bssm - v.2.0.1.3

Forgot to create a release for 2.0.1, so this is it plus some additional changes based on the rOpenSci review which will be incorporated into the CRAN version 2.0.2 later. From the NEWS:

bssm 2.0.1.3

• Switched to markdown NEWS with a plan to be more clear about the future changes in the package.
• Added more details to the ?bssm help page.
• Added more details to the ?bssm_prior help page.
• Added option to extract only hyperparameters in as_draws method. Also fixed a but in as_draws which caused the it to ignore states argument.
• Added a default plot method for the run_mcmc output.

bssm 2.0.1 (Release date: 2022-05-02)

• Fixed weights to one in case of non-linear model with mcmc_type="approx".
• Adjusted tolerance of some testthat tests to comply with CRAN's MKL checks.

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Published by helske over 3 years ago

bssm - CRAN version 2.0.0

Bump to version 2.0.0 due to large number of changes, some visible to user, while some are due to submission to rOpenSci review. From the NEWS file:

• Added a progress bar for run_mcmc.
• Added a fitted method for extraction of summary statistics of posterior predictive distribution p(yt | y1, ..., y_n) for t = 1, ..., n.
• Rewrote the summary method completely, which now returns data.frame. This also resulted in some changes in order of the function arguments.
• The output of predict method is now a data frame with column weight corresponding to the IS-weights in case of IS-MCMC. Previously resampling was done internally, but now this is left for the user if needed (i.e. for drawing state trajectories).
• The asymptotic_var and iact functions are now exported to users, and they also contain alternative methods based on the posterior package.
• New function estimate_ess can be used to compute effective sample size from weighted MCMC.
• Added compatibility with the posterior package by defining asdraws method for converting runmcmc output to draws_df object.
• New function check_diagnostics for quick glance of ESS and Rhat values.
• Large number of new tests, and improved documentation with added examples.
• Large number of internal tweaks so that the package complies with goodpractices package and Ropensci statistical software standards.

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Published by helske about 4 years ago

bssm - CRAN release 1.1.7-1

New CRAN version with mostly internal tweaking and more examples:

bssm 1.1.7-1 (Release date: 2021-09-21)

• Fixed an error in automatic tests due to lack of fixed RNG seed.

bssm 1.1.7 (Release date: 2021-09-20)

• Added a function cppexamplemodel which can be used to extract and compile some non-linear and SDE models used in the examples and vignettes.
• Added asdraws method for runmcmc output so samples can be analysed using the posterior package.
• Added more examples.
• Fixed a tolerance of one MCMC test to pass the test on OSX as well.
• Fixed a bug in iterated extended Kalman smoothing which resulted incorrect estimates.

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Published by helske over 4 years ago

bssm - CRAN version 1.1.6

Added a large number of automatic tests which resulted in finding and fixing some bugs, most notably in the case of non-linear models and the predict method (See NEWS for details).

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Published by helske over 4 years ago

bssm - CRAN version 1.1.5

Small update, updated drownings data until 2019 and made few small internal argument checks.

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Published by helske over 4 years ago

bssm - CRAN version 1.1.4

CRAN version 1.1.4. Changes from NEWS file:

bssm 1.1.4 (Release date: 2021-04-13)

• Better documentation for SV model, and changed the ordering of arguments to emphasise the recommended parameterization.
• Fixed predict method for SV model.
• Removed parallelization in one example which failed on Solaris for some unknown reason.

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Published by helske over 4 years ago

bssm - First release

First properly documented release after introducing the non-linear Gaussian models. Some features which were available before rebuilding are still missing, but main features should fully working.

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Published by helske over 8 years ago