tsissm 1.0.4
- The
status slot of a tsissm.estimate
object now holds a unified solver convergence code: 0 = converged, 1 =
the solver stopped at an iteration/evaluation limit and returned a
solution which is not certified as converged, -1 = failure. It
previously held the raw nloptr status code. The raw solver
output is now available in solver_diagnostics, and the
solver used is recorded in the new solver field.
tsbacktest now uses future.seed = TRUE, so
parallel simulation uses proper L’Ecuyer RNG streams and results are
reproducible across future plans. Results for a given seed may differ
from earlier versions.
- Switched
Eigen::all to
Eigen::indexing::all for compatibility with Eigen 5.0 / the
upcoming RcppEigen (contributed by Dirk Eddelbuettel PR # 2).
tsissm 1.0.3
- Work around RTMB AD eigen failures on M1 macOS. CRAN M1MAC/R-devel
checks fail while taping RTMB’s AD overload for non-symmetric eigen
decompositions, with an invalid
advector error inside the
complex eigenvector normalization path. This appears to be platform and
toolchain sensitive: Apple silicon, especially M1 (but not M3), does not
provide the same extended precision behavior as some x86 paths, and the
reduced floating-point headroom can expose fragile complex eigen/AD
calculations. Added a lazy runtime capability check for RTMB AD eigen
support. Normal platforms continue to use RTMB’s AD eigen constraints.
If the capability check fails, the package falls back only for
eigenvalue constraints: constraint values are computed with numeric
base::eigen() and constraint Jacobians are computed by
central finite differences. The likelihood, scores, and other TMB/RTMB
AD paths remain unchanged.
- Exposed
tsissm_capabilities() to report the detected
RTMB AD eigen capability, source of the decision, RTMB/TMB versions, and
platform details.
- Documented the
tsissm.rtmb_ad_eigen option under
estimate() so users can force RTMB AD eigen constraints or
force the finite-difference fallback for diagnostics.
- Also avoided a fragile vignette conversion through
as_flextable() by printing the model summary directly.
tsissm 1.0.2
- The SLSQP solver (from nloptr) sometimes will return NaN for the
parameters during the optimization phase. Added a stop clause else it
may crash the process (due to RTMB eigen crashing).
- Added a solver control function (issm_control)
tsissm 1.0.1
- Initial CRAN submission based on complete re-write of model on
github which was originally created on 2020-09-16.