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NEWS.md

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fHMM 1.4.1

  • Removed stale import of oeli::check_date().

  • Updated download_data() to confirm with new Yahoo Finance API.

fHMM 1.4.0

  • Fixed a bug around the period control (#93, thanks to @dongsen86).

  • Fixed date conversion to character() (thanks to Hee-Young Kim).

fHMM 1.3.1

  • Added citation to JSS paper in DESCRIPTION.

fHMM 1.3.0

  • 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.

fHMM 1.2.2

  • Added examples to fit_model().

  • Small code improvements in file ll.cpp.

fHMM 1.2.1

  • Small bug fix when computing the stationary distribution.

fHMM 1.2.0

  • 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.

fHMM 1.1.1

  • Fixed documenting the new special sentinel "_PACKAGE" for the package help file, see r-lib/roxygen2#1491.

fHMM 1.1.0

  • 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.

fHMM 1.0.3

  • 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.

fHMM 1.0.2

  • 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.

fHMM 1.0.1

  • 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).

fHMM 1.0.0

  • Enhanced the package by S3 classes.

  • Added more controls specifications.

  • Included a prediction function.

  • Improved documentations.

fHMM 0.3.0

  • Added vignettes.

  • Improved specification of controls.

  • Fixed minor bugs.

fHMM 0.2.0

  • Improved documentation of functions and README.

  • Improved specification of controls. (#37 and #38)

fHMM 0.1.0

  • Initial version.