########################################### # # # Series 0.0-6 # # # ########################################### CHANGES in VGAMextra VERSION 0.0-6 (October 2023) o New dpqr-type functions for the truncated normal and lognormal distributions. o New family functions: truncnormalff() and trunclognormalff(). See manual for details. VERSION 0.0-5 (May 2021) o 'warning' from function gammaRMlink() fixed. VERSION 0.0-4 (March 2021) o URL https://www.stat.nus.edu.sq/~staxyc/ (no longer available replaced with https://blog.nus.edu.sg/homepage/research/ VERSION 0.0-3 (March 2021) NEW FEATURES o New functions: * Two-parameter links: weibullQlink() and uninormalQlink() for quantile regression. * One-parameter links for the mean of several one--parameter distributions. o New family functions: uninormalff() and weibullRff(). See manual for details. o Tested okay on R 4.0.3. This package requires R 3.5.0 or higher. VERSION 0.0-2 (April/May 2020) NEW FEATURES o Several functions have been adapted to handle the renamed link functions from VGAM-1.1.0, e.g., logit() to logitlink(). o Tested okay on R 4.0.0. Requires R 3.5.0 or higher. VERSION 0.0-1 (July 2018) IMPORTANT FEATURES o Tested okay on R 3.4.3 (This package requires R V-3.4.0 or higher) o VGAM/VGLM time series family functions for each sub-class of vector generalized linear time series models (VGLTSMs). * Order(u, d, v) VGLM-ARIMA: Family functions ARXff(), MAXff(), ARMAXff(), ARIMAXff(), to estimate the order-u autoregressive (AR(u)), the order-v moving average (MA(v)), the order(u, v)-ARMAX, and the order(u, d, v)-ARIMAX structure with covariates. Here, 'd' is the order of differencing. Normal errors handled at present. * Order(u, v, r, s) VGLM-ARMAX-GARCH: Family function ARMAX.GARCHff(), which allows an order(u, v)-ARMA structure on the conditional mean equation, and an order(r, s)-GARCH model on the conditional variance. Normal errors handled at present. * Order(u, v) VGLM-INGARCH (for time series of counts): Family function VGLM.INGARCH(), to fit an INGARCH model with interventions including interaction between "events", Distributions handled: Poisson, negative binomial, Yule- Simon and logarithmic. o Other VGAM/VGLM family functions (not included in VGAM) * trinormal(), to estimate the 3-dimensional Normal distribution, aka Trinormal. * invweibull2mr(), invgamma2mr(), to estimate the 2-parameter Inverse Weibull and 2-parameter Inverse Gamma distributions. * inv.chisqff.R(), to estimate the inverse chi-square distribution. * gen.betaIImr(), to estimate the 4-paramater Generalized Beta distribution of the Second Kind. o All family functions, except by VGLM.INGARCHff(), handle multiple responses. o New link functions for the mean-function of 1-parameter distributions. * Continous: expMeanlink(), inv.chisqMeanlink(), maxwellMeanlink(), rayleighMeanlink(), toppleMeanlink(). * Discrete: Borel.tannerMeanlink(), geometricffMeanlink(), logffMeanlink(), posPoiMeanlink(), yulesimonMeanlink(), zetaffMeanlink(). o New link functions for the quantile-function of 1-parameter continous distributions: benini1Qlink(), rayleighQlink(), toppleQlink(), gamma1Qlink(), maxwellQlink(), expQlink(), normal1sdQlink(). o Other important functions: * 'summaryS4VGAMextra'. S4 dispatching methods of 'summary' for VGLM--time series family functions. Here, standard errors and extra information are now incorporated to the default output displayed by show-methods in VGAM. * AR1EIM.G2(), ARpEIM.G2(), MAqEIM.G2(), and ARMA.EIM.G2(); to compute the exact expected information matrices of Gaussian time series conforming with the AR(1), AR(p), MA(q) and ARMA(p, q) processes, respectively. * pre2.wz(); to compute the approximate information matrix of any AR, MA or ARMA time series data. * dARp(), dMAq(), dARMA(); the density of the AR(p), MA(q) and ARMA(p, q) processes. * dpqr.invgamma(), the Inverse Gamma Distribution. * dpqr.invweibull(), the Inverse Weibull Distribution. * dpqr.genbetaII(), the Generalized Beta Distribution of the Second King (4-parameter). BUG FIXES and CHANGES o Switched the default values of arguments 'scale' and 'rate' (now, 'scale = 1/rate' and 'rate = 1') for dpqr.invgamma() and dpqr.invweibull()