Removed video with deprecated calling interface from README.
markets 1.1.6.9002
Updated logo to hexagon using hexSticker.
markets 1.1.6.9001
Updated README generation to modern GitHub math rendering.
markets 1.1.6
Documentation improvements.
Patched summary output for setups with customized output width.
Replaced custom GitHub workflows with rhub-provided
workflows.
Updated moved cppreference.com URLs.
markets 1.1.5
Added DOI and citation details for the JSS article.
markets 1.1.4
Upgraded system requirements to C++17.
markets 1.1.3
Corrected houses dataset documentation. The data range
starts in January instead of July 1958.
markets 1.1.2.9002
Updated GitHub actions dependencies’ versions.
markets 1.1.2.9001
Switched from @describein to @rdname for
documenting classes.
markets 1.1.2
Corrected bug of ignoring custom title, or axis labels in market fit
plots.
markets 1.1.1
Switched to ginv from MASS for the
variance-covariance matrix calculation in 2SLS
estimations.
Added previously unhanded corner cases when using splines in
2SLS estimations.
markets 1.1.0
Improved figure resolution in the package’s paper.
markets 1.0.12
Reorganized and extended documentation.
markets 1.0.11
Removed non exported variable name access functions from
documentation.
markets 1.0.10
Removed warnings when compiling without GSL.
markets 1.0.9
Adjustments to the integration of
maximize_log_likelihood to estimate
accommodating cases where GSL is unavailable.
markets 1.0.8
Integrated functionality of maximize_log_likelihood to
estimate. Equilibrium likelihoods can be optimized via
GSL by passing the option optimizer = gsl to
estimate.
markets 1.0.7
Added significance stars in summaries.
Fixed calculation of two stage least square correlation
coefficient.
markets 1.0.6
Cumulative update of CRAN version.
Improvements in the organization of the documentation.
markets 1.0.5.9013
Fixed bug in maximize_log_likelihood introduced in
1.0.5.9012.
markets 1.0.5.9012
Removed dependency to package systemfit. Linear
estimations of the equilibrium model use ls.
markets 1.0.5.9011
Removed dependency to package tidyr. Using
expand.grid instead of crossing.
markets 1.0.5.9010
Removed dependency to package tibble. Using data frames
for storing model data.
markets 1.0.5.9009
Updated package paper.
markets 1.0.5.9008
Changed the relationship between market models and fits from ‘is a’
to ‘has a’ to avoid class union inheritance issues.
markets 1.0.5.9007
Remove experimental code introduced with 1.0.5.9002 from
vignettes.
markets 1.0.5.9006
Fixed Hessian skipping bug introduced with 1.0.5.9004.
markets 1.0.5.9005
Updated formula implementation to allow using inline variable
transformations (offset, splines, log, etc). Added unit tests checking
the updated functionality.
markets 1.0.5.9004
Replaced minus_log_likelihood with
log_likelihood and adjusted gradient,
scores and hessian. Gradient and hessian
return derivatives of log-likelihood instead of derivatives of minus
log-likelihood.
markets 1.0.5.9003
Re-implemented the logging, the summary, and the show functionality
to respect the width set in options().
markets 1.0.5.9002
Removed bbmle imports from all files.
markets 1.0.5.9001
Minor vignette changes adjusting to dropping bbmle from
the dependencies.
markets 1.0.5
Removed dependency to package bbmle. Using directly
optim for maximum likelihood estimations.
markets 1.0.4.9003
Patched logging functionality to respect the console width set in
options.
markets 1.0.4.9002
Removed logger, equation, and system back-end classes from
documentation.
markets 1.0.4.9001
Removed faulty default from the generic of function
scores.
markets 1.0.4
Removed dependency to package magrittr.
markets 1.0.3
Updated package vignette (PDF manuscript) to reflect the latest
functionality.
markets 1.0.2
Documented market_fit object.
Documented return values of plot, show,
and summaries.
Updated documentation website.
markets 1.0.1
Corrected date in DESCRIPTION.
markets 1.0.0
Changed package name from diseq to
markets.
markets 0.4.3
Adjusted unit test gradient tolerance for m1 machines.
Replaced omitted with missing in warning messages.
markets 0.4.2
Cumulative update of CRAN version.
Specialized calculation of initializing values at a model level.
Initializing values are now calculated based on the models’
assumptions.
Better coef behavior with common output format for all
models.
Extended shortage analysis functionality to the equilibrium
model.
markets 0.4.1.9005
Extended the shortage and marginal effect analyses to the cover the
equilibrium model.
markets 0.4.1.9004
Separated identifier variables in market_model
class.
Changes in aggregation functionality. Updated its
documentation.
Added aggregation plot in ‘basic usage’ vignette.
markets 0.4.1.9003
Harmonized coef output.
Simplified diseq_directional calculations to improve
numerical stability.
