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Updated ARMA parameter sampling, associated tests, and implications t…
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…o arima function
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jeswheel committed Apr 29, 2024
1 parent 324f39f commit c80ff00
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4 changes: 2 additions & 2 deletions DESCRIPTION
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Package: arima2
Title: Likelihood Based Inference for ARIMA Modeling
Version: 3.1.0.9001
Version: 3.2.1.9000
Authors@R:
c(
person("Jesse",
Expand Down Expand Up @@ -39,7 +39,7 @@ Description: Estimating and analyzing auto regressive integrated moving average
License: GPL (>= 3)
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.3
RoxygenNote: 7.3.1
Suggests:
testthat (>= 3.0.0)
Config/testthat/edition: 3
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8 changes: 8 additions & 0 deletions NEWS.md
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# arima2 (development version)

# arima2 3.2.1

* Fixed minor bug in `arima.R` function that occured when `include.mean = TRUE` and some parameters are already fixed.

# arima2 3.2.0

* Fixed minor spelling errors in documentation.
* Refactored `sample_ARMA_coef.R`. The new function is faster than the original, includes the capability to manually set the minimum acceptable distance between inverted roots, and is easier to read.
* Package tests have been updated with the new version of the `sample_ARMA_coef.R` function.

# arima2 3.1.0

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8 changes: 5 additions & 3 deletions R/arima.R
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Expand Up @@ -482,13 +482,15 @@ arima <- function(x, order = c(0L, 0L, 0L),
new_init[mask] <- .sample_ARMA_coef(
arma = arma,
intercept = init[length(init)],
Mod_bounds = c(0.05, 0.95)[mask]
)
Mod_bounds = c(0.05, 0.95),
min_inv_root_dist = 0.01
)[mask]
} else {
new_init <- init
new_init[mask] <- .sample_ARMA_coef(
arma = arma,
Mod_bounds = c(0.05, 0.95)
Mod_bounds = c(0.05, 0.95),
min_inv_root_dist = 0.01
)[mask]
}

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