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  • Aug 29, 2009
    issue 9 (level m-adf m-1 does not match when nthresh=2) reported by Matthieu.Stigler   -   type="adf" is just reparametrization of level (having one lag less) so residuals and deviance should match. It is the case for linear and setar(nthresh=1) but not for nthresh=2. lev1<-setar(lynx, m=2, nthresh=1) adf1<-setar(lynx, m=1, type="ADF", nthresh=1) deviance(lev1);deviance(adf1) levi<-setar(lynx, m=2, nthresh=2) adfi<-setar(lynx, m=1, type="ADF", nthresh=2) deviance(levi);deviance(adfi)
    type="adf" is just reparametrization of level (having one lag less) so residuals and deviance should match. It is the case for linear and setar(nthresh=1) but not for nthresh=2. lev1<-setar(lynx, m=2, nthresh=1) adf1<-setar(lynx, m=1, type="ADF", nthresh=1) deviance(lev1);deviance(adf1) levi<-setar(lynx, m=2, nthresh=2) adfi<-setar(lynx, m=1, type="ADF", nthresh=2) deviance(levi);deviance(adfi)
  • Aug 29, 2009
    issue 8 (common=lags doesnot work with type =adf) reported by Matthieu.Stigler   -   What steps will reproduce the problem? levcolags<-setar(lynx, m=3, common="lags", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="trend", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="both", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="const", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="const", type="ADF", th=361) #does not work... #but: selectSETAR(lynx, m=3, common="lags", inc="const", type="ADF")
    What steps will reproduce the problem? levcolags<-setar(lynx, m=3, common="lags", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="trend", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="both", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="const", type="ADF") levcolags<-setar(lynx, m=3, common="lags", inc="const", type="ADF", th=361) #does not work... #but: selectSETAR(lynx, m=3, common="lags", inc="const", type="ADF")
  • Jul 26, 2009
  • Jul 18, 2009
    r338 (Tagging version 0.7 ) committed by stigler...@hotmail.com   -   Tagging version 0.7
    Tagging version 0.7
  • Jul 06, 2009
    r337 (change name of file, had lost its .Rd ) committed by stigler...@hotmail.com   -   change name of file, had lost its .Rd
    change name of file, had lost its .Rd
  • Jul 06, 2009
    r336 (small modif in man page TVECM.SeoTest ) committed by stigler...@hotmail.com   -   small modif in man page TVECM.SeoTest
    small modif in man page TVECM.SeoTest
  • Jul 05, 2009
    r335 (Change name of some files changed TVECM.r, TVAR_LRtest and c...) committed by stigler...@hotmail.com   -   Change name of some files changed TVECM.r, TVAR_LRtest and corrected TVECM.SeoTest
    Change name of some files changed TVECM.r, TVAR_LRtest and corrected TVECM.SeoTest
  • Jul 05, 2009
    r334 (Changed name TVAR_LRtest to TVAR.LRtest ) committed by stigler...@hotmail.com   -   Changed name TVAR_LRtest to TVAR.LRtest
    Changed name TVAR_LRtest to TVAR.LRtest
  • Jul 05, 2009
    r333 (Add warnings concerning reliability of functions ) committed by stigler...@hotmail.com   -   Add warnings concerning reliability of functions
    Add warnings concerning reliability of functions
  • Jul 05, 2009
    r332 (Change name TVECM_SeoTest in TVECM.SeoTest Emacs user will ...) committed by stigler...@hotmail.com   -   Change name TVECM_SeoTest in TVECM.SeoTest Emacs user will be happy ;-). Made consequent modifications and changed also R name of function
    Change name TVECM_SeoTest in TVECM.SeoTest Emacs user will be happy ;-). Made consequent modifications and changed also R name of function
  • Jul 05, 2009
    r331 (Add methods print, summary and plot for TVECM_SeoTest ) committed by stigler...@hotmail.com   -   Add methods print, summary and plot for TVECM_SeoTest
    Add methods print, summary and plot for TVECM_SeoTest
  • Jul 05, 2009
    r330 (changed starting message and adapted test file ) committed by stigler...@hotmail.com   -   changed starting message and adapted test file
    changed starting message and adapted test file
  • Jul 05, 2009
    r329 (removed test folder which was designed for ncstar functions ) committed by stigler...@hotmail.com   -   removed test folder which was designed for ncstar functions
    removed test folder which was designed for ncstar functions
  • Jul 05, 2009
    r328 (Changed name of linear2 to lineVar Change was made in funct...) committed by stigler...@hotmail.com   -   Changed name of linear2 to lineVar Change was made in function, man page, namespace, where it was used internally (tvecm.sim and tvar.sim), changelog and in tests files
