Changelog
Source:NEWS.md
fastTS 1.0.1
- Update citation with now published paper
fastTS 1.0.0
CRAN release: 2024-03-07
- Improved handling of out-of-sample error estimation
- Using
rsq_trad_vec
instead ofrsq_vec
- Improved print method for
fastTS
objects - Improved documentation
- Improved unit tests, ensuring method fits at least decently well on a few time series example data sets
- Adding
fastTS
parametric penalty scaling functionality viaweight_type
,m
, andr
, andpenalty_scaler
function. - Fixed bug(s) in prediction method for
fastTS
objects, no paper conclusions were harmed in the process. - Added forecast option to
predict.fastTS
with optionforecast_ahead