Version: 1.5 2014-07-21
------------------------
o Added argument "xreg" to functions "KF.deriv" and "KF.deriv.C".
The analytical derivatives with respect to the coefficients of regressors
specified in the observation equation canbe evaluated.
This is useful for example in package "stsm", where the analytical
derivatives of the likelihood function can be obtained now
for a model with external regressors.
Version: 1.4 2014-06-15
------------------------
o Added the method "predict" for objects of class "stsmSS"
Those objects are returned by "stsm.class::char2numeric".
The method is equivalent to "stats::predict.StructTS" but the forecasts
of the components are also returned. In addition, it is straightforward
to use for a model fitted by any of the maximum likelihood procedures
available in package "stsm".
Version: 1.3 2014-01-26
------------------------
o Fixed the following warning returned by the compiler at some points
in the code:
"warning: ISO C++ forbids variable length array ‘df’ [-Wvla]"
o Removed suggested package "sspir" since it is no longer available-
o Removed suggested package "KFAS" since the examples using this
package relied on a previous version of "KFAS".
Version: 1.1 2014-01-25
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o First version submitted to CRAN.