    Changed name of linear2 to lineVar Change was made in function, man page, namespace, where it was used internally (tvecm.sim and tvar.sim), changelog and in tests files
  • Jul 04, 2009
    issue 3 (clean the handling of arg th in selectSETAR & friends) Status changed by antonio.fabio   -  
    Status: Verified
    Status: Verified
  • Jul 04, 2009
    r327 (workaround in TVAR_LRtest plots to peacefully avoid R CMD ch...) committed by antonio.fabio   -   workaround in TVAR_LRtest plots to peacefully avoid R CMD check notes on missing visible bindings to variable 'x'
    workaround in TVAR_LRtest plots to peacefully avoid R CMD check notes on missing visible bindings to variable 'x'
  • Jul 04, 2009
    issue 1 (fix plot.setar method) Status changed by antonio.fabio   -   plot.setar should work correctly on models with 3 regimes
    Status: Verified
    plot.setar should work correctly on models with 3 regimes
    Status: Verified
  • Jul 04, 2009
    r326 (code tidying) committed by antonio.fabio   -   code tidying
    code tidying
  • Jul 04, 2009
    issue 2 (fix showDialog.setar) Status changed by antonio.fabio   -   showDialog.setar still allows for fitting of "base" setar models. Hard to maintain more complex versions.
    Status: Verified
    showDialog.setar still allows for fitting of "base" setar models. Hard to maintain more complex versions.
    Status: Verified
  • Jul 04, 2009
    r325 (fixed toLatex method) committed by antonio.fabio   -   fixed toLatex method
    fixed toLatex method
  • Jul 04, 2009
    r324 (setar.R code tidying) committed by antonio.fabio   -   setar.R code tidying
    setar.R code tidying
  • Jul 04, 2009
    r323 (Put D instead of removed triangle (cf rev 313) to signify de...) committed by stigler...@hotmail.com   -   Put D instead of removed triangle (cf rev 313) to signify delta
    Put D instead of removed triangle (cf rev 313) to signify delta
  • Jul 04, 2009
    r322 (Add message when loading library to warn against minor chang...) committed by stigler...@hotmail.com   -   Add message when loading library to warn against minor changes
    Add message when loading library to warn against minor changes
  • Jul 04, 2009
    r321 (Indentation adjustment and Change some variables names Chan...) committed by stigler...@hotmail.com   -   Indentation adjustment and Change some variables names Change of variables names is because r cmd check says problemin R code with no global binding. however prob not solved. seem to be from dchisq(x,...)
    Indentation adjustment and Change some variables names Change of variables names is because r cmd check says problemin R code with no global binding. however prob not solved. seem to be from dchisq(x,...)
  • Jul 04, 2009
    r320 (change ma npage of linear2 ) committed by stigler...@hotmail.com   -   change ma npage of linear2
    change ma npage of linear2
  • Jul 04, 2009
    r319 (export print and summary methods for objects from TVAR_LRtes...) committed by stigler...@hotmail.com   -   export print and summary methods for objects from TVAR_LRtest
    export print and summary methods for objects from TVAR_LRtest
  • Jul 04, 2009
    r318 (rerun and change test file ) committed by stigler...@hotmail.com   -   rerun and change test file
    rerun and change test file
  • Jul 04, 2009
    r317 (adapt man page ) committed by stigler...@hotmail.com   -   adapt man page
    adapt man page
  • Jul 04, 2009
    r316 (tsDyn/man/lineVar.Rd remove args in linear 2, change orderi...) committed by stigler...@hotmail.com   -   tsDyn/man/lineVar.Rd remove args in linear 2, change orderings of args and add consitency check
    tsDyn/man/lineVar.Rd remove args in linear 2, change orderings of args and add consitency check
  • Jul 04, 2009
    r315 (Add man page for function linear2 ) committed by stigler...@hotmail.com   -   Add man page for function linear2
    Add man page for function linear2
  • Jul 04, 2009
    r314 (Correct prob from R check wit non linked variable Bcolnames ) committed by stigler...@hotmail.com   -   Correct prob from R check wit non linked variable Bcolnames
    Correct prob from R check wit non linked variable Bcolnames
  • Jul 03, 2009
    r313 (removed non-ascii character from R sources) committed by antonio.fabio   -   removed non-ascii character from R sources
    removed non-ascii character from R sources
  • Jul 02, 2009