Model specific initializing values for maximum likelihood
estimation
diseq_basic: Demand and supply regression estimates
using the whole sample.
diseq_deterministic_adjustment: Demand and supply
regression estimates using the whole sample. Price differences are
regressed on estimated excess demand for the price equation.
diseq_directional: Demand and supply regression
estimates using the sample separation.
diseq_deterministic_adjustment: Demand, supply, and
price dynamics regression estimates using the whole sample.
equilibrium_model: Two stage least square
estimates.
Simplified simulation of prices and controls.
markets 0.4.1
Cumulative update of CRAN version.
Version 0.4 introduces user space changes.
Model can be initialized using formulas
Introduced functions for single call initialization and estimation
of models. The old methods for constructing and estimating models are
still exported.
Introduced estimation output class market_fit. The
class further unifies the user interface for accessing market
models.
Estimation output can be summarized by calling summary
with market_fit objects.
Added new plotting functionality on the estimation output.
Added coefficient access method coef.
Added variance-covariance access method vcov.
Added logLik object access method.
Added formula object access method.
Documentation changes.
Examples and vignettes were adjusted to exemplify the new user
interface.
Documentation entry added for model initialization based on
formulas.
Added vignette more_details.Rmd with initialization and
estimation details.
markets 0.3.1.9005
Fixed equations (issue #24) in GitHub document.
markets 0.3.1.9004
Fixed broken link in README.
markets 0.3.1.9003
Updated README planned extensions section.
markets 0.3.1.9002
Changed the simulation parameters of the basic_usage
vignette to produce more balanced sample data in the models that use
sample separation.
markets 0.3.1.9001
Added link useR!2021 video and slides in the README file.
Fixed math display issues in GITHUB markdown page.
markets 0.3.1
Cumulative update of CRAN version.
markets 0.3.0.9004
Included package article in documentation website.
markets 0.3.0.9003
Added package article.
markets 0.3.0.9002
Fixed bug in show and summary methods of
diseq_stochastic_adjustment.
Fixed bug in calculation of clustered standard errors.
Changed input arguments of marginal effect calls to match the
interface of the remaining post-analysis calls (changes the user
space).
Added prefixed_quantity_variable method.
Added implementation figure.
markets 0.3.0.9001
Fixed R check missing documentation entries.
markets 0.3.0.9000
Changes in model simulation.
Simplified simulation calls (changes the user space).
Re-factored simulation code and exported additional functions.
Added marginal system effect methods, and unified marginal
probabilities effects methods (changes the user space).
Improvements in documentation.
Minor typos corrections.
Added new examples.
Documented formulas in system and equation classes.
Modified some of the examples to use the houses
dataset.
Grouped documentation entries.
markets 0.2.1
Cumulative update of CRAN version.
markets 0.2.0.9010
Reduced file size of stochastic adjustment model’s derivative
calculations.
markets 0.2.0.9009
Reduced file size of directional model’s derivative
calculations.
markets 0.2.0.9008
Reduced file size of basic model’s derivative calculations.
markets 0.2.0.9007
Reduced file size of deterministic adjustment gradient
calculation.
markets 0.2.0.9006
Reduced file size of equilibrium gradient calculation.
markets 0.2.0.9005
Removed get from access functions to reduce the verbosity of
function calls.
markets 0.2.0.9004
Added validation functions for estimation input variables
gradient, hessian, and
standard_errors.
markets 0.2.0.9003
The input variable gradient controls whether the
gradient is calculated by analytic expression or is numerically
approximated. Switched from Boolean input to passing sting options so
that the user interface for choosing gradient and hessian options is
consistent.
markets 0.2.0.9002
Fixed bug in equilibrium_model plot functionality.
Minor improvements in houses documentation.
markets 0.2.0.9001
Better options for hessian estimation: Consolidated all three
potential options in the hessian input variable of
estimate.
Better options for adjusted standard errors: Consolidated all three
potential options in the standard_errors input variable of
estimate.
markets 0.1.5.9003
Added houses dataset
markets 0.1.5.9002
Fixed option class concerning the calculation of the Hessian in
estimation calls. Models can be now estimated by skipping the Hessian,
calculating it based on the analytic expressions, or calculating it
numerically.
markets 0.1.5.9001
Corrected bug in initialization of indicator variables.
markets 0.1.5
Deployed development documentation website.
markets 0.1.4
Cumulative patch of CRAN version.
markets 0.1.3.9012
Updated the description entry of the DESCRIPTION
file.
Shortened use_heteroscedasticity_consistent_errors
variable of estimate method to
use_heteroscedastic_errors.
markets 0.1.3.9011
Added python script for creating the README
figures.
markets 0.1.3.9010
Corrected calls to system.file.
markets 0.1.3.9009
Updated README.md.
Enclosed the plot example with dontrun instead of
donttest.
markets 0.1.3.9008
Added png and grid to dependencies.
markets 0.1.3.9007
Added plot method for the all model classes.
markets 0.1.3.9006
Added plot method for the equilibrium and basic
disequilibrium model classes.
Patched model initialization to avoid mutate warnings.
markets 0.1.3.9005
Added summary method for the front-end model
classes.
Documentation improvements.
