exdqlm 1.1.0

JSS resubmission design updates

• Added shared fit class families while preserving the existing first-class object names. Dynamic fits now inherit from exdqlmFit; static fits now inherit from exalStaticFit.
• Standardized print() and summary() methods for fitted models and post-processing objects so users can inspect model class, inference engine, sample size, state dimension, stored draws, diagnostics, and run time without manually reading list internals.
• Added the diagnostics() generic with methods for dynamic fits, dynamic forecast objects, and static fits. These methods return visible diagnostic objects that can be printed, summarized, or plotted with standard methods.
• Added standard dynamic post-processing methods. plot(fit) displays fitted dynamic quantiles, plot(fit, type = "component", index = ...) displays component contributions, plot(fit, type = "state", index = ...) displays state summaries, and predict(fit, ...) returns an exdqlmForecast object.
• Added a shared plot() method for the exalStaticFit family so static LDVB and MCMC fits expose fitted-quantile plots through the same family-level API.
• Made exdqlmForecast() object-first by returning forecast objects visibly and using plot = FALSE by default. Explicit plot = TRUE remains supported for convenience.
• Retained the named helpers exdqlmPlot(), compPlot(), and exdqlmForecast(), plus the named diagnostic helpers, for explicit workflows and backward compatibility.

exdqlm 1.0.0

New and changed

• Changed the dynamic diagnostics CRPS calculation to use a finite integrated quantile-score approximation over posterior predictive empirical quantiles. The default grid is seq(0.01, 0.99, by = 0.01), with optional user-supplied quantile levels and weights through exdqlmDiagnostics().
• Added exdqlmForecastDiagnostics() for held-out exdqlmForecast() objects, reporting target-quantile check loss and CRPS from posterior predictive forecast draws without redefining article-side scoring helpers.
• Added optional plotting controls to exdqlmPlot() and compPlot(), including plot = FALSE summary extraction and user-supplied axis limits/labels, while preserving the existing plotting defaults.
• Added coefficient-interval summaries to exalStaticDiagnostics() objects and a plot(..., type = "coefficients") display for static LDVB and MCMC coefficient comparisons, with optional shared axis limits, legend labels, and a beta.ref overlay for simulation benchmarks.
• Fixed exdqlmForecast() handling of future evolution matrices so constant fGG matrices expand across the forecast horizon and time-varying fGG arrays are validated against horizon k.
• Replaced the stochastic FNN::KL.divergence() dynamic diagnostic with a deterministic one-dimensional semiclosed KL normality diagnostic for MAP standardized forecast errors. The scalar KL is the primary user-facing calibration diagnostic, KL (flipped) is a secondary sensitivity diagnostic, and by-k sensitivity/Gaussian plug-in checks are stored under kl.details rather than as competing top-level KL fields.
• Corrected the dynamic diagnostic KL direction so KL now corresponds to the documented forecast-error-to-standard-normal diagnostic KL(P_error || N(0,1)); KL (flipped) reports the reverse direction.

exdqlm 0.4.0

New

• Consolidated CRAN release (updating CRAN 0.3.0) that bundles several internal development branches in one submission.
• exdqlmLDVB: Laplace-delta variational Bayes routine for dynamic quantile state-space fitting under the extended asymmetric Laplace error distribution.
• Reduced-model controls for dynamic routines (exdqlmISVB(), exdqlmLDVB(), exdqlmMCMC()) through dqlm.ind = TRUE, fixing gamma = 0 for AL/DQLM inference when desired.
• Added synthesis helper quantileSynthesis() for combining posterior quantile-draw objects.
• Added dynamic regression-block construction with regMod() and static exAL inference routines for VB/LDVB and MCMC workflows.
• Added static reduced AL support (dqlm.ind = TRUE) in exalStaticLDVB() and exalStaticMCMC().
• Added static coefficient prior options for ridge and regularized horseshoe (beta_prior = "ridge" / "rhs") in both static LDVB and static MCMC.
• Added additive static rhs_ns prior support for both static LDVB and static MCMC (beta_prior = "rhs_ns"), including slab-control aliases (a_zeta, b_zeta, zeta2_fixed) while preserving existing rhs and ridge behavior.
• Added exdqlmTransferLDVB() for post-fit transformed summaries analogous to the ISVB path.
• Added exdqlmTransferMCMC() for fixed-lam transfer-function exDQLM fitting under the dynamic MCMC workflow.
• Documentation updates for new APIs: explicit argument contracts (types/dims), return-value structure, and CRAN-safe examples aligned with existing package style.
• Standardized VB diagnostics traces across VB fits via fit$diagnostics$vb_trace, exposing iteration-wise ELBO, sigma, gamma, and convergence deltas in a plot-ready table while preserving the existing engine-specific diagnostics.
• Standardized the main user-facing naming scheme around exalStatic..., exdqlmTransfer..., and quantileSynthesis(), while retaining documented legacy ISVB entry points where needed for backward-compatible workflows.
• Added climateIndices, a documented monthly NOI/AMO climate-index data frame used for reproducible external-regressor examples.

