bimets 4.0.2

Jul. 2024

fixed compatibility with R base ts time series class. Selection operation now supports the drop argument and the NextMethod redirection.

bimets 4.0.1

Jun. 2024

added support to forward-looking rational expectations models, i.e. TSLEAD function now available for use in MDL model description
added new indexing methods, see BIMETS Indexing in reference manual
improved print.BIMETS_MODEL and summary.BIMETS_MODEL
improved verbose management in SIMULATE, STOCHSIMULATE, OPTIMIZE, RENORM
fixed bug in LOAD_MODEL in case of duplicated coefficient name in MDL linear restriction
added global attribute BIMETS_VERSION: models built with an outdated bimets version must be re-created via the LOAD_MODEL() function
fixed bug in SIMULATE with BackFill active and BIMETS_CONF_CCT set to XTS
added ConstantAdjustmentRESCHECK output attribute in SIMULATE of type RESCHECK
fixed bug in MDL equations’ LHS syntax check and in related error messages: having multiple but similar LHS functions in the same equation now throws an error in LOAD_MODEL
added ignoreNA argument in MOVAVG, MOVSUM, CUMSUM, CUMPROD
optimized compliance check and reduced execution time in SIMULATE
fixed bug in SIMULATE in JacobianDrop argument error message
fixed bug in RENORM with BackFill and zeros on TARGET
added verbose messages to RESCHECK simulation

bimets 3.0.2

Dec. 2023

added quietlyMULTMATRIX argument in RENORM
added verbose argument in TSLAG and TSLEAD
improved performance on daily time series aggregation functions
improved README.md
improved error management in IV parsing in ESTIMATE
fixed bimets-package.Rd alias compliance
fixed TARGET initial check in RENORM: the procedure now starts also if TARGET are initially verified
fixed bug in SIMULATE: NEWTON algorithm failed in acyclic incidence graph models
added headers to TABIT

bimets 3.0.1

May. 2023

added simAlgo argument in SIMULATE
added NEWTON option in simAlgo argument in SIMULATE
added FULLNEWTON option in simAlgo argument in SIMULATE
added JacobianDrop argument in SIMULATE
added JACOBIAN_SHOCK argument in SIMULATE
optimized coefficients management in SIMULATE (in order to be compliant with this optimization, models created with previous bimets versions and stored in binary file format as .RData must be recreated via LOAD_MODEL procedure)

bimets 2.3.0

Dec. 2022

added a new MATRIX option of StochStructure in STOCHSIMULATE

bimets 2.2.0

Aug. 2022

fixed iteration count in error message in RENORM
fixed R-devel KaTeX compliance in help pages html rendering

bimets 2.1.1

Jun. 2022

extended report in __RENORM_PARAMETERS__
fixed vignette in MDL EQ RHS function list
fixed unexpected warning in STOCHSIMULATE

bimets 2.1.0

Apr. 2022

added VERIFY_MAGNITUDE
added GETRANGE
fixed bug in ESTIMATE if CHOWTEST, tol and IV enabled
reduced tolerance in matrix inversion
fixed R-devel compliance in class comparison

bimets 2.0.2

Feb. 2022

added workaround in stats::window bug in daily series
fixed minor bug and typos in vignette
added git support

bimets 2.0.1

Jan. 2022

added STOCHSIMULATE
added OPTIMIZE

bimets 1.5.3

Mar. 2021

fixed information messages in MULTMATRIX
added missings check in lagged time series in SIMULATE
fixed error messages in SIMULATE and RENORM
fixed bug in IF> condition having <- (i.e. R assign operator)

bimets 1.5.2

Dec. 2020

F-prob in Chow Test output moved from [0,100] to [0,1]
IV> definition allowed in MDL
added forceIV in ESTIMATE
fixed error messages in SIMULATE
added alias YEARLY for ANNUAL

bimets 1.5.1

Jun. 2020

fixed typos in MDL LHS function examples
fixed bug TSERIES() with character input data

bimets 1.5.0

May 2020

added LHS functions in MDL EQ> definition
added avoidCompliance in ESTIMATE, SIMULATE, RENORM
added residuals_no_error_correction in ESTIMATE
added TSDELTALOG time series function
removed stat:time from code
fixed typos in README.md

bimets 1.4.3

Mar. 2020

added structural stability analysis in ESTIMATE
added endogenous selection in SIMULATE of type RESCHECK
removed check of existence for all vendog and vexog in CHECK_MODEL_DATA
added forceTSRANGE in ESTIMATE
added frequency and more details in model object
added mode details in behaviorals and ESTIMATE statistics
added compliance with R-devel (i.e. R-4.0.0)
fixed bugs in ESTIMATE stats reports

bimets 1.4.2

Oct. 2019

Licensed under GPL-3

bimets 1.4.1

Jun. 2019

Fixed typos in *.Rnw
Added support to xts() ver. 0.12

bimets 1.4.0

Nov. 2018

Refined simulation capabilities
Refined modeling documentation

bimets 1.3.1

Apr. 2018

Added weekly support, i.e. frequency 53

bimets 1.3.0

Mar. 2018

Multi-Platform Support Code Refactoring

bimets 1.2.20

Nov. 2017

Added function CUMPROD

bimets 1.2.19

Nov. 2017

Added function TSTRIM

bimets 1.2.18

Aug. 2017

Added function MOVTOT

bimets 1.2.16

Jun. 2017

Fixed Bugs in TSMERGE
Added option EXTENDin TSPROJECT

bimets 1.2.15

Mar. 2017

Added option FILLVALUE and VERBOSEin as.bimets

bimets 1.2.13

Aug. 2016

Added option NSTOCKin ANNUAL, SEMIANNUAL, QUARTERLY, MONTHLY

bimets 1.2.11

Feb. 2016

Added function CUMULO.

bimets 1.2.10

Feb. 2015

Added function INDEXNUM
Fixed bug in as.bimets with a single observation time series
Extended time range in 1800-2199

bimets 1.2.7

Apr. 2014

Added option BIMETS_CONF_NOCin order to globally disable the compliance check

bimets 1.2.6

Mar. 2014

Added support to frequencies 24 and 36

bimets 1.2.5

Mar. 2014

Speedup in time series conversion from/to bimets
Added Date, yearmon and yearqtr as input class of argument START in the TSERIES function
Added array as input class in functions date2yp, yq2yp, ym2yp
xtsPeriodicity and xts.frequency now give high priority to attribute .bimetsFreq, if any

bimets 1.2.4

Mar. 2014

New global option for selecting base class BIMETS_CONF_CCT
Added function is.bimets, added class-type check in function isCompliant
Added function as.bimets, fromBIMETStoTS, fromBIMETStoXTS
Added coredata filter in override [[.xts
Bug fix in function date2yp

bimets 1.2.3

Jan. 2014

Bug fix in xts() daily in range 1970-1979 in daylight saving time change

bimets 1.2.1

Nov. 2013

Added daily support in functions ANNUAL, SEMIANNUAL, QUARTERLY, MONTHLY
Added function DAILY

bimets 1.2.0

Nov. 2013

Added single observation time series support

bimets 1.1.0

…and earlier versions.

Draft private releases