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Fixed an error: Inside the function predict.ptsr, the argument xreg was not being passed to the internal function “.ptsr.predict.”.
Fixed an error: in the internal function “.ptsr.predict.”, the MA lags were incorrectly specified. This was causing an error in the prediction for some models.
Added check for infinity and NAN in the log-likelihood function. Now, “Inf” and “NAN” are replaced by 2.2e+10 and “-Inf” is replaced by -2.2e+10 avoiding issues with the optim function.
Added an internal function to calculate the numerical hessian. This function is only used if the inversion of the output of numDeriv::hessian fails.
Release date: 2022-01-13
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.