tsDyn: new version 0.8

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Matthieu Stigler

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Feb 12, 2012, 5:28:24 PM2/12/12
to ts...@googlegroups.com, Gooijer, J.G. de, Mathias Pronin, Nidhi Aggarwal, tsu...@cc.shu.edu.tw
Hi

R package tsDyn has been recently updated to the version 0.8, which includes a series of changes/bug fixes as suggested by numerous users. Package will be available in a few hours/days on CRAN.

Changes include:
- selectSETAR() function paralellised: new argument hpc. (as reequested by Nidhi A). See comment below on speed improvement.
- lstar() now can be estimated without constant, with a trend or both a constant and a trend: new argument include. (as requested by Mathias P)
- lstar() initial grid search's parameters can now be configued by users, default grid search extended: new argument starting.control. (as notified by Jan G)
- addRegime() has been made accessible. (as requested by Ho TW)

Besides of this, a few minor changes such as a few checks in lstar(), as well as a many typos corrections in the help files (thanks to the new aspell() function in R) have been made.

The parallelisation of selectSETAR, relying on the foreach/doMC/doMPI packages collection, seems to give disappointing results, with very small (or even negative)  speed improvements. It might prove useful only in the case of really big datasets.

Thanks for the various bug reports and suggestions,

Matthieu


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