markets 1.1.3
CRAN release: 2022-12-22
- Corrected
houses
dataset documentation. The data range starts in January instead of July 1958.
markets 1.1.2
CRAN release: 2022-09-08
- Corrected bug of ignoring custom title, or axis labels in market fit plots.
markets 1.1.1
- Switched to
ginv
fromMASS
for the variance-covariance matrix calculation in2SLS
estimations. - Added previously unhanded corner cases when using splines in
2SLS
estimations.
markets 1.0.9
- Adjustments to the integration of
maximize_log_likelihood
toestimate
accommodating cases whereGSL
is unavailable.
markets 1.0.8
- Integrated functionality of
maximize_log_likelihood
toestimate
. Equilibrium likelihoods can be optimized viaGSL
by passing the optionoptimizer = gsl
toestimate
.
markets 1.0.7
- Added significance stars in summaries.
- Fixed calculation of two stage least square correlation coefficient.
markets 1.0.6
CRAN release: 2022-07-05
- Cumulative update of CRAN version.
- Improvements in the organization of the documentation.
markets 1.0.5.9012
- Removed dependency to package
systemfit
. Linear estimations of the equilibrium model usels
.
markets 1.0.5.9008
- Changed the relationship between market models and fits from ‘is a’ to ‘has a’ to avoid class union inheritance issues.
markets 1.0.5.9005
- Updated formula implementation to allow using inline variable transformations (offset, splines, log, etc). Added unit tests checking the updated functionality.
markets 1.0.5.9004
- Replaced
minus_log_likelihood
withlog_likelihood
and adjustedgradient
,scores
andhessian
. Gradient and hessian return derivatives of log-likelihood instead of derivatives of minus log-likelihood.
markets 1.0.5.9003
- Re-implemented the logging, the summary, and the show functionality to respect the width set in
options()
.
markets 1.0.5
- Removed dependency to package
bbmle
. Using directlyoptim
for maximum likelihood estimations.
markets 1.0.3
CRAN release: 2022-06-03
- Updated package vignette (PDF manuscript) to reflect the latest functionality.
markets 1.0.2
CRAN release: 2022-05-18
- Documented
market_fit
object. - Documented return values of
plot
,show
, andsummaries
. - Updated documentation website.
markets 0.4.3
- Adjusted unit test gradient tolerance for m1 machines.
- Replaced omitted with missing in warning messages.
markets 0.4.2
- Cumulative update of CRAN version.
- Specialized calculation of initializing values at a model level. Initializing values are now calculated based on the models’ assumptions.
- Better
coef
behavior with common output format for all models. - Extended shortage analysis functionality to the equilibrium model.
markets 0.4.1.9005
- Extended the shortage and marginal effect analyses to the cover the equilibrium model.
markets 0.4.1.9004
- Separated identifier variables in
market_model
class. - Changes in aggregation functionality. Updated its documentation.
- Added aggregation plot in ‘basic usage’ vignette.
markets 0.4.1.9003
- Harmonized
coef
output. - Simplified
diseq_directional
calculations to improve numerical stability. - Model specific initializing values for maximum likelihood estimation
-
diseq_basic
: Demand and supply regression estimates using the whole sample. -
diseq_deterministic_adjustment
: Demand and supply regression estimates using the whole sample. Price differences are regressed on estimated excess demand for the price equation. -
diseq_directional
: Demand and supply regression estimates using the sample separation. -
diseq_deterministic_adjustment
: Demand, supply, and price dynamics regression estimates using the whole sample. -
equilibrium_model
: Two stage least square estimates. - Simplified simulation of prices and controls.
markets 0.4.1
- Cumulative update of CRAN version.
- Version 0.4 introduces user space changes.
- Model can be initialized using formulas
- Introduced functions for single call initialization and estimation of models. The old methods for constructing and estimating models are still exported.
- Introduced estimation output class
market_fit
. The class further unifies the user interface for accessing market models. - Estimation output can be summarized by calling
summary
withmarket_fit
objects. - Added new plotting functionality on the estimation output.
- Added coefficient access method
coef
. - Added variance-covariance access method
vcov
. - Added
logLik
object access method. - Added
formula
object access method. - Documentation changes.
- Examples and vignettes were adjusted to exemplify the new user interface.
- Documentation entry added for model initialization based on formulas.
- Added vignette
more_details.Rmd
with initialization and estimation details.
markets 0.3.1.9005
- Fixed equations (issue #24) in GitHub document.
markets 0.3.1.9002
- Changed the simulation parameters of the
basic_usage
vignette to produce more balanced sample data in the models that use sample separation.
markets 0.3.1.9001
- Added link useR!2021 video and slides in the README file.
- Fixed math display issues in GITHUB markdown page.
markets 0.3.0.9002
- Fixed bug in
show
andsummary
methods ofdiseq_stochastic_adjustment
. - Fixed bug in calculation of clustered standard errors.