Fixes and clarifications

• Normalized the shared dynamic exDQLM VB policy around LDVB: exdqlmLDVB() and exdqlmTransferLDVB() are now the main VB entry points, while exdqlmISVB() and exdqlmTransferISVB() are documented as legacy compatibility paths.
• Added al.ind as a static-model convenience alias for dqlm.ind in exalStaticLDVB() and exalStaticMCMC(), with conflict checks when both flags are provided.
• Changed fix.sigma defaults from TRUE to FALSE for the shared dynamic exDQLM VB entry points and the reduced dynamic DQLM CAVI helper, while preserving explicit fixed-sigma workflows when users request them.
• Fixed R-path FFBS backward transition indexing to use G_{t+1} for parity with the C++ bridge and theory derivations.
• Fixed static MCMC psi = 0 boundary behavior in exAL sigma updates to avoid unstable scale draws in reduced/near-reduced settings.
• Aligned static LDVB (sigma, gamma) transformed objective/entropy handling with the Jacobian contract used in the static theory reference.
• Corrected the positive-truncated-normal entropy sign used in exAL LDVB monitored ELBO diagnostics and centralized the shared entropy calculation.
• Clarified that C++ elbo.part in kalman.cpp is an internal diagnostic; package-level ELBO reporting remains R-level contract output.
• Added dedicated static-fit object generics for exalStaticMCMC and exalStaticLDVB and aligned post-fit compatibility for exdqlm classes.
• Replaced deprecated arma::is_finite(...) usage in FFBS C++ with std::isfinite(...) to eliminate compiler deprecation warnings.
• Optional C++ builder acceleration remains opt-in (exdqlm.use_cpp_builders default FALSE); no backend default flip in this release.
• Optional C++ post-predictive sampler remains opt-in (exdqlm.use_cpp_postpred default FALSE).
• Transfer-function wrappers now share the same augmentation helper and accept either one or two discount factors through tf.df.
• Shared entry points now apply a conservative automatic warmup baseline for the most failure-prone common blocks: RHS-family tau scheduling remains on by default, while exAL VB/MCMC entry points apply a light (sigma, gamma) warmup unless users explicitly override it through vb_control or mcmc_control.
• Streamlined default LDVB and MCMC console progress lines to prioritize run phase, iteration, keep counters, acceptance summaries, and runtime while leaving full sigma/gamma histories in diagnostics objects and callbacks.
• Clarified the BTflow dataset provenance as observed monthly USGS streamflow and removed the unused BTprec dataset from the package data API.
• Slimmed the shipped climate-index data API to the two manuscript predictors used in the Big Trees example.

exdqlm 0.3.0

• C++ bridge and optional samplers
  • Optional C++ Kalman filter/smoother bridge and sampling kernels (theta, s_t, u_t).
  • Runtime toggles via options(exdqlm.use_cpp_kf = TRUE) and options(exdqlm.use_cpp_samplers = TRUE).
  • Defaults preserve the R implementation for backward compatibility.
• ELBO diagnostics and stopping
  • New diagnostics$elbo recorded per ISVB iteration.
  • Optional ELBO-based stopping via options(exdqlm.compute_elbo = TRUE) and options(exdqlm.tol_elbo = 1e-4).
• Numerical robustness
  • Stabilized log-determinant computations and truncated-normal entropy updates.
  • Guard rails for edge cases in intermediate calculations.
• Build & hygiene
  • OpenMP usage is optional and gated by compiler support.
  • Makevars link against R BLAS/LAPACK; internal headers centralized.
• Docs & tests
  • Runtime options documented; parity checks added for R vs C++ paths.

