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Merge pull request #76 from SebKrantz/development
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DESCRIPTION

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Package: dfms
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Version: 0.3.1
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Version: 0.3.2
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Title: Dynamic Factor Models
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Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "[email protected]"),
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person("Rytis", "Bagdziunas", role = "aut"),
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Encoding: UTF-8
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LazyData: true
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Roxygen: list(markdown = TRUE, roclets = c ("namespace", "rd", "srr::srr_stats_roclet"))
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RoxygenNote: 7.2.3
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RoxygenNote: 7.3.2
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Config/testthat/edition: 3
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VignetteBuilder: knitr

NEWS.md

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# dfms 0.3.2
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* Minor internal C++ changes to ensure compatibility with *RcppArmadillo* 15.0.2.
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# dfms 0.3.1
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* Fixed bug which occurred with only one quarterly variable (#73). Thanks @SantiagoD999 for reporting.

dfms.Rproj

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Version: 1.0
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ProjectId: cf7def2c-03c5-48a1-9b32-b6eaced333b3
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RestoreWorkspace: No
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SaveWorkspace: No

man/dfms-package.Rd

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src/KalmanFiltering.cpp

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// Compute likelihood. Skip this part if S is not positive definite.
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if(retLL) {
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detS = det(S);
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if(detS > 0) loglik += log(detS) - conv_to<double>::from(et.t() * S * et) - dn;
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if(detS > 0) loglik += log(detS) - as_scalar(et.t() * S * et) - dn;
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}
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} else { // If all missing: just prediction.
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// Compute likelihood. Skip this part if S is not positive definite.
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if(retLL) {
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detS = det(S);
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if(detS > 0) loglik += log(detS) - conv_to<double>::from(et.t() * S * et) - dn; // Standard Kalman Filter Likelihood
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if(detS > 0) loglik += log(detS) - as_scalar(et.t() * S * et) - dn; // Standard Kalman Filter Likelihood
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}
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} else { // If all missing: just prediction.

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