Changelog
Source:NEWS.md
fHMM 1.4.1
Removed stale import of
oeli::check_date()
.Updated
download_data()
to confirm with new Yahoo Finance API.
fHMM 1.4.0
CRAN release: 2024-08-26
Fixed a bug around the
period
control (#93, thanks to @dongsen86).Fixed date conversion to
character()
(thanks to Hee-Young Kim).
fHMM 1.3.0
CRAN release: 2024-04-30
Improved initialization of the numerical likelihood optimization.
Now the states after model estimation are automatically ordered according to the estimated mean of the state-dependent distributions, see
reorder_states()
with the new (default) optionstate_order = "mean"
.Re-fitted the example models contained in the package.
fHMM 1.2.2
CRAN release: 2024-02-24
Added examples to
fit_model()
.Small code improvements in file
ll.cpp
.
fHMM 1.2.0
CRAN release: 2023-12-13
Controls can now be provided separately for the
set_controls()
function.-
The arguments in
fHMM_parameters()
for model parameters were slightly renamed as follows:mus
->mu
sigmas
->sigma
dfs
->df
Gammas_star
->Gamma_star
mus_star
->mu_star
sigmas_star
->sigma_star
dfs_star
->df_star
The log-normal state-dependent distribution is renamed:
lnorm
->lognormal
.Two more state-dependent distributions were added:
normal
andpoisson
.The Viterbi algorithm can be directly accessed via
viterbi()
.Renamed
simulate_data()
->simulate_hmm()
to make the functionality clearer. Furthermore, this function is now exported and can be used outside of the package to simulate HMM data.download_data()
no longer saves a .csv-file but returns the data as adata.frame
. Itsverbose
argument is removed because the function no longer prints any messages.The utilities (i.e., all functions with roxygen tag
@keywords utils
) were moved to the{oeli}
package.
fHMM 1.1.1
CRAN release: 2023-10-12
- Fixed documenting the new special sentinel “_PACKAGE” for the package help file, see https://github.com/r-lib/roxygen2/issues/1491.
fHMM 1.1.0
CRAN release: 2023-02-14
Extended the time horizon of saved data and updated models for demonstration.
The
download_data()
function now returns the data as adata.frame
by default. However, specifying argumentfile
still allows for saving the data as a .csv file.The
plot.fHMM_model()
function now has the additional argumentll_relative
(default isTRUE
) to plot the relative log-likelihood values whenplot_type = "ll"
.Significantly increased the test coverage and fixed minor bugs.
Changed color of time series plot from
"lightgray"
to"black"
for better readability.Added a title to the time series plot when calling
plot.fHMM_model(plot_type = "ts")
. Additionally, a time interval with argumentsfrom
andto
can be selected to zoom into the data.
fHMM 1.0.2
CRAN release: 2022-05-02
Fixed bug in
reorder_states()
that did not order the fine-scale parameter sets when the coarse-scale order was changed.Fixed bug in
parameter_labels()
that returned the wrong order of parameter labels.Changed plot type of simulated data to lines.
fHMM 1.0.1
CRAN release: 2022-04-07
In the vignette on controls, in the section about example specifications for
controls
, correctedsdds = "gamma(mu = -1|1)"
tosdds = "gamma(mu = 0.5|2)"
because mean of the Gamma distribution must be positive.Added
digits
argument toprint.fHMM_predict()
.Fixed bug in
reorder_states()
that allowed for misspecification ofstate_order
.Added option to
fit_model()
to initialize at the estimates of another model (#73).
fHMM 1.0.0
CRAN release: 2022-03-14
Enhanced the package by S3 classes.
Added more
controls
specifications.Included a prediction function.
Improved documentations.
fHMM 0.3.0
CRAN release: 2021-06-16
Added vignettes.
Improved specification of
controls
.Fixed minor bugs.