Movatterモバイル変換


[0]ホーム

URL:


Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly

Sign up
Appearance settings

Commite06f6e9

Browse files
committed
News.rd update
1 parenteef5d99 commite06f6e9

File tree

3 files changed

+17
-7
lines changed

3 files changed

+17
-7
lines changed

‎NEWS.md‎

Lines changed: 13 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -1,18 +1,28 @@
11
#garma 0.9.7
22

33
Version 0.9.7 adds the "tsdiag" function for garma models - this is essentially a copy of the base stats 'tsdiag'
4-
but the fitdf for the Ljung-Box test is set to p+q+k*2.
4+
but the fitdf for the Ljung-Box test is set to p+q+k*2. We note also that the formal residual tests for GARMA processes does
5+
not appear to have been formally established at this time.
56

67
There was a bug with the standard errors which resulted in Nan being returned for some parameters. This has been fixed.
8+
Further fixes have applied to the Whittle estimation of the standard errors and to the likelihood calculation.
9+
10+
The fitted values/residuals were not being properly calculated as per 1-step ahead forecasts. This has been rectified
11+
(although for non-Gegenbauer ARIMA models there may still be some issues which will be looked at later).
712

813
The override of the ggplot function for garma models has been removed as this was not standard - the correct way to do this
9-
is 'autoplot' so now the autoplot function has the ability to generate forecasts and plot them.
14+
is 'autoplot' so now the autoplot function has the ability to generate forecasts and plot them. If no titles and
15+
subtitles are supplied, these routines will now generate some default ones for you.
1016

1117
A new optimisation method has been added for the "garma" function - this is a genetic algorithm from package GA.
1218
It can be used by specifying opt_method='ga'. For now please treat this as experimental - it has given some interesting
1319
results on some standard problems and these probably need to be checked further before more general use.
1420

15-
Otherwise some redundant code has been removed, and also the restriction that integer differencing be restricted to 1 only.
21+
The "QML" method of estimation was producing too many errors and appeared to be converging to non-optimal solutions too often.
22+
Until such time as this can be fixed, it has been removed as a valid option. In any case it only supports a k=1 model.
23+
24+
Otherwise some redundant code has been removed, and also the restriction that integer differencing be restricted to 1
25+
only - general integer differencing is not supported.
1626

1727
#garma 0.9.6
1828

‎R/semipara.R‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -5,7 +5,7 @@
55
#' @param k (int) The number of Gegenbauer frequencies
66
#' @param alpha (num)
77
#' @param method (char) One of "gsp" or "lpr" - lpr is the log-periodogram-regression technique, "gsp" is the Gaussian
8-
#' semi-parametric technique. "gsp" is the default. Refer Arteche (1998).
8+
#' semi-parametric technique. "lpr" is the default. Refer Arteche (1998).
99
#' @param min_freq (num) The minimum frequency to search through for peaks - default 0.0.
1010
#' @param max_freq (num) The maximum frequency to search through for peaks - default 0.5.
1111
#' @return An object of class "garma_semipara".
@@ -15,7 +15,7 @@
1515
#' sp <- ggbr_semipara(ap)
1616
#' print(sp)
1717
#' @export
18-
ggbr_semipara<-function(x,k=1,alpha=0.8,method='gsp',min_freq=0.0,max_freq=0.5) {
18+
ggbr_semipara<-function(x,k=1,alpha=0.8,method='lpr',min_freq=0.0,max_freq=0.5) {
1919
if (!method%in%c('gsp','lpr')) stop('Invalid method. Should be one of "gsp" or "lpr".')
2020
if (alpha<=0|alpha>=1) stop('alpha should be between 0 and 1, but not 0 and not 1.')
2121
x<- as.numeric(x)

‎man/ggbr_semipara.Rd‎

Lines changed: 2 additions & 2 deletions
Some generated files are not rendered by default. Learn more aboutcustomizing how changed files appear on GitHub.

0 commit comments

Comments
 (0)

[8]ページ先頭

©2009-2025 Movatter.jp