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marssTMB 0.0.14

  • Bug: if x0 had a column name (which it would if the data had column names), then the line to get the parvec would not have x0.x0 as the name. It would have x0 and this would cause a fail of the check that the parvec names match what MARSSvectorizeparams() expects.

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.