Added online documentation link in README.Rmd
Corrected link in the documentation of the summary method.
markets 0.1.3.9004
Added show method for the front-end model classes.
markets 0.1.3.9003
Removed compile_commands.json from source control.
Modified the simulation parameters of the market clearing assessment
vignette.
markets 0.1.3.9002
Included a reference section title in the README file.
markets 0.1.3.9001
Added documentation URL in DESCRIPTION.
Added bibliography in the README file.
markets 0.1.3
Patched M1mac additional issues: Added compilation flag
for availability of GSL. The native code can be compiled
also in systems without GSL, albeit offering an empty shell
functionality for the moment.
Documented changes in maximize_log_likelihood
function.
markets 0.1.2
Added autotools configuration script for cross-platform
compilation.
Removed dependence on C++20. The sources are now
C++11 compliant and only use C++17 and
libtbb if it is available on the target machine.
Patch for clang compilation failure: reverting to
sequential execution when compiling with clang and
libc++.
markets 0.1.1.9001
Restructured and added unit tests to increase test coverage.
markets 0.1.1
Prepared CRAN submission. Small adjustments to README style. Updated
CRAN comments.
markets 0.1.0.9004
Adjusted file names so that they are consistent with the API
changes.
markets 0.1.0.9003
Fixed M1mac issues. Adjusted README to API
changes.
Replaced href with doi whenever
relevant.
markets 0.1.0.9002
Added macro checks for C++20 execution policies features in C++
sources.
Removed calls to std::ragnes::iota_view and
std::reduce to ensure C++11 compatibility.
markets 0.1.0.9001
Adjusted vignettes to API changes.
markets 0.1.0.9000
Introduced the option maximizing the equilibrium model likelihood
using GSL through Rcpp.
Added linting and formatting configuration files for R and C++ code.
Cleaned C++ code.
Reorganized R back-end classes.
markets 0.0.14.9004
Improved README file style.
markets 0.0.14.9003
Corrected style attributes of README file.
markets 0.0.14.9002
Corrected calculation of clustered standard errors by accounting for
the number of used classes.
markets 0.0.14.9001
Changes to adjust for depreciating functionality of
dplyr (as of 0.7.0)
markets 0.0.14
Added option and documentation for estimating clustered standards
errors.
markets 0.0.13.9002
Added documentation for the function that return the scores.
markets 0.0.13.9001
Added option for estimating heteroscedasticity-consistent
(Huber-White) standard errors.
Added functionality for extracting the score matrices of the
estimated models.
markets 0.0.13.9000
Corrected documentation typos.
markets 0.0.13
Corrections of non-canonical web-links in README. Adjustments before
CRAN submission.
markets 0.0.12.9002
Added sections A quick model tour,
Alternative packages, and Planned extensions
in README.
markets 0.0.12.9001
Added noLD in word exceptions list.
markets 0.0.12
Fixed noLD issues.
markets 0.0.11.9002
Renamed assessment vignette.
markets 0.0.11.9001
Enabled BFGS-based estimation with numerical gradient.
Added CRAN installation instructions in README.
markets 0.0.11.9000
Corrected punctuation errors in documentation.
markets 0.0.11
Removed get_correlation_variable from exported
functions.
Improved the documentation of
minus_log_likelihood.
Reintroduced references in description.
markets 0.0.10
Removed references from description to avoid CRAN notes.
markets 0.0.9
Ignoring README.html from build. Removed links from description.
Improved documentation examples.
markets 0.0.8
Added examples to constructors, estimation, aggregation, and
marginal effect functions.
markets 0.0.7.9002
Skipping directional and stochastic adjustment tests on CRAN to
reduce build time.
markets 0.0.7.9001
Quoted all package names in DESCRIPTION.
To reduce build time: 1. Removed direction model estimation from
equilibrium assessment vignette, 2. Decreased estimation accuracy of
basic usage vignette to six digits.
markets 0.0.7
Fixed order of arguments in web-link of estimation
documentation.
Improved simulation documentation.
markets 0.0.6
Corrected documentation typos. Fixed web-links.
markets 0.0.5.9009
Improved documentation.
markets 0.0.5.9008
Removed unused parameter from the constructor of the equilibrium two
stage least square model.
markets 0.0.5.9007
Removed dependence on pastecs package.
markets 0.0.5.9006
Reformatted code using the styler package. Removed the
lintr based test.
markets 0.0.5.9005
Adjustments to address breaking changes of the tibble
package.
markets 0.0.5.9004
Added a vignette with an equilibrium assessment example.
markets 0.0.5.9003
Added model-specific simulation functions.
markets 0.0.5.9002
Refactored simulation code.
markets 0.0.5.9001
Added simulation generating processes for all supported models.
markets 0.0.4.9013
Separated auto-generated derivative code to dedicated derivative
files.
markets 0.0.4.9012
Allowed estimation of full information maximum likelihood,
equilibrium, deterministic adjustment, and stochastic adjustment with
one-sided inclusion of prices.
Modified model titles’ generation.
markets 0.0.4.9011
Added basic_usage vignette.
Added simulation function at model_base level.
Added a NEWS.md file to track changes to the
package.