Changelog

Source: NEWS.md

marssTMB 0.0.13

  • Add check for data class in dfaTMB.
  • Removed the kronecker products from the for loops to speed things up
  • Don’t create A x TT matrices when only need A x 1 because parameter is not time-varying
  • Bug in MARSS_TMB.R that would not add one the obj when control$trace = 2.

marssTMB 0.0.12

  • Big clean. Move out uni.hpp (and R), estimate_marxss.hpp (and R), MARSS_tmb.R
  • Keep dfaTMB for now while testing.

marssTMB 0.0.11

  • various bug fixes. Major one involving Z. Had (t(X) %x% I) instead of (I %x% t(X))
  • bug with covariates since did not pass in form=“marss” to coef()

marssTMB 0.0.10

  • added marss2.hpp and estimate_marss2.R. These use the chol() of the var-cov matrices and don’t split into diag and corrmat. Seems more stable.

marssTMB 0.0.9

Created a development version of {MARSS} with method TMB. marssTMB() will recognize if it was called with MARSS(). MARSS_tmb() also still works.

  • Added marss.hpp, a major update for MARSS models in vectorized “marss” form. This will allow time-varying parameters more easily and models with linear constraints. It’s companion function is estimate_marss.R.
  • Changed MARSStmb.R to estimate_marxss.R. It will become an internal function later.
  • Added various helper functions in inst/include/LOM.hpp

marssTMB 0.0.8

  • Added a Quick Start vignette.
  • Added check that no zeros on diagonal of Q or R (temporary)
  • Added marssTMBCheckPackageVersions() to zzz.R and .onLoad() to deal with users getting warnings about TMB/Matrix version mismatch and not knowing what to do. https://glmmtmb.github.io/glmmTMB/#glmmtmbtmbmatrix-mismatches

marssTMB 0.0.7

  • updated marxss.hpp to be in MARSS format with X and Y as mxT and nxT.
  • added Q, C, U, x0 and A estimation to marxss.hpp. Minimal testing so far.
  • V0 = 0 is allowed.
  • tinitx=1 or tinitx=0 allowed.

marssTMB 0.0.6

  • removed to_marssTMB() (not needed)
  • completed MARSStmb() so that the marssMLE object is in proper form. All the {MARSS} helper functions should work.
  • add more time comparisons to MARSS_tmb vignette and upped the maxit for MARSS()

marssTMB 0.0.5

  • Got MARSStmb() mostly working with marssMLE structure for output
  • made default optimizer nlminb (faster)

marssTMB 0.0.4

  • Eric added tests and covariates to DFA vignette.
  • moved MARSS into Depends and added to imports in marssTMB-package.R
  • added some more info to MARSStmb() description
  • started draft of vignette for MARSS_tmb()

marssTMB 0.0.3

  • Working on to_marssMLE() which will convert the output to MARSS form.

To do

  • Fixing the parameter output from TMB to have the parameter names. Done 0.0.6
  • Might also can add a is.diag flag to data if I need to id if R (and later Q) is diagonal to use faster code (diagonal matrices). probably not needed?

marssTMB 0.0.2

  • Added MARSS_tmb(). This sets up the model for MARSStmb() and for now ensures that the model will work with marxss.hpp which only allows DFA at the moment.
  • Added MARSStmb(). This is symmetric to MARSS::MARSSoptim(). Working to match the output to MARSS::MARSS() so that all the MARSS functions work.
  • Added src/TMB/marxss.hpp which is the MARSS model version with MARSS parameter names.

To do

  • Currently MARSStmb() just fits a model. Next up is to convert this to MARSS output format. Done 0.0.5

marssTMB 0.0.1

The first draft with the TMB package structure in place. Used the {TMBtools} package to set-up the R package to work with TMB.

  • Two functions dfaTMB() and uniTMB() which I will likely combine later.