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NEWS.md

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bimets 4.0.3

Nov. 2024

  • fixed minor bug on LOAD_MODEL reordering algo. Models with only vpre equations and a single vsim block are now correctly loaded.

bimets 4.0.2

Jul. 2024

  • fixed compatibility with R base ts time series class. Selection operation now supports the drop argument and the NextMethod redirection.

bimets 4.0.1

Jun. 2024

  • added support to forward-looking rational expectations models, i.e. TSLEAD function now available for use in MDL model description
  • added new indexing methods, see BIMETS Indexing in reference manual
  • improved print.BIMETS_MODEL and summary.BIMETS_MODEL
  • improved verbose management in SIMULATE, STOCHSIMULATE, OPTIMIZE, RENORM
  • fixed bug in LOAD_MODEL in case of duplicated coefficient name in MDL linear restriction
  • added global attribute BIMETS_VERSION: models built with an outdated bimets version must be re-created via the LOAD_MODEL() function
  • fixed bug in SIMULATE with BackFill active and BIMETS_CONF_CCT set to XTS
  • added ConstantAdjustmentRESCHECK output attribute in SIMULATE of type RESCHECK
  • fixed bug in MDL equations' LHS syntax check and in related error messages: having multiple but similar LHS functions in the same equation now throws an error in LOAD_MODEL
  • added ignoreNA argument in MOVAVG, MOVSUM, CUMSUM, CUMPROD
  • optimized compliance check and reduced execution time in SIMULATE
  • fixed bug in SIMULATE in JacobianDrop argument error message
  • fixed bug in RENORM with BackFill and zeros on TARGET
  • added verbose messages to RESCHECK simulation

bimets 3.0.2

Dec. 2023

  • added quietlyMULTMATRIX argument in RENORM
  • added verbose argument in TSLAG and TSLEAD
  • improved performance on daily time series aggregation functions
  • improved README.md
  • improved error management in IV parsing in ESTIMATE
  • fixed bimets-package.Rd alias compliance
  • fixed TARGET initial check in RENORM: the procedure now starts also if TARGET are initially verified
  • fixed bug in SIMULATE: NEWTON algorithm failed in acyclic incidence graph models
  • added headers to TABIT

bimets 3.0.1

May. 2023

  • added simAlgo argument in SIMULATE
  • added NEWTON option in simAlgo argument in SIMULATE
  • added FULLNEWTON option in simAlgo argument in SIMULATE
  • added JacobianDrop argument in SIMULATE
  • added JACOBIAN_SHOCK argument in SIMULATE
  • optimized coefficients management in SIMULATE (in order to be compliant with this optimization, models created with previous bimets versions and stored in binary file format as .RData must be recreated via LOAD_MODEL procedure)

bimets 2.3.0

Dec. 2022

  • added a new MATRIX option of StochStructure in STOCHSIMULATE

bimets 2.2.0

Aug. 2022

  • fixed iteration count in error message in RENORM
  • fixed R-devel KaTeX compliance in help pages html rendering

bimets 2.1.1

Jun. 2022

  • extended report in __RENORM_PARAMETERS__
  • fixed vignette in MDL EQ RHS function list
  • fixed unexpected warning in STOCHSIMULATE

bimets 2.1.0

Apr. 2022

  • added VERIFY_MAGNITUDE
  • added GETRANGE
  • fixed bug in ESTIMATE if CHOWTEST, tol and IV enabled
  • reduced tolerance in matrix inversion
  • fixed R-devel compliance in class comparison

bimets 2.0.2

Feb. 2022

  • added workaround in stats::window bug in daily series
  • fixed minor bug and typos in vignette
  • added git support

bimets 2.0.1

Jan. 2022

  • added STOCHSIMULATE
  • added OPTIMIZE

bimets 1.5.3

Mar. 2021

  • fixed information messages in MULTMATRIX
  • added missings check in lagged time series in SIMULATE
  • fixed error messages in SIMULATE and RENORM
  • fixed bug in IF> condition having <- (i.e. R assign operator)

