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markets 1.1.5
- Added DOI and citation details for the JSS article.
markets 1.1.4
- Upgraded system requirements to
C++17
.
markets 1.1.3
- Corrected
houses
dataset documentation. The data range starts in January instead of July 1958.
markets 1.1.2.9002
- Updated GitHub actions dependencies’ versions.
markets 1.1.2.9001
- Switched from
@describein
to @rdname
for documenting classes.
markets 1.1.2
- Corrected bug of ignoring custom title, or axis labels in market fit plots.
markets 1.1.1
- Switched to
ginv
from MASS
for the variance-covariance matrix calculation in 2SLS
estimations.
- Added previously unhanded corner cases when using splines in
2SLS
estimations.
markets 1.1.0
- Improved figure resolution in the package’s paper.
markets 1.0.12
- Reorganized and extended documentation.
markets 1.0.11
- Removed non exported variable name access functions from documentation.
markets 1.0.10
- Removed warnings when compiling without
GSL
.
markets 1.0.9
- Adjustments to the integration of
maximize_log_likelihood
to estimate
accommodating cases where GSL
is unavailable.
markets 1.0.8
- Integrated functionality of
maximize_log_likelihood
to estimate
. Equilibrium likelihoods can be optimized via GSL
by passing the option optimizer = gsl
to estimate
.
markets 1.0.7
- Added significance stars in summaries.
- Fixed calculation of two stage least square correlation coefficient.
markets 1.0.6
- Cumulative update of CRAN version.
- Improvements in the organization of the documentation.
markets 1.0.5.9013
- Fixed bug in
maximize_log_likelihood
introduced in 1.0.5.9012.
markets 1.0.5.9012
- Removed dependency to package
systemfit
. Linear estimations of the equilibrium model use ls
.
markets 1.0.5.9011
- Removed dependency to package
tidyr
. Using expand.grid
instead of crossing
.
markets 1.0.5.9010
- Removed dependency to package
tibble
. Using data frames for storing model data.
markets 1.0.5.9009
markets 1.0.5.9008
- Changed the relationship between market models and fits from ‘is a’ to ‘has a’ to avoid class union inheritance issues.
markets 1.0.5.9007
- Remove experimental code introduced with 1.0.5.9002 from vignettes.
markets 1.0.5.9006
- Fixed Hessian skipping bug introduced with 1.0.5.9004.
markets 1.0.5.9005
- Updated formula implementation to allow using inline variable transformations (offset, splines, log, etc). Added unit tests checking the updated functionality.
markets 1.0.5.9004
- Replaced
minus_log_likelihood
with log_likelihood
and adjusted gradient
, scores
and hessian
. Gradient and hessian return derivatives of log-likelihood instead of derivatives of minus log-likelihood.
markets 1.0.5.9003
- Re-implemented the logging, the summary, and the show functionality to respect the width set in
options()
.
markets 1.0.5.9002
- Removed
bbmle
imports from all files.
markets 1.0.5.9001
- Minor vignette changes adjusting to dropping
bbmle
from the dependencies.
markets 1.0.5
- Removed dependency to package
bbmle
. Using directly optim
for maximum likelihood estimations.
markets 1.0.4.9003
- Patched logging functionality to respect the console width set in options.
markets 1.0.4.9002
- Removed logger, equation, and system back-end classes from documentation.
markets 1.0.4.9001
- Removed faulty default from the generic of function
scores
.
markets 1.0.4
- Removed dependency to package
magrittr
.
markets 1.0.3
- Updated package vignette (PDF manuscript) to reflect the latest functionality.
markets 1.0.2
- Documented
market_fit
object.
- Documented return values of
plot
, show
, and summaries
.
- Updated documentation website.
markets 1.0.1
- Corrected date in
DESCRIPTION
.
markets 1.0.0
- Changed package name from
diseq
to markets
.
markets 0.4.3
- Adjusted unit test gradient tolerance for m1 machines.
- Replaced omitted with missing in warning messages.
markets 0.4.2
- Cumulative update of CRAN version.
- Specialized calculation of initializing values at a model level. Initializing values are now calculated based on the models’ assumptions.
- Better
coef
behavior with common output format for all models.
- Extended shortage analysis functionality to the equilibrium model.
markets 0.4.1.9005
- Extended the shortage and marginal effect analyses to the cover the equilibrium model.
markets 0.4.1.9004
- Separated identifier variables in
market_model
class.
- Changes in aggregation functionality. Updated its documentation.
- Added aggregation plot in ‘basic usage’ vignette.
markets 0.4.1.9003
- Harmonized
coef
output.
- Simplified
diseq_directional
calculations to improve numerical stability.
- Model specific initializing values for maximum likelihood estimation
diseq_basic
: Demand and supply regression estimates using the whole sample.
diseq_deterministic_adjustment
: Demand and supply regression estimates using the whole sample. Price differences are regressed on estimated excess demand for the price equation.
diseq_directional
: Demand and supply regression estimates using the sample separation.
diseq_deterministic_adjustment
: Demand, supply, and price dynamics regression estimates using the whole sample.
equilibrium_model
: Two stage least square estimates.
