- Fixed backwards compatibility issue with the generic functions
fitted
andresid
- Bugfix when passing index variables and an empty formula
y ~ .
fortv_pagfl
andgrouped_tv_plm
- Improved documentation
- Changed x-axis label in the plot produced by calling
summary()
of atvpagfl
object - Bugfix in the plot produced by calling
fitted()
and passing a character time-index variable - Added the current algorithm iteration and tuning parameter as a progress counter to the console if option
verbose
is selected - Changed the IC selecting the best fitting tuning parameter for the
tv_pagfl
andgrouped_tv_plm
procedures to include the logarithmic mean squared error as the fitness term
- Introduction of
grouped_plm
andgrouped_tv_plm
to estimate grouped (time-varying) panel data models given an exogenous group structure - Remove warm-starts when iterating across different tuning parameters
- Small efficiency upgrades
- More extensive unit testing
- Improved documentation
- Small updates to generic methods
- Introduction of the time-varying PAGFL
tv_pagfl
- Introduction of s3 methods (
summary()
,coef()
,fitted()
,resid()
) for the output ofpagfl
andtv_pagfl
- Change of the user interface to formula objects
- Implementation of unit testing
- Renamed functions to be consistently snake case
- Support for unordered and/ or unbalanced panel data sets via
index
- Possibility to estimate a mix of time-constant and time-varying coefficients in the same panel data model (
const_coef
) - Added row and column names to the estimation output
- Maximum within-group heterogeneity
group_tol
set to a machine inaccuracy value - Improved documentation, checks, and error/warning messages
- Enabled 64bit C++ compiler to support large datasets
- Improvements to efficiency and numerical stability
- Bugfixes
- Patch to fix freak bug in the M1Mac build
- Initial CRAN submission.