From 7a1d3d031aa23fce723ac4f4c8e4bb5d64959447 Mon Sep 17 00:00:00 2001 From: Johannes Ranke Date: Thu, 4 Apr 2019 15:42:23 +0200 Subject: Direct error model fitting works - No IRLS required - Removed optimization algorithms other than Port - Removed the dependency on FME - Fitting the error model 'obs' is much faster for the FOCUS_2006_D dataset and the FOMC_SFO model (1 second versus 3.4 seconds) - Vignettes build slower. Compiled models needs 3 minutes instead of 1.5 - For other vignettes, the trend is less clear. Some fits are faster, even for error_model = "const". FOCUS_Z is faster (34.9 s versus 44.1 s) - Standard errors and confidence intervals are slightly smaller - Removed code for plotting during the fit, as I hardly ever used it - Merged the two cost functions (using transformed and untransformed parameters) into one log-likelihood function --- NAMESPACE | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) (limited to 'NAMESPACE') diff --git a/NAMESPACE b/NAMESPACE index 6ca41a43..18adb9c5 100644 --- a/NAMESPACE +++ b/NAMESPACE @@ -22,9 +22,6 @@ S3method(mkinpredict, mkinfit) import( stats, graphics, - FME, - minpack.lm, - rootSolve, inline, parallel ) @@ -35,3 +32,4 @@ importFrom(R6, R6Class) importFrom(grDevices, dev.cur) importFrom(plyr, join) importFrom(utils, write.table) +importFrom(numDeriv, hessian) -- cgit v1.2.1