NEWS
PAGFL 1.1.2 (2024-11-09)
- Fixed backwards compatibility issue with the generic functions
fitted
and resid
- Bugfix when passing index variables and an empty formula
y ~ .
for tv_pagfl
and grouped_tv_plm
- Improved documentation
- Changed x-axis label in the plot produced by calling
summary()
of a tvpagfl
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
and grouped_tv_plm
procedures to include the logarithmic mean squared error as the fitness term
PAGFL 1.1.1 (2024-07-23)
- Introduction of
grouped_plm
and grouped_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
PAGFL 1.1.0 (2024-06-08)
- Introduction of the time-varying PAGFL
tv_pagfl
- Introduction of s3 methods (
summary()
, coef()
, fitted()
, resid()
) for the output of pagfl
and tv_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
PAGFL 1.0.1 (2024-02-17)
- Patch to fix freak bug in the M1Mac build
PAGFL 1.0.0 (2024-02-16)