (Possibly) Affecting Users
o The NEWS file for setRNG is now maintained separately in that package.
o Started using separate version numbers for setRNG and syskern, but still
using a common one for all dse and dseplus packages.
o moved some more documentation from the code into the help files. There
is still some clean up to do.
o fixed documentation mistakes, bugs and error checking in
simulations with user supplied random numbers.
o TREND in ARMA models generalized and documented better and to indicate
that this term in ARMA models handles more than just trends.
o added "state" extraction utility and examples in SS, l.SS and
smoother documentation
o added a check in seriesNames<- that the number of names matched the
number of series.
o added \concept{DSE} in the documentation.
Changes Affecting Development
o require(ts) and require(mva) changed to require(stats) for R 1.9.0
o continuing Makefile cleanup.
o moved bundle constuction to Bundle directory.
o moved NEWS to Bundle directory.
CHANGES IN DSE, setRNG, AND DSEPLUS VERSION 2004.4-1
Changes (Possibly) Affecting Users
o fixed window.default (tfwindow) warnings in vignettes
o fixed a bug in the constructor TSdata.default which prevented
tframe and series name information from being properly used
in the resulting TSdata object.
Changes Affecting Development
o fixed some version number tests which will not work correctly in R-2.0.
CHANGES IN DSE, setRNG, AND DSEPLUS VERSION 2004.3-1
Changes (Possibly) Affecting Users
o setRNG has been unbundled from dse and is distributed as a standalone
package, but is required by dse.
o the tframe package was reworked to avoid the need to override generic
functions (start, end, frequency, time, and diff) in base, as this is
not allowed in 1.9.0. New generic functions (tfstart, ...) were
added to look after some programming situations where the old
generics do not work. Users typically should not need to use these
methods at the command line (but may prefer to for programming). The
method periods() was renamed tfperiods() to give a consistent naming
convention.
o a tf (time frame) argument, which can replace start, end and frequency,
was added to several functions.
o start. and end. where replaced by start and end in tfwindow, tfplot, and
simulate methods, since the code can now distinguish the function
start() from the variable start.
o the names of some method arguments were modified to match generic
arguments (as caught be R 1.9.0 tools).
Changes Affecting Development
o makefiles were re-arranged and cleaned up.
o as.double() and double() calls to .Fortran changed slightly.
CHANGES IN DSE AND DSEPLUS VERSION 2003.9-1
Changes (Possibly) Affecting Users
o fixed bug in fixConstants which prevented setting of arbitrary elements
in SS models to constant (non-parameter) values other than 0 or 1. The
documentation of fixConstants was also improved.
o fixed bug causing occassional seg faults in smoother.
o fixed bug preventing estMaxLik properly setting the estimated parameters
in SS models (so they appeared to be unchanged).
o usage of random seed tightened up to correspond to R 1.8.0
o minor documentation errors caught by new tools() have been fixed.
Changes Affecting Development
o use of tools() in Makefiles has been been further refined.
o prcomp eliminated as version in R 1.8.0 now supports complex matrix.
CHANGES IN DSE AND DSEPLUS VERSION 2003.6-1
Changes (Possibly) Affecting Users
o several more program names have been revised so as to avoid confusion
with methods for generics with similar names. (That is, function
foo.bar has been changed to fooBar, or to barFoo in some cases.)
o DSEversion (previously version.DSE) gives the version of
each package.
Changes Affecting Development
o testing in Makefiles has been been further refined.
CHANGES IN DSE AND DSEPLUS VERSION 2003.4-1
Changes (Possibly) Affecting Users
o dseplus which works with the previous dse changes is released.
Changes Affecting Development
o testing in Makefiles has been been further refined.
o test tolerances in dseplus have been adjusted for R 1.7.0 and Splus 3.3.
o very minor changes because of R 1.7.0 name spaces.
CHANGES IN DSE AND DSEPLUS VERSION 2003.2-1
Changes (Possibly) Affecting Users
o several program names have been revised so as to avoid confusion
with methods for generics with similar names. For this reason, the
new Users' Guide should be used, despite its problems.
o the Users' guide is (being) broken down into pieces for each
package and re-written using Sweave (with .Stex files in inst/doc).
The Users' Guide (dse-guide.pdf) is still placed in dse1/inst/doc
as the bundle structure does not have a place for documentation.
o the old package syskern has been divided into setRNG which is included
with dse and a new package syskern which is moved to dseplus.
o most routines have been convert to use La.svd and La.eigen in place
of svd and eigen (and test values were revised slightly in some cases).
o DSE.HOME has been removed and .path.package is used in its place.
o version.DSE now gives the version of each package.
Changes Affecting Development
o testing in Makefiles has been revised so code (Rcode+tests) is the
only inter-package dependency. Examples, demos, and guides do not
affect other packages.
o reliance on bundle structure is largely removed, and Makefiles
have been re-organized to reflect this.