exdqlm 0.2.0

• New AL/exAL helper functions with C++ backends:
  • dexal(), pexal(), qexal(), rexal() for density, cdf, quantile and random generation.
  • get_gamma_bounds() to compute valid (L, U) bounds for gamma given p0.
  • Implementation details:
    • Core numerics in C++ via Rcpp/RcppArmadillo and BH (Boost) for root-finding and Φ.
    • Parameter validation to keep gamma within bounds; clearer errors.
• Updated exdqlmISVB() and exdqlmMCMC() to use rexal()
• exdqlmChecks() renamed exdqlmDiagnostics()
• Improved the performance of plotting functions exdqlmPlot() and compPlot()
• Return changes
  • functions polytrendMod(), and seasMod() now return objects of class ‘exdqlm’
  • function exdqlmISVB() and (inherently) exdqlmTransferISVB() now return objects of class ‘exdqlmISVB’
  • function exdqlmMCMC() now returns objects of class ‘exdqlmMCMC’
  • function exdqlmDiagnostics() now returns objects of class ‘exdqlmDiagnostic’
  • function exdqlmForecast() now returns objects of class ‘exdqlmForecast’
  • returns from exdqlmMCMC(), exdqlmISVB(), and exdqlmTransferISVB() now include data (y)
• Input changes
  • y removed from the inputs of exdqlmDiagnostics(), exdqlmForecast(), compPlot(), and exdqlmPlot()
• Added generics_etc.R which includes generics & other functions for the objects of class ‘exdqlm’, ‘exdqlmISVB’,‘exdqlmMCMC’, ‘exdqlmDiagnostic’, & ‘exdqlmForecast’
• Removed dlmMod.R and replaced with the more robust function as.exdqlm (in generics_etc.R), which creates ‘exdqlm’ objects
• Removed combineMods.R and replaced with addition for ‘exdqlm’ objects (in generics_etc.R)
• Testing & docs:
  • Unit tests for pdf/cdf/quantile inverses and sampling sanity checks.
  • Package-level docs updated; vignettes intentionally deferred for a later release.

exdqlm 0.1.4

• CRAN hygiene & maintenance
  • Removed legacy MD5 file; added ignore so it won’t be re-created in builds.
  • Dropped stray placeholder files (e.g., .gitkeep) from package sources.
  • Tidied DESCRIPTION (Imports/LinkingTo clarified; encoding/notes consistent).
  • Ensured no hidden or invalid files end up in the tarball.
• Examples & tests
  • Updated examples to keep gamma within valid bounds for the chosen p0.
  • Converted tests to use exported package functions (no ad-hoc sourceCpp()).
• Documentation
  • Minor clarifications and consistency fixes in Rd pages.

exdqlm 0.1.3

• exdqlm 0.1.2 was archived on 2022-10-23 as requires archived package ‘dlm’. ‘dlm’ now back on CRAN.
• Fixes and general improvements
  • changed if/class conditions in exdqlmISVB, exdqlmMCMC to is()
  • added the function is.exdqlm() to utils
  • changed if/class conditions in compPlot, exdqlmChecks, exdqlmForcast, exdqlmPlot to is.exdqlm()

exdqlm 0.1.2

• Fixes and general improvements
  • fixed a bug in the forecast plotting routine
  • dqlm.ind = TRUE automatically sets gam.init = 0 & fix.gamma = TRUE (implemented in check_logics)
  • added a check that gam.init is in the appropriate range in exdqlmISVB and exdqlmMCMC
• Input changes
  • added parameter to specify the percentage of the CrIs in compPlot, exdqlmPlot and exdqlmForecast
• Return changes
  • kt added to exdqlmTransferISVB return
• Dataset changes
  • BTflow dataset updated
  • monELI dataset removed

exdqlm 0.1.1

• Documentation updates
  • added author (year) to citation in descriptions
• Argument changes
  • added input verbose to the functions exdqlmISVB & exdqlmMCMC to allow users to suppress progress updates
• Return changes
  • functions exdqlmPlot and compPlot now return a list of the MAP & CrI estimates that are plotted

exdqlm 0.1.0

• First release.

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