hdflex 0.2.1
- Fixed a bug in the computation of the time-varying coefficients in the first step of the
stsc() method.
- The forgetting factor
delta in the second step of the stsc() method now already applies to the most recent predictive likelihood score in t-1, as stated in Equation (13) in Adaemmer et al. (2023). Previously, the score in t-1 was given a weight of 1.0
- Added new argument to
stsc() to decide whether the subset combinations in the second step of the method should be combined with equal weights (as proposed in Adaemmer et al. (2023)) or with weights derived from the predictive log-likelihood scores.
hdflex 0.2.0
- Added the function
stsc() to directly apply the STSC-algorithm from Adaemmer, Lehmann and Schuessler (2023). This function is faster and more memory efficient than subsequently applying tvc() and dsc() as it is now completely written in Rcpp.
- Fixed the package overview help file.
- Updated documentation
- Updated example
hdflex 0.1.0
- Added a
NEWS.md file to track changes to the package.