diff --git a/DESCRIPTION b/DESCRIPTION index 031a1ae..2953ddc 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,5 +1,5 @@ Package: dfms -Version: 0.3.1 +Version: 0.3.2 Title: Dynamic Factor Models Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "sebastian.krantz@graduateinstitute.ch"), person("Rytis", "Bagdziunas", role = "aut"), @@ -26,6 +26,6 @@ License: GPL-3 Encoding: UTF-8 LazyData: true Roxygen: list(markdown = TRUE, roclets = c ("namespace", "rd", "srr::srr_stats_roclet")) -RoxygenNote: 7.2.3 +RoxygenNote: 7.3.2 Config/testthat/edition: 3 VignetteBuilder: knitr diff --git a/NEWS.md b/NEWS.md index 882c627..338a72a 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,3 +1,7 @@ +# dfms 0.3.2 + +* Minor internal C++ changes to ensure compatibility with *RcppArmadillo* 15.0.2. + # dfms 0.3.1 * Fixed bug which occurred with only one quarterly variable (#73). Thanks @SantiagoD999 for reporting. diff --git a/dfms.Rproj b/dfms.Rproj index 7936e99..a80bdfa 100644 --- a/dfms.Rproj +++ b/dfms.Rproj @@ -1,4 +1,5 @@ Version: 1.0 +ProjectId: cf7def2c-03c5-48a1-9b32-b6eaced333b3 RestoreWorkspace: No SaveWorkspace: No diff --git a/man/dfms-package.Rd b/man/dfms-package.Rd index 94cbee3..30ce807 100644 --- a/man/dfms-package.Rd +++ b/man/dfms-package.Rd @@ -62,3 +62,27 @@ Doz, C., Giannone, D., & Reichlin, L. (2012). A quasi-maximum likelihood approac Banbura, M., & Modugno, M. (2014). Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data. \emph{Journal of Applied Econometrics, 29}(1), 133-160. \url{doi:10.1002/jae.2306} } +\seealso{ +Useful links: +\itemize{ + \item \url{https://sebkrantz.github.io/dfms/} + \item \url{https://github.com/SebKrantz/dfms} + \item Report bugs at \url{https://github.com/SebKrantz/dfms/issues} +} + +} +\author{ +\strong{Maintainer}: Sebastian Krantz \email{sebastian.krantz@graduateinstitute.ch} + +Authors: +\itemize{ + \item Rytis Bagdziunas +} + +Other contributors: +\itemize{ + \item Santtu Tikka [reviewer] + \item Eli Holmes [reviewer] +} + +} diff --git a/src/KalmanFiltering.cpp b/src/KalmanFiltering.cpp index 21fd976..180c6d4 100644 --- a/src/KalmanFiltering.cpp +++ b/src/KalmanFiltering.cpp @@ -86,7 +86,7 @@ Rcpp::List SKF(arma::mat X, arma::mat A, arma::mat C, arma::mat Q, // Compute likelihood. Skip this part if S is not positive definite. if(retLL) { detS = det(S); - if(detS > 0) loglik += log(detS) - conv_to::from(et.t() * S * et) - dn; + if(detS > 0) loglik += log(detS) - as_scalar(et.t() * S * et) - dn; } } else { // If all missing: just prediction. @@ -259,7 +259,7 @@ Rcpp::List SKFS(arma::mat X, arma::mat A, arma::mat C, arma::mat Q, // Compute likelihood. Skip this part if S is not positive definite. if(retLL) { detS = det(S); - if(detS > 0) loglik += log(detS) - conv_to::from(et.t() * S * et) - dn; // Standard Kalman Filter Likelihood + if(detS > 0) loglik += log(detS) - as_scalar(et.t() * S * et) - dn; // Standard Kalman Filter Likelihood } } else { // If all missing: just prediction.