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.