Removed stale import of

`oeli::check_date()`

.Updated

`download_data()`

to confirm with new Yahoo Finance API.

Fixed a bug around the

`period`

control (#93, thanks to @dongsen86).Fixed date conversion to

`character()`

(thanks to Hee-Young Kim).

- Added citation to JSS paper in DESCRIPTION.

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) option`state_order = "mean"`

.Re-fitted the example models contained in the package.

Added examples to

`fit_model()`

.Small code improvements in file

`ll.cpp`

.

- Small bug fix when computing the stationary distribution.

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`

and`poisson`

.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 a`data.frame`

. Its`verbose`

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.

- Fixed documenting the new special sentinel “_PACKAGE” for the package help file, see https://github.com/r-lib/roxygen2/issues/1491.

Extended the time horizon of saved data and updated models for demonstration.

The

`download_data()`

function now returns the data as a`data.frame`

by default. However, specifying argument`file`

still allows for saving the data as a .csv file.The

`plot.fHMM_model()`

function now has the additional argument`ll_relative`

(default is`TRUE`

) to plot the relative log-likelihood values when`plot_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 arguments`from`

and`to`

can be selected to zoom into the data.

Added the following methods for an

`fHMM_model`

object:`AIC()`

,`BIC()`

,`logLik()`

,`nobs()`

,`npar()`

,`residuals()`

.The log-normal distribution can now be estimated by setting

`sdds = "lnorm"`

in the`controls`

object.

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.

In the vignette on controls, in the section about example specifications for

`controls`

, corrected`sdds = "gamma(mu = -1|1)"`

to`sdds = "gamma(mu = 0.5|2)"`

because mean of the Gamma distribution must be positive.Added

`digits`

argument to`print.fHMM_predict()`

.Fixed bug in

`reorder_states()`

that allowed for misspecification of`state_order`

.Added option to

`fit_model()`

to initialize at the estimates of another model (#73).

Enhanced the package by S3 classes.

Added more

`controls`

specifications.Included a prediction function.

Improved documentations.

Added vignettes.

Improved specification of

`controls`

.Fixed minor bugs.

Improved documentation of functions and README.

Improved specification of

`controls`

. (#37 and #38)

- Initial version.