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reviser 0.2.0

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@marcburri marcburri released this 22 Aug 18:21

Bug fixes

  • 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.