NEWS
betaARMA 1.2.0
New features
- Add S3 method
plot.barma() to generate diagnostic plots for fitted barma
objects. It displays a four-panel grid by default: observed vs. fitted values,
residuals over time, residual ACF, and a residual histogram with a density
overlay.
- Add
penalty argument to barma(), enabling ridge-penalized conditional
maximum likelihood estimation as proposed by Cribari-Neto, Costa and
Fonseca (2025, BJPS). When penalty = TRUE, the penalized log-likelihood
is optimized and the penalized FIM is returned.
- Add internal helper
utils_internal.R with .barma_ridge_lambda() to
centralize the ridge penalty scalar lambda_n = 1/(n-a)^0.9, shared
across loglik_barma(), score_vector_barma(), and fim_barma().
- Add
utils_optimizer.R with internal helpers make_par_indices() and
run_optimizer(), centralizing parameter indexing and optimization logic
previously embedded in barma().
Improvements
- Forward
penalty argument through run_optimizer() to loglik_barma()
and score_vector_barma(), ensuring the penalized likelihood is used
consistently during optimization when requested.
- Forward
penalty argument to fim_barma() in barma(), so the returned
Fisher Information Matrix reflects penalization when penalty = TRUE.
Documentation
- Add two new vignettes: one detailing the numerical stability and ridge
penalization approach (Cribari-Neto, Costa, and Fonseca, 2025), and
another demonstrating applied hydro-environmental time series modeling
(Costa, Cribari-Neto, and Scher, 2024).
- Add Cribari-Neto, Costa and Fonseca (2025, BJPS, DOI: 10.1214/25-BJPS645)
to
@references in barma(), reflecting the new penalty argument.
- Update
@param optimization in barma() to use \describe instead of
\itemize for correct rendering of named list fields in HTML help pages.
betaARMA 1.1.0 (2026-04-15)
Bug fixes
- Fixed incorrect computation of
ystar in score_vector_barma(); previously the estimates were only correct for the logit link function.
New features
- Export
loglik_barma(), score_vector_barma(), and fim_barma() to allow advanced user access to model internals.
Breaking changes
- Deprecate
ar = NA and ma = NA for absent AR/MA components. Use ar = integer(0) and ma = integer(0) or omit the arguments. Backward compatibility is preserved in barma() with a deprecation warning.
Improvements
- Simplify internal handling of absent AR/MA components using vectorized
operations (
drop(crossprod())) in loglik_barma(), score_vector_barma(),
and fim_barma(), replacing conditional if/else branching.
- Standardize parameter order across core functions to
(alpha, varphi, theta, beta, phi).
- Set default link to
"logit" in make_link_structure() and all exported
functions; improve error messages for unsupported links.
- Rename internal helper
._get_phi_start to .get_phi_start for consistency
with R conventions.
- Improve documentation of precision parameter initialization in
start_values().
betaARMA 1.0.1 (2026-03-29)
Documentation
- Update README for CRAN release.
- Add CRAN status badge.
- Use
install.packages() as primary installation method.
- Update citation to version 1.0.1 with proper BibTeX key.
- Exclude generated
README.html from version control.
betaARMA 1.0.0