version 3.1.3

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: smooth
 Type: Package
 Title: Forecasting Using State Space Models
-Version: 3.1.2
-Date: 2021-06-14
+Version: 3.1.3
+Date: 2021-09-22
 Authors@R: person("Ivan", "Svetunkov", email = "ivan@svetunkov.ru", role = c("aut", "cre"),
                   comment="Lecturer at Centre for Marketing Analytics and Forecasting, Lancaster University, UK")
 URL: https://github.com/config-i1/smooth
@@ -27,9 +27,9 @@ VignetteBuilder: knitr
 RoxygenNote: 7.1.1
 Encoding: UTF-8
 NeedsCompilation: yes
-Packaged: 2021-06-13 18:50:11 UTC; config
+Packaged: 2021-09-22 08:52:23 UTC; config
 Author: Ivan Svetunkov [aut, cre] (Lecturer at Centre for Marketing Analytics
     and Forecasting, Lancaster University, UK)
 Maintainer: Ivan Svetunkov <ivan@svetunkov.ru>
 Repository: CRAN
-Date/Publication: 2021-06-14 04:30:10 UTC
+Date/Publication: 2021-09-22 09:50:02 UTC

MD5

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NEWS

@@ -1,3 +1,29 @@
+smooth v3.1.3 (Release data: 2021-09-22)
+=======
+
+Changes:
+* adam() now gives names to the models in combinations for a simple access to them.
+* adam() now complains if the data is negative and a non-additive model is applied.
+* forecast.adam() now supports "empirical" and "complete" prediction intervals. The former rely on multistep forecast errors and uses their empirical quantiles. The latter is a shortcut for the prediction interval in the reforecast() function.
+* Allow seasonal model in es() for the 2 full cycles of data.
+
+Bugfixes:
+* adam with pure regression would not do outliers selection.
+* Fix in adam() with half-hourly data.
+* empirical interval in forecast for adam(), which relies on quantiles of multistep forecast errors.
+* Fix in auto.adam() for ETS+ARIMA: the function would enforce drift, when it would not be needed.
+* Fix in rmultistep - it would not use the original profile and would result in ridiculous forecasts.
+* Fix in adamErrorer. It now has a correct alignment of profiles. This will impact the rmultistep() and multistep losses.
+* Fix for GPL and other multistep losses in case of multiplicative models and default distributions.
+* An issue with forecast.adam() with combination, which would not have correct number of elements.
+* adam() now prints the correct name of response variable in auto.adam() ARIMA selection.
+* Fixed issues with initials and with initial profile in adam(), so that any model can now be properly reapplied, no matter what and would result in exactly the same fit. Previously, this would break for some types of ARIMA.
+* Fixed ETS(M,*,*) with drift models. They now produce a proper trend.
+* A fix in the bounds for the optimiser in case of bounds="usual" - should converge to optimal values faster.
+* A fix for the logLik calculation of occurrence model - accept only positive entropy. This needs further investigation, but for some reason makes sense.
+* Make sure that the conventional functions (es, ssarima, sma etc) return y as ts.
+
+
 smooth v3.1.2 (Release data: 2021-06-14)
 =======