Let download_data() fail gracefully with an
informative message if the Yahoo Finance resource is not available or
has changed.
Restored test coverage via codecov.io.
Fixed invalid URLs.
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)