MAJOR BUG FIX with smoothed latent state covariance
dynr 0.1.15-1
2019-10-04
Multiple imputation for missing data with dynr.mi() function
New demo for multiple imputation called MILinearDiscrete
New demo for time-varying parameters called SDETVP
New wrapper functions for computing smoothed derivative estimates
using penalized B-splines implemented with the fda package
New plotting functions, including functions to generate diagnostic
plots from smoothed derivative estimates, and plot phase portraits
New demo for computing and visualizing smoothed derivative estimates
in GetDerivs
New functionality in dynr.cook() to estimate continuous-time dynamic
models with mixed effects through use of theta.formula
MAJOR BUG FIXES with missing data
dynr 0.1.14-9
2019-04-01
Outlier detection with dynr.taste() function
Oulier removal and re-fitting with dynr.tast2() function
New demo for outliers called OutlierDetection
We now allow 1-regime recipe parts to co-exist with n-regime
parts
Lots of error checking was added around matching the number of
regimes
Many cases of the doDykstra error are now safely caught
Generally cleaned up the error handling on models that failed to
converge
Shorten several demos to run faster
dynr 0.1.13-4
2018-09-21
You don’t need to install R on Windows to C:/R anymore! The default
(C:/Program Files/R) now works.
New demo for time-varying parameter (TVP) models
Several new vignettes covering a range of topics
The deviation form of regimes now displays properly in
plotFormula
No longer require ‘outfile’ specification in dynr.model()
Fix a pointer addressing issue that could have caused crashes
dynr 0.1.12-5
2018-02-08
New ‘verbose’ argument to dynr.cook turns off printing of
optimization history
New demo for Process Factor Analysis (PFA)
Regime-switching printing in plotFormula() with new ‘printRS’
argument
Greatly improved convergence rates for all models
Allow full initial covariance estimation
Fixed major bug in regime-switching matrix dynamics that formerly
crashed R
dynr 0.1.11-8
2017-08-21
Noise printing by plotFormula() function
Fixed innovation vector computation for larger than 1-dimensional
observations
dynr 0.1.11-2
2017-06-16
New demo for a linear oscillator with time-varying parameters
Fixed printex output for covariates and deviation form of the
initial conditions
Fixed memory leak for intercepts in measurement models
dynr 0.1.10
2017-05-19
Use of individual-level covariates in the initial conditions. See
?prep.initial for details.
Deviation form of regime-switching models. Seee ?prep.regimes for
details.
Access to the predicted, filtered, and smoothed latent variable
estimates, and other by-products from the regime-switching extended
Kalman filter in the ‘cooked’ model.
We now allow calculation of the negative log-likelihood value, the
hessian matrix, and the predicted, filtered, and smoothed latent
variable estimates at fixed parameter values without parameter
optimization.
Beta version of a multiple imputation procedure. See ?dynr.mi for
details.
Fixed a rounding bug that improves free parameter optimization,
especially for models with many observed variables.
Improved documentation throughout
Added more examples in the help pages
dynr 0.1.9
2017-02-21
A new demo example is added to replicate the results from Yang &
Chow (2010) paper.
Some standard S3 methods are added for the dynrCook class
object.
autoplot() is added as an alias for dynr.ggplot().
dynr.data() now automatically handles ts class objects and equally
spaced data with missingness.
Changes are made to accommodate the new release of ggplot2.
dynr 0.1.8
2016-08-12
In single-regime models, free parameters for intercepts and
covariate effects in the measurement model can now be properly
estimated.
Standard errors are more frequently returned
Flags indicate problematic standard errors.
Warning messages are more helpful regarding standard errors.
A weight flag allows easier convergence of multi-subject
models.