bimets 1.5.2

Dec. 2020

  • F-prob in Chow Test output moved from [0,100] to [0,1]
  • IV> definition allowed in MDL
  • added forceIV in ESTIMATE
  • fixed error messages in SIMULATE
  • added alias YEARLY for ANNUAL

bimets 1.5.1

Jun. 2020

  • fixed typos in MDL LHS function examples
  • fixed bug TSERIES() with character input data

bimets 1.5.0

May 2020

  • added LHS functions in MDL EQ> definition
  • added avoidCompliance in ESTIMATE, SIMULATE, RENORM
  • added residuals_no_error_correction in ESTIMATE
  • added TSDELTALOG time series function
  • removed stat:time from code
  • fixed typos in README.md

bimets 1.4.3

Mar. 2020

  • added structural stability analysis in ESTIMATE
  • added endogenous selection in SIMULATE of type RESCHECK
  • removed check of existence for all vendog and vexog in CHECK_MODEL_DATA
  • added forceTSRANGE in ESTIMATE
  • added frequency and more details in model object
  • added mode details in behaviorals and ESTIMATE statistics
  • added compliance with R-devel (i.e. R-4.0.0)
  • fixed bugs in ESTIMATE stats reports

bimets 1.4.2

Oct. 2019

  • Licensed under GPL-3

bimets 1.4.1

Jun. 2019

  • Fixed typos in *.Rnw
  • Added support to xts() ver. 0.12

bimets 1.4.0

Nov. 2018

  • Refined simulation capabilities
  • Refined modeling documentation

bimets 1.3.1

Apr. 2018

  • Added weekly support, i.e. frequency 53

bimets 1.3.0

Mar. 2018

  • Multi-Platform Support Code Refactoring

bimets 1.2.20

Nov. 2017

  • Added function CUMPROD

bimets 1.2.19

Nov. 2017

  • Added function TSTRIM

bimets 1.2.18

Aug. 2017

  • Added function MOVTOT

bimets 1.2.16

Jun. 2017

  • Fixed Bugs in TSMERGE
  • Added option EXTEND in TSPROJECT

bimets 1.2.15

Mar. 2017

  • Added option FILLVALUE and VERBOSE in as.bimets

bimets 1.2.13

Aug. 2016

  • Added option NSTOCK in ANNUAL, SEMIANNUAL, QUARTERLY, MONTHLY

bimets 1.2.11

Feb. 2016

  • Added function CUMULO.

bimets 1.2.10

Feb. 2015

  • Added function INDEXNUM
  • Fixed bug in as.bimets with a single observation time series
  • Extended time range in 1800-2199

bimets 1.2.7

Apr. 2014

  • Added option BIMETS_CONF_NOC in order to globally disable the compliance check

bimets 1.2.6

Mar. 2014

  • Added support to frequencies 24 and 36

bimets 1.2.5

Mar. 2014

  • Speedup in time series conversion from/to bimets
  • Added Date, yearmon and yearqtr as input class of argument START in the TSERIES function
  • Added array as input class in functions date2yp, yq2yp, ym2yp
  • xtsPeriodicity and xts.frequency now give high priority to attribute .bimetsFreq, if any

bimets 1.2.4

Mar. 2014

  • New global option for selecting base class BIMETS_CONF_CCT
  • Added function is.bimets, added class-type check in function isCompliant
  • Added function as.bimets, fromBIMETStoTS, fromBIMETStoXTS
  • Added coredata filter in override [[.xts
  • Bug fix in function date2yp

bimets 1.2.3

Jan. 2014

  • Bug fix in xts() daily in range 1970-1979 in daylight saving time change

bimets 1.2.1

Nov. 2013

  • Added daily support in functions ANNUAL, SEMIANNUAL, QUARTERLY, MONTHLY
  • Added function DAILY

bimets 1.2.0

Nov. 2013

  • Added single observation time series support

bimets 1.1.0

...and earlier versions.

  • Draft private releases