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summary() on a long-format tbl_pubdate no longer fails with
"character string is not in a standard unambiguous format". The method
assumed a wide layout and treated the pub_date and value column
names as publication dates, so it failed on every get_revisions()
result. The reported number of time periods and vintages was also wrong
for long input.
print() and summary() on a kk_model now report which specification
was estimated. model = "Howrey" and model = "Classical" previously
produced identical headers, because the fitted object never recorded the model argument. jvn_model objects likewise report whether news,
noise or both were estimated.
New features
kk_model and jvn_model objects gain the standard extractor methods: coef(), vcov(), logLik(), nobs(), fitted(), residuals() and predict(). AIC() and BIC() therefore work, and reproduce the values
shown by summary().
New states() generic to access the estimated state paths of a fitted
revision model, replacing direct use of fit$states.
New validate_vintages() checks a tbl_pubdate or tbl_release object
against the documented class contract. See ?"reviser-vintages-classes"
for the contract itself.
Internal
Covariance matrices are obtained through a Cholesky factorization, which
exploits the symmetry of the Hessian and reports when it is not positive
definite instead of silently applying a ridge. Delta-method
transformations exploit the diagonal structure of the Jacobian, and the
Kalman recursions use tcrossprod(). Estimates are unchanged.