Skip to content

Latest commit

 

History

History
35 lines (28 loc) · 2.27 KB

cran-comments.md

File metadata and controls

35 lines (28 loc) · 2.27 KB
Raw

Submission

This is a resubmission. In this version I have:

  • Addressed issues highlighted by CRAN.
  • Made change to MSARmdl(), MSVARmdl(), and HMmdl(). Specifically, when msmu or msvar is FALSE, output list copies single regime value for each k regime. This is needed for simulating the null when either msmu or msvar is FALSE in LMCLRTest() and MMCLRTest().
  • Added option to use different number of initial values for estimating MSMs with observed data vs. for null distribution (see documentation for LMCLRTest() and MMCLRTest()).
  • Updated USGNP data set to include 2022 Q3.
  • MMCLRTest() now has the option to add lower and upper bounds for autoregressive coefficients and transition probabilities to help reduce errors from polyroot() when optimizing. MMC_bounds() has been updated to reflect this.
  • DLMMCTest() now has the option to add lower and upper bounds for autoregressive coefficients to help reduce errors from polyroot() when optimizing. DLMMC_bounds() has been created for this.
  • Fixed error in bootCV() used by CHPTest(). When NaN occurs, new draw is used.
  • Added option to allow user to specify 'mle_theta_low' and 'mle_theta_upp' which determine the lower and upper bounds for optimization in HMmdl(), MSARmdl(), and MSVARmdl() when "method='MLE'" is specified.
  • print.CHPTest() now used two lines to print description.
  • In HLRTest() user can now define entire grid for transition probabilities.
  • added new optional optimization routine for HLRparamSearch() (nloptr::slsqp() can be used now).
  • Fixed bug in HLRTest() where grid for sigma options are properly used now.
  • Now using nearest_spd() from pracma instead of nearPD() from lmf package.
  • Added classes for simulation functions
  • Added new methods, namely: coef, fitted, predict, summary, residuals, nobs, plot
  • Made changes to print method.
  • Changed methods for models, namely: logLiklihood now uses logLik, and aic and bic now use AIC and BIC methods.
  • Updated USGNP dataset to include data up to end of 2023.
  • Updated README.md file with usage of new methods.
  • Updated DESCRIPTION file for changed dependencies and new version.

Test environments

R CMD check results

There were no ERRORs, WARNINGs or NOTEs.

Downstream dependencies

There are currently no downstream dependencies for this package.