- Changed input arguments of marginal effect calls to match the interface of the remaining post-analysis calls (changes the user space).
- Added
prefixed_quantity_variable
method. - Added implementation figure.
markets 0.3.0.9000
- Changes in model simulation.
- Simplified simulation calls (changes the user space).
- Re-factored simulation code and exported additional functions.
- Added marginal system effect methods, and unified marginal probabilities effects methods (changes the user space).
- Improvements in documentation.
- Minor typos corrections.
- Added new examples.
- Documented formulas in system and equation classes.
- Modified some of the examples to use the
houses
dataset. - Grouped documentation entries.
markets 0.2.0.9004
- Added validation functions for estimation input variables
gradient
,hessian
, andstandard_errors
.
markets 0.2.0.9003
- The input variable
gradient
controls whether the gradient is calculated by analytic expression or is numerically approximated. Switched from Boolean input to passing sting options so that the user interface for choosing gradient and hessian options is consistent.
markets 0.2.0.9002
- Fixed bug in
equilibrium_model
plot functionality. - Minor improvements in
houses
documentation.
markets 0.2.0.9001
- Better options for hessian estimation: Consolidated all three potential options in the
hessian
input variable ofestimate
. - Better options for adjusted standard errors: Consolidated all three potential options in the
standard_errors
input variable ofestimate
.
markets 0.1.5.9002
- Fixed option class concerning the calculation of the Hessian in estimation calls. Models can be now estimated by skipping the Hessian, calculating it based on the analytic expressions, or calculating it numerically.
markets 0.1.3.9012
- Updated the description entry of the
DESCRIPTION
file. - Shortened
use_heteroscedasticity_consistent_errors
variable ofestimate
method touse_heteroscedastic_errors
.
markets 0.1.3.9006
- Added
plot
method for the equilibrium and basic disequilibrium model classes. - Patched model initialization to avoid mutate warnings.
markets 0.1.3.9005
- Added
summary
method for the front-end model classes. - Documentation improvements.
- Added online documentation link in
README.Rmd
- Corrected link in the documentation of the summary method.
markets 0.1.3.9003
- Removed
compile_commands.json
from source control. - Modified the simulation parameters of the market clearing assessment vignette.
markets 0.1.3
- Patched
M1mac
additional issues: Added compilation flag for availability ofGSL
. The native code can be compiled also in systems withoutGSL
, albeit offering an empty shell functionality for the moment. - Documented changes in
maximize_log_likelihood
function.
markets 0.1.2
- Added
autotools
configuration script for cross-platform compilation. - Removed dependence on
C++20
. The sources are nowC++11
compliant and only useC++17
andlibtbb
if it is available on the target machine. - Patch for
clang
compilation failure: reverting to sequential execution when compiling with clang andlibc++
.
markets 0.1.0.9003
- Fixed
M1mac
issues. Adjusted README to API changes. - Replaced
href
withdoi
whenever relevant.
markets 0.1.0.9002
- Added macro checks for C++20 execution policies features in C++ sources.
- Removed calls to
std::ragnes::iota_view
andstd::reduce
to ensure C++11 compatibility.
markets 0.1.0.9000
- Introduced the option maximizing the equilibrium model likelihood using
GSL
throughRcpp
. - Added linting and formatting configuration files for R and C++ code. Cleaned C++ code.
- Reorganized R back-end classes.
markets 0.0.14.9002
- Corrected calculation of clustered standard errors by accounting for the number of used classes.
markets 0.0.13.9001
- Added option for estimating heteroscedasticity-consistent (Huber-White) standard errors.
- Added functionality for extracting the score matrices of the estimated models.
markets 0.0.13
- Corrections of non-canonical web-links in README. Adjustments before CRAN submission.
markets 0.0.12.9002
- Added sections
A quick model tour
,Alternative packages
, andPlanned extensions
in README.
markets 0.0.11.9001
- Enabled BFGS-based estimation with numerical gradient.
- Added CRAN installation instructions in README.
markets 0.0.11
- Removed
get_correlation_variable
from exported functions. - Improved the documentation of
minus_log_likelihood
. - Reintroduced references in description.
markets 0.0.9
- Ignoring README.html from build. Removed links from description. Improved documentation examples.
markets 0.0.8
- Added examples to constructors, estimation, aggregation, and marginal effect functions.
markets 0.0.7.9002
- Skipping directional and stochastic adjustment tests on CRAN to reduce build time.
markets 0.0.7.9001
- Quoted all package names in DESCRIPTION.
- To reduce build time: 1. Removed direction model estimation from equilibrium assessment vignette, 2. Decreased estimation accuracy of basic usage vignette to six digits.
markets 0.0.7
- Fixed order of arguments in web-link of estimation documentation.
- Improved simulation documentation.
markets 0.0.5.9008
- Removed unused parameter from the constructor of the equilibrium two stage least square model.