Merge pull request #54 from SebKrantz/development

v0.2.1.
SebKrantz · Apr 1, 2023 · da0bd13 · da0bd13
2 parents 2b5163a + 8434bcb
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,5 +1,5 @@
 Package: dfms
-Version: 0.2.0
+Version: 0.2.1
 Title: Dynamic Factor Models
 Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "sebastian.krantz@graduateinstitute.ch"),
              person("Rytis", "Bagdziunas", role = "aut"))

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,7 @@
+# dfms 0.2.1
+
+* Fixed print bug in `summary.dfm`: print method showed that model had AR(1) errors even though `idio.ar1 = FALSE` by default. 
+
 # dfms 0.2.0
 
 * Added argument `idio.ar1 = TRUE` allowing estimation of approximate DFM's with AR(1) observation errors. 

diff --git a/README.md b/README.md
@@ -18,8 +18,6 @@
 <!--
 The package is fully functional though, and you are very welcome to install it using `remotes::install_github("SebKrantz/dfms")` and give feedback. -->
 
-***
-
 *dfms* provides efficient estimation of Dynamic Factor Models via the EM Algorithm. Estimation can be done in 3 different ways following:
 
 - Doz, C., Giannone, D., & Reichlin, L. (2011). A two-step estimator for large approximate dynamic factor models based on Kalman filtering. *Journal of Econometrics, 164*(1), 188-205. <doi:10.1016/j.jeconom.2011.02.012> 

diff --git a/docs/404.html b/docs/404.html
diff --git a/docs/CONTRIBUTING.html b/docs/CONTRIBUTING.html
diff --git a/docs/LICENSE-text.html b/docs/LICENSE-text.html
diff --git a/docs/articles/index.html b/docs/articles/index.html
diff --git a/docs/articles/introduction.html b/docs/articles/introduction.html
diff --git a/docs/authors.html b/docs/authors.html
diff --git a/docs/index.html b/docs/index.html
diff --git a/docs/news/index.html b/docs/news/index.html
diff --git a/docs/pkgdown.yml b/docs/pkgdown.yml
@@ -3,5 +3,5 @@ pkgdown: 2.0.6
 pkgdown_sha: ~
 articles:
   introduction: introduction.html
-last_built: 2023-03-30T11:22Z
+last_built: 2023-04-01T08:38Z
 
diff --git a/docs/reference/BM14_Models.html b/docs/reference/BM14_Models.html
diff --git a/docs/reference/DFM.html b/docs/reference/DFM.html
diff --git a/docs/reference/FIS.html b/docs/reference/FIS.html
diff --git a/docs/reference/ICr.html b/docs/reference/ICr.html
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diff --git a/docs/reference/em_converged.html b/docs/reference/em_converged.html
diff --git a/docs/reference/index.html b/docs/reference/index.html
diff --git a/docs/reference/plot.dfm.html b/docs/reference/plot.dfm.html
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diff --git a/docs/reference/summary.dfm.html b/docs/reference/summary.dfm.html
diff --git a/docs/reference/tsnarmimp.html b/docs/reference/tsnarmimp.html
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     <!--
     The package is fully functional though, and you are very welcome to install it using `remotes::install_github("SebKrantz/dfms")` and give feedback. -->
-    ***
     *dfms* provides efficient estimation of Dynamic Factor Models via the EM Algorithm. Estimation can be done in 3 different ways following:
     - Doz, C., Giannone, D., & Reichlin, L. (2011). A two-step estimator for large approximate dynamic factor models based on Kalman filtering. *Journal of Econometrics, 164*(1), 188-205. <doi:10.1016/j.jeconom.2011.02.012>
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