- Simplified simulation of prices and controls.
markets 0.4.1
- Cumulative update of CRAN version.
- Version 0.4 introduces user space changes.
- Model can be initialized using formulas
- Introduced functions for single call initialization and estimation of models. The old methods for constructing and estimating models are still exported.
- Introduced estimation output class
market_fit
. The class further unifies the user interface for accessing market models.
- Estimation output can be summarized by calling
summary
with market_fit
objects.
- Added new plotting functionality on the estimation output.
- Added coefficient access method
coef
.
- Added variance-covariance access method
vcov
.
- Added
logLik
object access method.
- Added
formula
object access method.
- Documentation changes.
- Examples and vignettes were adjusted to exemplify the new user interface.
- Documentation entry added for model initialization based on formulas.
- Added vignette
more_details.Rmd
with initialization and estimation details.
markets 0.3.1.9005
- Fixed equations (issue #24) in GitHub document.
markets 0.3.1.9004
- Fixed broken link in README.
markets 0.3.1.9003
- Updated README planned extensions section.
markets 0.3.1.9002
- Changed the simulation parameters of the
basic_usage
vignette to produce more balanced sample data in the models that use sample separation.
markets 0.3.1.9001
- Added link useR!2021 video and slides in the README file.
- Fixed math display issues in GITHUB markdown page.
markets 0.3.1
- Cumulative update of CRAN version.
markets 0.3.0.9004
- Included package article in documentation website.
markets 0.3.0.9003
markets 0.3.0.9002
- Fixed bug in
show
and summary
methods of diseq_stochastic_adjustment
.
- Fixed bug in calculation of clustered standard errors.
- Changed input arguments of marginal effect calls to match the interface of the remaining post-analysis calls (changes the user space).
- Added
prefixed_quantity_variable
method.
- Added implementation figure.
markets 0.3.0.9001
- Fixed R check missing documentation entries.
markets 0.3.0.9000
- Changes in model simulation.
- Simplified simulation calls (changes the user space).
- Re-factored simulation code and exported additional functions.
- Added marginal system effect methods, and unified marginal probabilities effects methods (changes the user space).
- Improvements in documentation.
- Minor typos corrections.
- Added new examples.
- Documented formulas in system and equation classes.
- Modified some of the examples to use the
houses
dataset.
- Grouped documentation entries.
markets 0.2.1
- Cumulative update of CRAN version.
markets 0.2.0.9010
- Reduced file size of stochastic adjustment model’s derivative calculations.
markets 0.2.0.9009
- Reduced file size of directional model’s derivative calculations.
markets 0.2.0.9008
- Reduced file size of basic model’s derivative calculations.
markets 0.2.0.9007
- Reduced file size of deterministic adjustment gradient calculation.
markets 0.2.0.9006
- Reduced file size of equilibrium gradient calculation.
markets 0.2.0.9005
- Removed get from access functions to reduce the verbosity of function calls.
markets 0.2.0.9004
- Added validation functions for estimation input variables
gradient
, hessian
, and standard_errors
.
markets 0.2.0.9003
- The input variable
gradient
controls whether the gradient is calculated by analytic expression or is numerically approximated. Switched from Boolean input to passing sting options so that the user interface for choosing gradient and hessian options is consistent.
markets 0.2.0.9002
- Fixed bug in
equilibrium_model
plot functionality.
- Minor improvements in
houses
documentation.
markets 0.2.0.9001
- Better options for hessian estimation: Consolidated all three potential options in the
hessian
input variable of estimate
.
- Better options for adjusted standard errors: Consolidated all three potential options in the
standard_errors
input variable of estimate
.
markets 0.1.5.9003
markets 0.1.5.9002
- Fixed option class concerning the calculation of the Hessian in estimation calls. Models can be now estimated by skipping the Hessian, calculating it based on the analytic expressions, or calculating it numerically.
markets 0.1.5.9001
- Corrected bug in initialization of indicator variables.
markets 0.1.5
- Deployed development documentation website.
markets 0.1.4
- Cumulative patch of CRAN version.
markets 0.1.3.9012
- Updated the description entry of the
DESCRIPTION
file.
- Shortened
use_heteroscedasticity_consistent_errors
variable of estimate
method to use_heteroscedastic_errors
.
markets 0.1.3.9011
- Added python script for creating the
README
figures.
markets 0.1.3.9010
- Corrected calls to
system.file
.
markets 0.1.3.9009
- Updated
README.md
.
- Enclosed the plot example with
dontrun
instead of donttest
.
markets 0.1.3.9008
- Added
png
and grid
to dependencies.
markets 0.1.3.9007
- Added
plot
method for the all model classes.
markets 0.1.3.9006
- Added
plot
method for the equilibrium and basic disequilibrium model classes.
- Patched model initialization to avoid mutate warnings.
markets 0.1.3.9005
- Added
summary
method for the front-end model classes.
- Documentation improvements.
- Added online documentation link in
README.Rmd
- Corrected link in the documentation of the summary method.
markets 0.1.3.9004
- Added
show
method for the front-end model classes.
markets 0.1.3.9003
- Removed
compile_commands.json
from source control.
