NEWS

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bayesforecast 1.0.1 (2021-06-17)

Features:

• Local level models using local_level() and stan_local_level() methods

• Adding introductory vignette.

• Add mcmc_plot for posterior check

Improvements:

• adding seasonal logical function to auto.sarima() function for avoiding Seasonal models.

Changes:

• No current changes

Fixes:

• Correcting the default number of iterations per chain to 2000.

• Correcting ets Stan code, for seasonality.

• correcting bug in predictive_error() function.

-fix doi:10.2307/1392556 in GARCH vignette

-fix URl in GARCH vignette

bayesforecast 0.1.1

Features:

• bayesforecast package posted on CRAN

Improvements:

• No current changes

Changes:

• No current changes

Fixes:

• Correcting the default number of iterations per chain to 2000.

• Correcting ets stan code, for seasonality.

bayesforecast 0.0.1 (2021-01-22)

Features:

• bayesforecast package created.

• Less stan models to compile than the previous varstan package.

• simplified interface.

Improvements:

• stan_model() functions created for similar syntax to brms and rstanarm packages.

• forecast EST methods implemented for Bayesian estimation.

• local global trend methods implemented from the Orbit package.

• automatic forecast methods for similar syntax to forecast package.

Changes:

• No current changes

Fixes:

• No current changes