diff --git a/DESCRIPTION b/DESCRIPTION index 0d73e5c..30a1b56 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,6 +1,6 @@ Package: gmwmx Title: Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals -Version: 1.0.2 +Version: 1.0.3 Authors@R: c( person("Davide Antonio", "Cucci", role = c("aut")), person("Lionel", "Voirol", email = "lionelvoirol@hotmail.com", role = c("aut", "cre")), @@ -9,7 +9,7 @@ Authors@R: c( person("Gaël", "Kermarrec", role = "ctb") ) License: AGPL-3 -Description: Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Cucci, D. A., Voirol, L., Kermarrec, G., Montillet, J. P., and Guerrier, S. (2022) . +Description: Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Cucci, D. A., Voirol, L., Kermarrec, G., Montillet, J. P., and Guerrier, S. (2023) . The GMWMX estimator allows to estimate functional and stochastic parameters of linear models with correlated residuals. The 'gmwmx' package provides functions to estimate, compare and analyze models, utilities to load and work with Global Navigation Satellite System (GNSS) data as well as methods to compare results with the Maximum Likelihood Estimator (MLE) implemented in Hector. Encoding: UTF-8 diff --git a/NEWS.md b/NEWS.md index 07cc365..9f96045 100644 --- a/NEWS.md +++ b/NEWS.md @@ -11,4 +11,14 @@ Initial release - Modified how is inverted the Sigma matrix in estimate_gmwmx() by now using ltsa::TrenchInverse to exploit toeplitz structure of the matrix. - Modified how is computed the Wavelet Variance of the GLS residuals to be performed on the available wavelets coefficients in presence of missing observations. - Corrected bug in estimate_hector() that led to non-existent names for the vector of estimated functional parameters, causing problems when printing the estimated model. -- Corrected bug in estimate_hector() that provided the wrong value FullCov to the argument LikelihoodMethod for Hector ctl file. The default is now set to AmmarGrag and the user can specify it with the new argument likelihood_method of the function estimate_hector(). \ No newline at end of file +- Corrected bug in estimate_hector() that provided the wrong value FullCov to the argument LikelihoodMethod for Hector ctl file. The default is now set to AmmarGrag and the user can specify it with the new argument likelihood_method of the function estimate_hector(). + +# Update gmwmx version 1.0.3 + +- Minor modification of the acknowledgements. +- Extend documentation. +- Change GMWMX algorithm to compute the WV on the available wavelets coefficients in presence of missing values in the signal. +- Add support for point estimates for the GMWMX-1 for model that includes a Random Walk in the stochastic model. +- Add reference to doi: 10.1007/s00190-023-01702-8. +- Change number of decimals for std of functional parameters in `print.gnsstsmodel`. + diff --git a/R/model_rw.R b/R/model_rw.R index 5499df5..b4e2e4e 100644 --- a/R/model_rw.R +++ b/R/model_rw.R @@ -23,6 +23,8 @@ rw_theo_wv = function(theta, scales) { rw_to_wv(theta[1], scales) } + +# this needs to be implemented differently, create the sigma matrix for this process independently from the autocorrelation vector. rw_autocovariance = function(theta, n) { acf = seq(1,n)*theta acf diff --git a/cran-comments.md b/cran-comments.md index 6cc34d9..8890a58 100644 --- a/cran-comments.md +++ b/cran-comments.md @@ -1,29 +1,21 @@ # Local check on Ubuntu 20.04 -── R CMD check results ───────────────── gmwmx 1.0.0 ──── -Duration: 1m 17.1s +── R CMD check results ───────────────── gmwmx 1.0.3 ──── +Duration: 55.6s -0 errors ✔ | 0 warnings ✔ | 0 notes ✔ +❯ checking compiled code ... OK + WARNING + ‘qpdf’ is needed for checks on size reduction of PDFs +❯ checking for future file timestamps ... NOTE + unable to verify current time -# Rhub check +0 errors ✔ | 1 warning ✖ | 1 note ✖ +Error: R CMD check found WARNINGs +Execution halted -## macos-highsierra-release-cran +Exited with status 1. -── gmwmx 1.0.0: OK - - Build ID: gmwmx_1.0.0.tar.gz-435c71bcae4447f7911aa3276aa7e819 - Platform: macOS 10.13.6 High Sierra, R-release, CRAN's setup - Submitted: 7m 24.4s ago - Build time: 3m 43.5s - -0 errors ✔ | 0 warnings ✔ | 0 notes ✔ - -# Windows check with `devtools::check_win_devel()` - -Status: 1 NOTE -* checking CRAN incoming feasibility ... NOTE -Maintainer: 'Lionel Voirol ' ## R-CMD-check on GitHub actions