diff --git a/NEWS.md b/NEWS.md index 40ce56d..8081de0 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,28 +1,40 @@ # v1.0.0, CRAN Update 5 / JSS Revision 2 -add FRED-MD (Update datasets, compress em) -cond fcast -bugfixes (irf, vectorised scale_hess) -improve docs -add options to plots (area, t_back, x-labels, transparence) -add vignette (compressed to ebook quality, figures pdf/png) -add wrapper for parallelisation -add helper function for transformation -optimise speed (mvnorm, matrix operations, factor 2 to 10) -add unit tests -handle coda interface nicer (zzz.R, fix potential Windows bug) -remove deprecated functions -update citation -add mean argument to methods -facilitate minnesota prior mean changes -add replacement functions for irf() and predict() -move irf and predict out of main loop -speed up fevd calculation -add robustness checks -add helper functions -improve vars & co to work with regex -auto psi now tries increasing integration once -add verbosity to errors +- Add fancy **vignette** with background and demonstrations +- Add new features + - New **FRED-MD** database and updated FRED-QD (`data("fred_md")`) + - Transformation helper functions (`fred_transform()`, `fred_code()`) + - Add **Conditional forecasting** (see `?bv_fcast()`) + - New replacement functions for `irf()` and `predict()` (`irf(x) <- irf(x)`) + - Provide wrapper for parallelised execution (`par_bvar()`) +- Improve existing features + - Enhance IRF and forecast plotting + - `area` argument adds polygons for credible intervals + - `t_back` allows adding realised values before forecasts + - `col` and `fill` arguments allow changing colours + - transparence is applied to sequential lines / polygons + - Improved x-axis labelling + - Regex may be used for `vars`, `vars_response`, and `vars_impulse` + - New `type` for `coef()`, `fitted()`, etc, to retrieve means / quantiles + - Add constructors for the prior mean `b` argument in `bv_mn()` + - Auto `psi` now allows for one order of integration +- **Enhance speed** considerably (~2-10 times faster) + - Move IRF and forecasts out of MCMC + - Capitalise upon matrix properties + - Cached and customised multivariate normal drawing + - Optimised FEVD computation +- Fix bugs + - IRF calculation is now ordered properly (please recalculate) + - *coda* methods are now proper methods (potential issue on Windows) + - Vectorised `scale_hess` now works properly +- Remove deprecated functions and arguments +- Work on documentation and examples +- Update citation information +- Improve upon internal structure + - Unit tests with *tinytest* for development (skipped on CRAN) + - Outsource additional steps to dedicated functions + - More robustness checks and add verbosity to errors +- Tested extensively on R 4.0.0 and R 3.6.3. # v0.2.2, CRAN Update 4 / Impulse Response Hotfix diff --git a/R/58_fcast_plot.R b/R/58_fcast_plot.R index afe4e70..c119618 100644 --- a/R/58_fcast_plot.R +++ b/R/58_fcast_plot.R @@ -4,8 +4,6 @@ #' Forecasts of all or a subset of the available variables can be plotted. #' #' @param x A code{bvar_fcast} object, obtained from \code{\link{predict.bvar}}. -#' @param conf_bands Deprecated. Use \code{\link{predict.bvar}}. Numeric vector -#' of desired confidence bands. #' @param vars Optional numeric or character vector. Used to subset the plot to #' certain variables by position or name (must be available). Defaults to #' \code{NULL}, i.e. all variables. @@ -69,7 +67,6 @@ #' } plot.bvar_fcast <- function( x, - conf_bands, # deprecated, see `predict.bvar()` vars = NULL, col = "#737373", t_back = 1, @@ -81,7 +78,7 @@ plot.bvar_fcast <- function( ...) { if(!inherits(x, "bvar_fcast")) {stop("Please provide a `bvar_fcast` object.")} - plot_fcast(x = x, conf_bands = conf_bands, vars = vars, + plot_fcast(x = x, vars = vars, variables = variables, orientation = orientation, mar = mar, t_back = t_back, area = area, col = col, fill = fill, ...) } @@ -90,7 +87,6 @@ plot.bvar_fcast <- function( #' @noRd plot_fcast <- function( x, - conf_bands, # deprecated, see `predict.bvar()` vars = NULL, variables = NULL, orientation = c("vertical", "horizontal"), @@ -108,11 +104,6 @@ plot_fcast <- function( } if(inherits(x, "bvar")) {x <- predict(x)} - if(!missing(conf_bands)) { - message("Parameter conf_bands is deprecated. Please use `predict()`.") - x <- predict(x, conf_bands = conf_bands) - } - orientation <- match.arg(orientation) # Prepare data --- diff --git a/R/68_irf_plot.R b/R/68_irf_plot.R index cf487ef..ed6ec90 100644 --- a/R/68_irf_plot.R +++ b/R/68_irf_plot.R @@ -5,8 +5,6 @@ #' plotted. #' #' @param x A \code{bvar_irf} object, obtained from \code{\link{irf.bvar}}. -#' @param conf_bands Deprecated. Use \code{\link{irf.bvar}}. Numeric vector -#' of desired confidence bands. #' @param vars_impulse,vars_response Optional numeric or character vector. Used #' to subset the plot's impulses / responses to certain variables by position #' or name (must be available). Defaults to \code{NULL}, i.e. all variables. @@ -64,7 +62,6 @@ #' } plot.bvar_irf <- function( x, - conf_bands, # deprecated, see `irf.bvar()` vars_response = NULL, vars_impulse = NULL, col = "#737373", @@ -75,7 +72,7 @@ plot.bvar_irf <- function( ...) { if(!inherits(x, "bvar_irf")) {stop("Please provide a `bvar_irf` object.")} - plot_irf(x = x, conf_bands = conf_bands, + plot_irf(x = x, vars_response = vars_response, vars_impulse = vars_impulse, variables = variables, mar = mar, area = area, col = col, fill = fill, ...) } @@ -84,7 +81,6 @@ plot.bvar_irf <- function( #' @noRd plot_irf <- function( x, - conf_bands, # deprecated, see `irf.bvar()` vars_response = NULL, vars_impulse = NULL, variables = NULL, @@ -101,11 +97,6 @@ plot_irf <- function( } if(inherits(x, "bvar")) {x <- irf(x)} - if(!missing(conf_bands)) { - message("Parameter conf_bands is deprecated. Please use `irf()`.") - x <- irf(x, conf_bands = conf_bands) - } - # Prepare data --- has_quants <- length(dim(x[["quants"]])) == 4L