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12/10/2018: Changes in branch 'jamie' from commit b8f0fff
./R/fit.R
- Notes made with tag (11/10/18) on certain TODOs in sarima.env().
- Checks added for some environment functions.
- Removal of duplicated su()
./R/periodogramRecommendations.R
- is a function for plotting and returning key lags in periodogram
./data/
- a subset of electricity data added to package to make example easier to run
./R/data-electricity.R
- description of electricity data
03/09/2018: Changes in branch 'jamie' from version 0.7-8
./R/fit.R
sarima_KalmanLike()
- Line 722 output component 'CSS' changed to 'css'
sarima_KalmanRun()
- Line 741 output component 'CSS' changed to 'css'
sarimat()
update_params()
- Lines 919-925 asymmetry added to streamlined 'use.symm' method
.nonstationaryEdit()
- Lines 1250-1311 asymmetry options included in function
- Line 1525 switch option 'CSS' changed to 'css'
- Line 1547 in lik.method = "css" changed to lik.method = "sarima" at end of
css option to avoid duplicating code in the later switch() function.
- Line 1671 css option removed from switch() - duplicate code.
24/08/2018: Changes in branch 'jamie' from version 0.7-8
./R/fit.R
sarimat()
- use.symm option incorporated into fitting procedure, which takes advantage
of symmetry in the unit root polynomial
- Lines 881, 917-929 option added for symmetric approach in updateParams()
- Lines 977-978, 995-996, 1014-1015, 1033-1036, 1057-1060 in each of the
optimisation functions, have the option for a symmetric approach in
updateParams()
- Lines 1247-1293 make additions in udelta environment for a symmetric
approach
- Line 1324 update symmetric parcors as well as 'normal' ones
- Lines 1322-1376 alternative approach to building vectors
flags.atanh_sarima, Par_sarima, and fixed needed for
symmetric/non-symmetric methods
- Lines 1449-1463 par.skeleton has different "udelta" component for the
two cases
- Lines 1468-1550 for each method, symmetric option available through
use.symm
- Lines 1803-1841 making Jacobians of different lengths for
symm/non-symm methods
- Lines 1863-1897 if symmetric method is used, we have fewer estimated
parameters than polynomial parameters: so expand the variance matrix
to match the number of original parameters
./tests/testthat/test-CSS.R
- Lines 86-106 commented out to reduce test time
./tests/testthat/test-symm.R
- New file added to test that the symmetric approach gives the same answers
as the non-symmetric version
22/08/2018: Summary of all changes in branch 'jamie' from 0.7-4
23/08/2018: (all are incorporated in 0.7-8)
./src/Kalman0b.cpp
- gains and states now calculated and returned
- Lines 51 & 53 initialise
- Lines 113-115 & 122-124 fill with appropriate values
- Lines 136-137 return said values
./R/fit.R
sarima_KalmanLike()
- Line 722 CSS added to listed output (which is half log sum-of-squares)
sarima_KalmanRun()
- Line 740 CSS added to 'values' output
- Line 743-744 states and gain added to output
- Line 745-747 model added to attributes as in sarima_KalmanLike()
sarimat()
- New ss.method currently called "CSS" implemented - can be renamed later
- Lines 1002-1018 ss_sarima() function added for optimising the log ssq
- Lines 1396-1415 fitting procedure for CSS method added
- Lines 1601-1618 hessian matrix for CSS method calculated (amongst others)
./R/sarimaFormulae.R
./man/sarimaFormulae.Rd
- Documentation for the sarima formula terminology added - generated by ROxygen
./tests/testthat/test-CSS.R
- CSS method tested for stationary data using AirPassengers and LakeHuron
- CSS method tested for nonstationary data using AirPassengers and two simulated datasets