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betaARMA 1.2.0 (development)

New features

• Add S3 method plot.barma() to generate diagnostic plots for fitted barma objects. It displays a four-panel grid by default: observed vs. fitted values, residuals over time, residual ACF, and a residual histogram with a density overlay.
• Add penalty argument to barma(), enabling ridge-penalized conditional maximum likelihood estimation as proposed by Cribari-Neto, Costa and Fonseca (2025, BJPS). When penalty = TRUE, the penalized log-likelihood is optimized and the penalized FIM is returned.
• Add internal helper utils_internal.R with .barma_ridge_lambda() to centralize the ridge penalty scalar lambda_n = 1/(n-a)^0.9, shared across loglik_barma(), score_vector_barma(), and fim_barma().
• Add utils_optimizer.R with internal helpers make_par_indices() and run_optimizer(), centralizing parameter indexing and optimization logic previously embedded in barma().

Improvements

• Forward penalty argument through run_optimizer() to loglik_barma() and score_vector_barma(), ensuring the penalized likelihood is used consistently during optimization when requested.
• Forward penalty argument to fim_barma() in barma(), so the returned Fisher Information Matrix reflects penalization when penalty = TRUE.

Documentation

• Add two new vignettes: one detailing the numerical stability and ridge penalization approach (Cribari-Neto, Costa, and Fonseca, 2025), and another demonstrating applied hydro-environmental time series modeling (Costa, Cribari-Neto, and Scher, 2024).
• Add Cribari-Neto, Costa and Fonseca (2025, BJPS, DOI: 10.1214/25-BJPS645) to @references in barma(), reflecting the new penalty argument.
• Update @param optimization in barma() to use \describe instead of \itemize for correct rendering of named list fields in HTML help pages.

betaARMA 1.1.0 (2026-04-14)

Bug fixes

• Fixed incorrect computation of ystar in score_vector_barma(); previously the estimates were only correct for the logit link function.

New features

• Export loglik_barma(), score_vector_barma(), and fim_barma() to allow advanced user access to model internals.

Breaking changes

• Deprecate ar = NA and ma = NA for absent AR/MA components. Use ar = integer(0) and ma = integer(0) or omit the arguments. Backward compatibility is preserved in barma() with a deprecation warning.

Improvements

• Simplify internal handling of absent AR/MA components using vectorized operations (drop(crossprod())) in loglik_barma(), score_vector_barma(), and fim_barma(), replacing conditional if/else branching.
• Standardize parameter order across core functions to (alpha, varphi, theta, beta, phi).
• Set default link to "logit" in make_link_structure() and all exported functions; improve error messages for unsupported links.
• Rename internal helper ._get_phi_start to .get_phi_start for consistency with R conventions.
• Improve documentation of precision parameter initialization in start_values().

betaARMA 1.0.1 (2026-03-29)

Documentation

• Update README for CRAN release.
• Add CRAN status badge.
• Use install.packages() as primary installation method.
• Update citation to version 1.0.1 with proper BibTeX key.
• Exclude generated README.html from version control.

betaARMA 1.0.0 (2026-03-21)

• Initial CRAN submission.

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.