postshock 0.2.1
Fixes
- Forward explicit PCA settings from
SynthPrediction() to
dbw(), including the MultiPool dispatcher. Validate
dimensions against the available SVD directions. Explicit PCA failures,
unsuccessful or unknown DBW status, and invalid weights now produce
errors instead of silently substituting equal weights; the default NULL
and disabled-DBW paths remain.
- Forward all shared model, matching, penalty, seasonal and control
settings through the MultiPool dispatcher. Reject conflicting settings
while preserving separate baseline/pool DBW switches and unnormalized
pool weights.
- Require complete, finite, aligned inputs when additional donor
ARIMAX covariates are selected. Report invalid rows and available dates
rather than deleting covariate rows and misaligning responses. Other
input-policy branches retain their existing behavior.
- Restrict automatic GARCH-X selection to fits with numerical
convergence code zero, finite nonempty coefficients and finite BIC.
Preserve the first eligible fit on exact BIC ties; report an error if
none qualifies. Backcast refits must meet the same conditions and
strictly improve BIC. Non-finite standard errors alone do not disqualify
a point fit.
- Pass the specified or detected per-window period to automatic
ARIMA’s response frequency, with strict validation of explicit periods.
Retain the non-seasonal ARIMA(1,1,1) donor failure fallback.
- Correct and align documentation for GARCH-X order
c(q, p, o): q is GARCH, p is
ARCH, and o is the asymmetry order.
Reproducibility
- Add
aapl_s1_input, derived from the unchanged frozen
Apple objects, with evaluation observations separate from fitting and
matching inputs.
- Install the Apple input builder, shared analysis and
version/function-body identity checks under
replication/.
The Technical Report uses these installed resources and executable
results without an adjacent manuscript.
- Hash replication function bodies as UTF-8 bytes with fixed LF line
endings, avoiding false implementation-mismatch errors on Windows.
Retain the version, implementation-identity and numerical checks.
Compatibility
Public function signatures and existing frozen data are unchanged.
Previously ignored explicit settings may now change forecasts; invalid
donor ARIMAX inputs, failed explicit PCA requests and ineligible
automatic GARCH-X fits can now produce errors. These corrections
preserve the article’s existing main application specifications.