betaARMA 1.2.0 (development)
New features
- 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().
Improvements
- 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.
Documentation
- 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.
betaARMA 1.1.0 (2026-04-14)
Bug fixes
- Fixed incorrect computation of
ystar in
score_vector_barma(); previously the estimates were only
correct for the logit link function.
New features
- Export
loglik_barma(),
score_vector_barma(), and fim_barma() to allow
advanced user access to model internals.
Breaking changes
- 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.
Improvements
- 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().
betaARMA 1.0.1 (2026-03-29)
Documentation
- Update README for CRAN release.
- Add CRAN status badge.
- Use
install.packages() as primary installation
method.
- Update citation to version 1.0.1 with proper BibTeX key.
- Exclude generated
README.html from version
control.
betaARMA 1.0.0 (2026-03-21)