v0.2.0

MEstimation v0.2.0

Diff since v0.1.0

Merged pull requests:

• MEstimation v0.2.0 (#14) (@ikosmidis)

MEstimation v0.1.0

MEstimation 0.1.0

The below are changes from GEEBRA v0.1.0 codebase, on which MEstimation was based on.

New functionality

• New concentrate keyword argument in fit for estimating_function_templates, which allows adding bias-reducing adjustments only to a subset of estimating functions.
• New lower and upper keyword arguments in fit for objective_function_templates, which allows estimation in constrained parameters spaces.
• New regularizer keyword argument in fit to allows for user-supplier regularizer functions.
• New slice method for computing one-dimensional slices of objective and estimating functions.
• Keyword arguments can be passed directly to Optim.optimize (e.g. autodiff = :forward) through the fit interface for objective_function_templates.

Bug fixes

• objective_function and estimating_function are fully differentiable.

Other improvements, updates and additions

• The default output from fit now reports whether the optimization algorithm converged or not, and details on the (regularized) objective or estimating equations that are used.
• Documentation written from scratch, and updated example in online documentation.
• New tests.
• Run time optimizations, mainly through using DiffResults, codebase refactoring, and explicit type specification.
• Updates in compatibility with dependencies.