postshock 0.2.3
Fixes
- Use a test-only tolerance of 1e-7 instead of 1e-10 (or exact
equality) for comparisons of independently fitted ARIMAX coefficients
and analogous refitted model or optimized-weight results. This addresses
the MKL discrepancy reported by CRAN (2.04085310337 versus
2.04085310316). The tolerance follows testthat’s numeric comparison
semantics; it is not an optimizer stopping criterion.
- Add regression coverage that accepts the reported rounding
difference but still rejects larger coefficient/weight discrepancies,
non-finite results and mismatched convergence status. Keep all existing
tests, exact input checks, convergence requirements and
arithmetic-identity checks.
- Fitting code, optimization settings, penalty defaults, frozen data
and Technical Report resources are unchanged. Update the replication
manifest version while retaining all function-body fingerprints.
postshock 0.2.2
Documentation
- Include the previously verified full Technical Report PDF and its R
Markdown sources under the installed
technical_report/
directory. Add a technical_report help topic and access
instructions in the README and workflow vignette. The report is
prebuilt; no extra analysis or dependencies are required to read it.
Historical previews and rendering caches are excluded.
Fixes
- Separate PCA integration-test contracts: explicitly use L2
regularization for the three-path weight comparison, retain an
unpenalized example with a unique optimum, and verify the original
one-component example’s multiple optima without requiring a particular
solver result. Failed explicit PCA fits remain errors. No fitting code,
penalty defaults or existing numerical tolerances are changed.
- Make the installed Apple replication diagnostic’s
combined-adjustment reference check consistent with its unchanged
donor-effect (1e-9) and weight (1e-7) absolute tolerances. Propagate
these component error bounds, account for rounded reference constants,
and independently verify the weighted sum to 1e-10. This addresses a
reproduced cross-BLAS failure of the former 1e-9 aggregate reference
check without changing forecasts, fitting, optimization, frozen inputs
or six-decimal article checks.
- Retain version/function-body identity checks, including portable
UTF-8/LF fingerprints. Public APIs and dependencies are unchanged.
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.