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jeswheel committed Oct 3, 2023
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20 changes: 11 additions & 9 deletions DESCRIPTION
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Package: arima2
Title: Likelihood Based Inference for ARIMA Modeling
Version: 3.0.0
Version: 3.0.1
Authors@R:
c(
person("Jesse",
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role = "cph",
comment = "Author of arima source code in stats package."))
Description: Estimating and analyzing auto regressive integrated moving average
(ARIMA) models. The primary function in this package is arima, which fits an
ARIMA model to univariate time series data using a random restart algorithm.
This approach frequently leads to models that have model likelihood greater
or equal to that of the likelihood obtained by fitting the same model using
the arima function from the 'stats' package. This package enables proper
optimization of model likelihoods, which is a necessary condition for
performing likelihood ratio tests. This package relies heavily on the source
code of the arima function of the 'stats' package.
(ARIMA) models. The primary function in this package is arima(), which fits
an ARIMA model to univariate time series data using a random restart
algorithm. This approach frequently leads to models that have model
likelihood greater than or equal to that of the likelihood obtained by
fitting the same model using the arima() function from the 'stats' package.
This package enables proper optimization of model likelihoods, which is a
necessary condition for performing likelihood ratio tests. This package
relies heavily on the source code of the arima() function of the 'stats'
package. For more information, please see Jesse Wheeler and Edward L.
Ionides (2023) <arXiv:2310.01198>.
License: GPL (>= 3)
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
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5 changes: 5 additions & 0 deletions NEWS.md
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# arima2 3.0.1

* Added arXiv paper to package description
* Added parathesis to function names in package description.

# arima2 3.0.0

* Added a `NEWS.md` file to track changes to the package.

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