Welcome to ClientVPS Mirrors

NEWS

betaARMA 1.2.0 (development)

Add S3 method plot.barma() to generate diagnostic plots for fitted barma objects. It displays a four-panel grid by default: observed vs. fitted values, residuals over time, residual ACF, and a residual histogram with a density overlay.
Add penalty argument to barma(), enabling ridge-penalized conditional maximum likelihood estimation as proposed by Cribari-Neto, Costa and Fonseca (2025, BJPS). When penalty = TRUE, the penalized log-likelihood is optimized and the penalized FIM is returned.
Add internal helper utils_internal.R with .barma_ridge_lambda() to centralize the ridge penalty scalar lambda_n = 1/(n-a)^0.9, shared across loglik_barma(), score_vector_barma(), and fim_barma().
Add utils_optimizer.R with internal helpers make_par_indices() and run_optimizer(), centralizing parameter indexing and optimization logic previously embedded in barma().

Forward penalty argument through run_optimizer() to loglik_barma() and score_vector_barma(), ensuring the penalized likelihood is used consistently during optimization when requested.
Forward penalty argument to fim_barma() in barma(), so the returned Fisher Information Matrix reflects penalization when penalty = TRUE.

Add two new vignettes: one detailing the numerical stability and ridge penalization approach (Cribari-Neto, Costa, and Fonseca, 2025), and another demonstrating applied hydro-environmental time series modeling (Costa, Cribari-Neto, and Scher, 2024).
Add Cribari-Neto, Costa and Fonseca (2025, BJPS, DOI: 10.1214/25-BJPS645) to @references in barma(), reflecting the new penalty argument.
Update @param optimization in barma() to use \describe instead of \itemize for correct rendering of named list fields in HTML help pages.

Fixed incorrect computation of ystar in score_vector_barma(); previously the estimates were only correct for the logit link function.

Export loglik_barma(), score_vector_barma(), and fim_barma() to allow advanced user access to model internals.

Deprecate ar = NA and ma = NA for absent AR/MA components. Use ar = integer(0) and ma = integer(0) or omit the arguments. Backward compatibility is preserved in barma() with a deprecation warning.

Simplify internal handling of absent AR/MA components using vectorized operations (drop(crossprod())) in loglik_barma(), score_vector_barma(), and fim_barma(), replacing conditional if/else branching.
Standardize parameter order across core functions to (alpha, varphi, theta, beta, phi).
Set default link to "logit" in make_link_structure() and all exported functions; improve error messages for unsupported links.
Rename internal helper ._get_phi_start to .get_phi_start for consistency with R conventions.
Improve documentation of precision parameter initialization in start_values().

Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.

This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.