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Version 3.11.4
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@eeholmes eeholmes released this 15 Dec 02:37
· 92 commits to master since this release
v3.11.4
c3da70d

This is a CRAN release also. This release is focused on improving the plotting functions for marssMLE, marssResiduals and marssPredict objects. The website links also needed to be updated to the new GitHub organization home for MARSS (and the other ATSA material): atsa-es.

ENHANCEMENTS

  • Added a variety of new plots to autoplot.marssMLE and plot.marssMLE: all types of residuals with all possible standardizations versus time, plus ACF and QQPlots for the same, and all possible fitted y and x plots. Cleaned-up the plots in various ways (e.g. missing CIs). Added notes (that can be turned off) to the bottom of the autoplot plots to explain what the plot is and guide the user to the more standard plots.
  • Revamped residuals plots made by autoplot.marssMLE() and plot.marssMLE() to allow a full range of residuals plots but to only show a subset for a specific set of residuals diagnostics plots by default.
  • Created autoplot.marssResiduals() and plot.marssResiduals() for marssResiduals objects. Simplifies standard residuals plots. This needs to be separate from plot.marssMLE() (i.e. cannot be called from plot.marssMLE) since it is designed to plot whatever happens to be in the marssResiduals object passed to plot.marssResiduals(). plot.marssMLE() runs residuals() to create a specific set of residuals diagnostics plots.
  • Improved autoplot.marssPredict() with better titles and notes below the plots. Removed pi.int as an argument for autoplot.marssPredict() and plot.marssPredict() as this was extraneous. The PI/CI info is pulled in from the marssPredict object.
  • Added utility function match.arg.exact() which does exact argument matching. The base R match.arg() uses pmatch() and does partial matching. This is a problem for many functions where "xtt1" is different than "xtt". This function implements exact matching.
  • Added row and column names to the output from coef.marssMLE() when type="matrix".
  • Added more text to help file for MARSSresiduals() to explain variance and correlation for standardized residuals.
  • Added var.ytt1 and var.Eytt1 to the output from MARSShatyt() when only.kem=FALSE. This is for convenience for the plot functions.
  • Added str_to_sentence utility function for the notes in autoplot.marssMLE() plots.
  • Added interval.type to the marssPredict objects otherwise the type of interval in the object (prediction or confidence) cannot be known.
  • Removed the loess lines from the residuals plots.

BUGS

  • plot.predictMARSS() was not showing the forecasts and the state predictions when h=0 was garbling the CIs and PIs when a short newdata was passed in (short = shorter than original data).
  • autoplot.marssPredict() was not using the time info from ts object, so x-axis was showing 1, 2, 3 etc instead of the years, for example.
  • MARSS.dfa() used if form="dfa" allowed Z to be passed in. This form is a helper function that forms a default DFA model with a user specified number of trends (m). If the user needs a custom Z, they should not use form="dfa" but use the default MARSS() (form="marxss"). MARSS.dfa() was changed to not allow Z to be passed into the model argument.
  • coef.marssMLE() was not properly showing a time-varying A or U when type="matrix", form="marss" and D or C estimated.
  • plot.marssMLE() was not resetting par() when done thus affecting users plot environment.
  • residuals.marssMLE() value column for states was wrong when there were more than one state because c($.x[2:TT], NA) was used. Changed to not offsetting either .x or .fitted columns and instead added clarification to the documentation for residuals.marssMLE(). The value column was used for examples in help file for residuals.marssMLE() and for the coefficient of determination reported by glance.marssMLE().
  • MARSS() was not setting convergence to an error code when Kalman filter function throws and error before model is fit.

DOCUMENTATION

  • Fixed some references to MARSSsettings(). This was replaced with pkg_globals in the package environment via .onLoad().
  • More clean-up of the equations. Just being more consistent about using \eqn{} when R, Q etc refer to the matrices in the MARSS equation versus code.
  • residuals_marssMLE.Rd had a few typos. Main one was that name column was called .type column.
  • Fixed a typo in Residuals.Rnw. LaTeX definition for Vtt1 was not working. Also fixed a couple misspellings in EMDerivation.Rnw.
  • Did a thorough re-read of the User Guide and did a lot of clean-up.
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