- Modified the simulation parameters of the market clearing assessment vignette.
markets 0.1.3.9002
- Included a reference section title in the README file.
markets 0.1.3.9001
- Added documentation URL in DESCRIPTION.
- Added bibliography in the README file.
markets 0.1.3
- Patched
M1mac
additional issues: Added compilation flag for availability of GSL
. The native code can be compiled also in systems without GSL
, albeit offering an empty shell functionality for the moment.
- Documented changes in
maximize_log_likelihood
function.
markets 0.1.2
- Added
autotools
configuration script for cross-platform compilation.
- Removed dependence on
C++20
. The sources are now C++11
compliant and only use C++17
and libtbb
if it is available on the target machine.
- Patch for
clang
compilation failure: reverting to sequential execution when compiling with clang and libc++
.
markets 0.1.1.9001
- Restructured and added unit tests to increase test coverage.
markets 0.1.1
- Prepared CRAN submission. Small adjustments to README style. Updated CRAN comments.
markets 0.1.0.9004
- Adjusted file names so that they are consistent with the API changes.
markets 0.1.0.9003
- Fixed
M1mac
issues. Adjusted README to API changes.
- Replaced
href
with doi
whenever relevant.
markets 0.1.0.9002
- Added macro checks for C++20 execution policies features in C++ sources.
- Removed calls to
std::ragnes::iota_view
and std::reduce
to ensure C++11 compatibility.
markets 0.1.0.9001
- Adjusted vignettes to API changes.
markets 0.1.0.9000
- Introduced the option maximizing the equilibrium model likelihood using
GSL
through Rcpp
.
- Added linting and formatting configuration files for R and C++ code. Cleaned C++ code.
- Reorganized R back-end classes.
markets 0.0.14.9004
- Improved README file style.
markets 0.0.14.9003
- Corrected style attributes of README file.
markets 0.0.14.9002
- Corrected calculation of clustered standard errors by accounting for the number of used classes.
markets 0.0.14.9001
- Changes to adjust for depreciating functionality of
dplyr
(as of 0.7.0)
markets 0.0.14
- Added option and documentation for estimating clustered standards errors.
markets 0.0.13.9002
- Added documentation for the function that return the scores.
markets 0.0.13.9001
- Added option for estimating heteroscedasticity-consistent (Huber-White) standard errors.
- Added functionality for extracting the score matrices of the estimated models.
markets 0.0.13.9000
- Corrected documentation typos.
markets 0.0.13
- Corrections of non-canonical web-links in README. Adjustments before CRAN submission.
markets 0.0.12.9002
- Added sections
A quick model tour
, Alternative packages
, and Planned extensions
in README.
markets 0.0.12.9001
- Added
noLD
in word exceptions list.
markets 0.0.12
markets 0.0.11.9002
- Renamed assessment vignette.
markets 0.0.11.9001
- Enabled BFGS-based estimation with numerical gradient.
- Added CRAN installation instructions in README.
markets 0.0.11.9000
- Corrected punctuation errors in documentation.
markets 0.0.11
- Removed
get_correlation_variable
from exported functions.
- Improved the documentation of
minus_log_likelihood
.
- Reintroduced references in description.
markets 0.0.10
- Removed references from description to avoid CRAN notes.
markets 0.0.9
- Ignoring README.html from build. Removed links from description. Improved documentation examples.
markets 0.0.8
- Added examples to constructors, estimation, aggregation, and marginal effect functions.
markets 0.0.7.9002
- Skipping directional and stochastic adjustment tests on CRAN to reduce build time.
markets 0.0.7.9001
- Quoted all package names in DESCRIPTION.
- To reduce build time: 1. Removed direction model estimation from equilibrium assessment vignette, 2. Decreased estimation accuracy of basic usage vignette to six digits.
markets 0.0.7
- Fixed order of arguments in web-link of estimation documentation.
- Improved simulation documentation.
markets 0.0.6
- Corrected documentation typos. Fixed web-links.
markets 0.0.5.9009
markets 0.0.5.9008
- Removed unused parameter from the constructor of the equilibrium two stage least square model.
markets 0.0.5.9007
- Removed dependence on
pastecs
package.
markets 0.0.5.9006
- Reformatted code using the
styler
package. Removed the lintr
based test.
markets 0.0.5.9005
- Adjustments to address breaking changes of the
tibble
package.
markets 0.0.5.9004
- Added a vignette with an equilibrium assessment example.
markets 0.0.5.9003
- Added model-specific simulation functions.
markets 0.0.5.9002
- Refactored simulation code.
markets 0.0.5.9001
- Added simulation generating processes for all supported models.
markets 0.0.4.9013
- Separated auto-generated derivative code to dedicated derivative files.
markets 0.0.4.9012
- Allowed estimation of full information maximum likelihood, equilibrium, deterministic adjustment, and stochastic adjustment with one-sided inclusion of prices.
- Modified model titles’ generation.
markets 0.0.4.9011
- Added basic_usage vignette.
- Added simulation function at model_base level.
- Added a
NEWS.md
file to track changes to the package.
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They may not be fully stable and should be used with caution. We make no claims about them.