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NEWS
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Changes in version 1.6 2014-01-24
-----------------------------------
o The examples and code scripts have been updated now that
the class and methods defined in package "stsm.class" have been
merged in package "stsm".
o function "KalmanFilter": the function has been adapted to the
new definition "KFAS::KFS" and it is again available;
"sspir::kfilter" is not included because the archived package "sspir"
is not available for "R Under devel" and may give some problems when
submitting to CRAN and passing R CMD check. The call to "sspir" can
nevertheless be found in 'KF-interfaces.R' prepended by comment marks.
Changes in version 1.5 2014-07-21
-----------------------------------
o Added argument "xreg" to functions "KF.deriv" and "KF.deriv.C".
The analytical derivatives with respect to the coefficients of regressors
specified in the observation equation canbe evaluated.
This is useful for example in package "stsm", where the analytical
derivatives of the likelihood function can be obtained now
for a model with external regressors.
Changes in version 1.4 2014-06-15
-----------------------------------
o Added the method "predict" for objects of class "stsmSS"
Those objects are returned by "stsm.class::char2numeric".
The method is equivalent to "stats::predict.StructTS" but the forecasts
of the components are also returned. In addition, it is straightforward
to use for a model fitted by any of the maximum likelihood procedures
available in package "stsm".
Changes in version 1.3 2014-01-26
-----------------------------------
o Fixed the following warning returned by the compiler at some points
in the code:
"warning: ISO C++ forbids variable length array ‘df’ [-Wvla]"
o Removed suggested package "sspir" since it is no longer available-
o Removed suggested package "KFAS" since the examples using this
package relied on a previous version of "KFAS".
Changes in version 1.1 2014-01-25
-----------------------------------
o First version submitted to CRAN.