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CRAN v0.3.2
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@mitchelloharawild mitchelloharawild released this 02 Sep 01:12
· 31 commits to master since this release
v0.3.2
f069700

Improvements

  • Documentation improvements.
  • Added approx_normal argument to forecast(<TSLM>). This allows you to
    optionally return forecasts from the more appropriate Student's T distribution
    instead of approximating to a Normal distribution. The default behaviour
    remains the same, which is to provide approximate Normal distribution
    forecasts which are nicer to work with in model combination and reconciliation
    (#343).
  • ETS() will now ignore the smoothing parameter's range when specific
    parameter value is given (#317).
  • Modified initial parameter values for ETS() when bounds = "admissible".
  • Updated RW forecasts to use an unbiased estimate of sigma2 (#368).

Bug fixes

  • Fixed issue with characteristic equation test for admissibility of ETS
    parameters (#341).
  • Fixed ARIMA selecting differences that don't satisfy the order_constraint
    (#360).
  • Fixed issue with forecasting ARIMA models with intercept and exogenous
    regressors.
  • Fixed issue with VAR models not storing lagged regressor data for forecasting.
Assets 2