    r312 (fix bug in man page of BBCtest ) committed by stigler...@hotmail.com   -   fix bug in man page of BBCtest
    fix bug in man page of BBCtest
  • Jul 02, 2009
    r311 (add man page for data UsUnemp ) committed by stigler...@hotmail.com   -   add man page for data UsUnemp
    add man page for data UsUnemp
  • Jul 02, 2009
    r310 (update changelog ) committed by stigler...@hotmail.com   -   update changelog
    update changelog
  • Jul 02, 2009
    r309 (adapt test file output rerun the test file, there were smal...) committed by stigler...@hotmail.com   -   adapt test file output rerun the test file, there were small modifications which don't seem to be important
    adapt test file output rerun the test file, there were small modifications which don't seem to be important
  • Jul 02, 2009
    r308 (add line citHeader to have hopefully proper citation ) committed by stigler...@hotmail.com   -   add line citHeader to have hopefully proper citation
    add line citHeader to have hopefully proper citation
  • Jul 02, 2009
    r307 (Adapt DESCRIPTION: change date and maintainer ) committed by stigler...@hotmail.com   -   Adapt DESCRIPTION: change date and maintainer
    Adapt DESCRIPTION: change date and maintainer
  • Jul 02, 2009
    r306 (add man page for BIC method ) committed by stigler...@hotmail.com   -   add man page for BIC method
    add man page for BIC method
  • Jul 02, 2009
    r305 (modifs of man pages ) committed by stigler...@hotmail.com   -   modifs of man pages
    modifs of man pages
  • Jul 02, 2009
    r304 (remove ncstar functions from trunk ) committed by stigler...@hotmail.com   -   remove ncstar functions from trunk
    remove ncstar functions from trunk
  • Jul 02, 2009
    r303 (Create (try to) branch with all functions ) committed by stigler...@hotmail.com   -   Create (try to) branch with all functions
    Create (try to) branch with all functions
  • Jul 02, 2009
    r302 (man pages corrections ) committed by stigler...@hotmail.com   -   man pages corrections
    man pages corrections
  • Jun 30, 2009
    r301 (adapt man pages, fix bug in tvecm.sim ) committed by stigler...@hotmail.com   -   adapt man pages, fix bug in tvecm.sim
    adapt man pages, fix bug in tvecm.sim
  • Jun 30, 2009
    r300 (chnge setar.sim to have same inputs as arima.sim, that is ra...) committed by stigler...@hotmail.com   -   chnge setar.sim to have same inputs as arima.sim, that is rand.gen, innov and dots
    chnge setar.sim to have same inputs as arima.sim, that is rand.gen, innov and dots
  • Jun 24, 2009
    r299 (Change output of TVECm.sim and TVAR.sim: only the series Th...) committed by stigler...@hotmail.com   -   Change output of TVECm.sim and TVAR.sim: only the series The previous output was also the parameter matrix. To avoid unecessary outputs and be consistent with arima.sim, only the simulated series is returned, and a new arg show.parMat=FALSE is introduced, which allow to print the parameter matrix in case user has problems giving the args for it
    Change output of TVECm.sim and TVAR.sim: only the series The previous output was also the parameter matrix. To avoid unecessary outputs and be consistent with arima.sim, only the simulated series is returned, and a new arg show.parMat=FALSE is introduced, which allow to print the parameter matrix in case user has problems giving the args for it
  • Jun 24, 2009
    r298 (Add arg innov also in TVAR.sim, either user specified or mul...) committed by stigler...@hotmail.com   -   Add arg innov also in TVAR.sim, either user specified or multivariate normal
    Add arg innov also in TVAR.sim, either user specified or multivariate normal
  • Jun 24, 2009
    r297 (attach package mnormt to have simulator of mltivariate norma...) committed by stigler...@hotmail.com   -   attach package mnormt to have simulator of mltivariate normal
    attach package mnormt to have simulator of mltivariate normal
  • Jun 24, 2009
    r296 (Rename TVAR_simul in TVAR.sim This is made to be consistent...) committed by stigler...@hotmail.com   -   Rename TVAR_simul in TVAR.sim This is made to be consistent with R base arima.sim function
    Rename TVAR_simul in TVAR.sim This is made to be consistent with R base arima.sim function
  • Jun 24, 2009
    r295 (allow to use multivariate normal for simulation of TVECM ) committed by stigler...@hotmail.com   -   allow to use multivariate normal for simulation of TVECM
    allow to use multivariate normal for simulation of TVECM
 
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