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glmsSTARMA 1.1.0

New Features

• Added the argument const to the vgamma() family function. It is used in the transformation of past observations when the log-link is used: past observations are now transformed as log(y + const) instead of log(y).
• Added the argument dispersion_constant to the dglmstarma.control() and glmstarma_sim.control() functions. Its value is passed to the const argument of vgamma() when the log-link is used for the dispersion model in dglmstarma().

Minor Improvements

• The log-likelihood of the QuasiBinomial family is now more robust against numerical issues.
• Removed redundant checks for NA and infinite values in the ts argument of the glmstarma() and dglmstarma() functions.
• Removed unused C++ methods that were left over from a preliminary version of the package.
• Added withr to the Suggests field in the DESCRIPTION file; it is now used in the test-data.R test.

Bug Fixes

• Fixed a bug that prevented a dispersion model with an identity link from being fitted.
• Fixed a bug in the variance() and dev.resids() functions of the vbinomial() and vquasibinomial() family functions.
• Fixed a bug in the dev.resids() function of the vbinomial() and vquasibinomial() family functions that caused problems when observed values were on the boundary of the support.
• Fixed a bug in the variance() function of the vnormal() family function, which now returns the correct dimensions when ignore_dispersion = TRUE and mu is not a matrix.
• The default dispersion parameter for vquasibinomial() is now correctly set to 1 instead of 0 (not allowed) if the user does not specify a value and it must be estimated.
• Fixed a bug in the vnegative.binomial() family that did not allow zero values in the dispersion argument. For zero-values in the dispersion, the Negative Binomial distribution reduces to a Poisson distribution.
• Fixed a bug in the variance_fun of the InversGauss family in C++.
• Changed the observation transformation for vpoisson("sqrt"), vquasipoisson("sqrt"), and vnegative.binomial("sqrt") to sqrt(x), as sqrt(x + 3/8) * 2 was causing problems.
• Fixed a bug in the link_trafo() and derivative_link_trafo() functions of the SoftClippingBinomial and SoftClippingQuasiBinomial family functions in C++, which caused problems when different values of n were used across locations.
• Fixed a bug in dglmstarma.control() where parameter_init_dispersion was not checked.
• Fixed a bug in predict.dglmstarma() that ignored the specified copula for prediction type "sample".
• Fixed bugs in glmstarma_predict() and dglmstarma_predict() that always caused warnings when time-varying covariates were included in the model.
• Fixed a bug in predict.glmstarma() that prevented predictions for models with a homogeneous intercept.
• Fixed a bug in fitted.dglmstarma() that prevented initial time points from being removed when drop_init = TRUE.
• Fixed a bug that prevented residuals of a model from being scaled by the variance.
• print.summary.glmstarma() and print.summary.dglmstarma() can now handle empty models.
• delete_glmSTARMA_data() now gives correct messages when datasets do not exist in the cache.
• The documentation of the SST dataset now lists the correct number of locations/grid points.
• Removed an incorrect reference to a vgarch family from the stfamily help page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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