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Version 3.10.13

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@eeholmes eeholmes released this 25 Feb 22:26
· 761 commits to master since this release

Version 3.10.13 mainly has to do with the predict() and forecast() functions along with plotting and printing methods.

This version is still fairly beta, and I am fixing minor bugs and posting to the master branch:

  • predict.marssMLE.Rd (help page) has a bug in the examples. remove Q=Q from the model list in the first example.
  • futzing with the man pages for predict() and predict.marssMLE
  • changed the x0 estimation behavior for predict.marssMLE() when no data passed in.
  • probably will change the arguments for plot.marssMLE()

3.10.13 ENHANCEMENTS

  • predict.marssMLE() Shows the prediction or confidence intervals for data or states. Forecasts can be done by passing in h. newdata can be passed in also and fitted model will be used to fit these data and show the intervals. Output is a tibble. Returns a list of class marssPredict.
  • forecast.marssMLE() This does the foreward forecasting past the end of the data. Intended to be called by predict.marssMLE. I did not write a marssMLE method for the forecast generic in the forecast package since that would require that the forecast package be required for the MARSS package.
  • plot.marssPredict() plot method for the new marssPredict object. This is designed to look like the plot.forecast() function in the forecast package.
  • print.marssPredict() print method for marssPredict objects.
  • MARSSkfss() and MARSSkfas() Add rownames to the x elements of the list.
  • MARSSkf() Added newdata to allow user to pass in a new dataset to fit with the fitted model.