v.2.0.1.3

Forgot to create a release for 2.0.1, so this is it plus some additional changes based on the rOpenSci review which will be incorporated into the CRAN version 2.0.2 later. From the NEWS:

bssm 2.0.1.3

• Switched to markdown NEWS with a plan to be more clear about the future
  changes in the package.
• Added more details to the ?bssm help page.
• Added more details to the ?bssm_prior help page.
• Added option to extract only hyperparameters in as_draws method. Also
  fixed a but in as_draws which caused the it to ignore states argument.
• Added a default plot method for the run_mcmc output.

bssm 2.0.1 (Release date: 2022-05-02)

• Fixed weights to one in case of non-linear model with mcmc_type="approx".
• Adjusted tolerance of some testthat tests to comply with CRAN's MKL checks.

CRAN version 2.0.0

Bump to version 2.0.0 due to large number of changes, some visible to user, while some are due to submission to rOpenSci review. From the NEWS file:

• Added a progress bar for run_mcmc.
• Added a fitted method for extraction of summary statistics of posterior
  predictive distribution p(y_t | y_1, ..., y_n) for t = 1, ..., n.
• Rewrote the summary method completely, which now returns data.frame. This
  also resulted in some changes in order of the function arguments.
• The output of predict method is now a data frame with column weight
  corresponding to the IS-weights in case of IS-MCMC. Previously resampling
  was done internally, but now this is left for the user if needed
  (i.e. for drawing state trajectories).
• The asymptotic_var and iact functions are now exported to users, and they
  also contain alternative methods based on the posterior package.
• New function estimate_ess can be used to compute effective sample size
  from weighted MCMC.
• Added compatibility with the posterior package by defining as_draws
  method for converting run_mcmc output to draws_df object.
• New function check_diagnostics for quick glance of ESS and Rhat values.
• Large number of new tests, and improved documentation with added examples.
• Large number of internal tweaks so that the package complies with
  goodpractices package and Ropensci statistical software standards.

CRAN release 1.1.7-1

New CRAN version with mostly internal tweaking and more examples:

bssm 1.1.7-1 (Release date: 2021-09-21)

• Fixed an error in automatic tests due to lack of fixed RNG seed.

bssm 1.1.7 (Release date: 2021-09-20)

• Added a function cpp_example_model which can be used to extract and
  compile some non-linear and SDE models used in the examples and vignettes.
• Added as_draws method for run_mcmc output so samples can be analysed using
  the posterior package.
• Added more examples.
• Fixed a tolerance of one MCMC test to pass the test on OSX as well.
• Fixed a bug in iterated extended Kalman smoothing which resulted incorrect
  estimates.

CRAN version 1.1.6

Added a large number of automatic tests which resulted in finding and fixing some bugs, most notably in the case of non-linear models and the predict method (See NEWS for details).

CRAN version 1.1.5

Small update, updated drownings data until 2019 and made few small internal argument checks.

CRAN version 1.1.4

CRAN version 1.1.4. Changes from NEWS file:

bssm 1.1.4 (Release date: 2021-04-13)

• Better documentation for SV model, and changed the ordering of arguments to emphasise the recommended parameterization.
• Fixed predict method for SV model.
• Removed parallelization in one example which failed on Solaris for some unknown reason.

First release

First properly documented release after introducing the non-linear Gaussian models. Some features which were available before rebuilding are still missing, but main features should fully working.