The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

#autostsm 3.1.5

Minor changes

• bug fix to work with data.table >= 1.15

#autostsm 3.1.4

Minor changes

• bug fix to structural break detection with exogenous data

#autostsm 3.1.3

Minor changes

• bug fix to weekly seasonal detection

#autostsm 3.1.2

Minor changes

• using sentinel “_PACKAGE”

#autostsm 3.1.1

Major changes

updated to fix issue calculating unobserved series at time 0 when there are lags

Minor changes

• bug fixes involving exogenous inputs

#autostsm 3.1

Minor changes

• bug fixes involving exogenous inputs

#autostsm 3.0.4

Minor changes

• updated required version of kalmanfilter package

#autostsm 3.0.3

Minor changes

• updated to use the kalmanfilter package rather than have its own internal Kalman filter routine, the kalmanfilter package is actually the Kalman filter routine that was built in this package

#autostsm 3.0.2

Minor Changes

• updated Rcpp code to handle deprecation of << assignment operator

autostsm 3.0.1

Bug fixes

• setting deterministic models wrongly set other parameters to fixed
• build issues forced package to no longer depend on data.table but imports it

autostsm 3.0

Major changes

• Added ability to use exogenous data in the observation and/or state equations with options to specify what variables enter the equation for each unobserved components using R’s formula syntax

Bug fixes

• check for stationary cycle didn’t work as expected
• an error occurred when no constraints were being used
• an error occurred during seasonal detection for a specific case
• setting cycle to trig didn’t work as expected
• fixed some typos in the vignette
• updated vignette for exogenous observation and state data

autostsm 2.1

Major changes

• added structural break detection for the drift and trend selection
• added more user specified settings including setting cycle with NULL, FALSE, trig, arma with user specified arma order

Bug fixes

• arma and cycle selection didn’t work as expected

autostsm 2.0

Major changes

• Added structural interpolation models to interpolate lower frequency time series to a higher frequency (i.e quarterly to monthly)

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.