mixvlmc 0.2.1

This release has no visible changes and fixes internal issues:

• missing package in Suggests
• double definition of a C++ internal function

mixvlmc 0.2.0

Breaking changes

• the mode parameter of cutoff.vlmc() has been renamed to scale
• the type parameter has been removed from contexts() variants and the
  default result format has been modified significantly
• the counts parameter from contexts.vlmc() and contexts.covlmc() has
  been replaced by a logical parameter named local
• contexts() sequences are now reported by default in temporal order

New features

C++ backend

The main major new feature of this version is the inclusion of a C++
implementation of context tree and VLMC construction. A new option
mixvlmc.backend can be used to switch globally from the original "R"
implementation to the new "C++" back end. A new backend parameter has
been added to ctx_tree(), vlmc() and tune_vlmc() to enable local back end
selection.

The C++ implementation is significantly faster than the R implementation, at
least by a factor 10. While it has been thoroughly tested, it is still
considered experimental notably because it does not apply to COVLMC (setting the
global option to "C++" has not effect on COVLMC model construction). For
context trees and VLMC, results should not depend on the back end, at least
within numerical precision. The only notable difference is the ordering of the
contexts which differs between back ends: in a call to contexts(), the first
context for the R back end will generally not be the first context for the C++
back end.

Other new features

• contexts() can now report the positions of each context in the original time
  series
• nodes of context trees can be extracted individually as ctx_node objects
  using the find_sequence() function. A collection of new functions can be
  used to manipulate the nodes and gain fine grain information on the
  corresponding sequences (issue #50).
• by default, contexts() reports now contexts as a list of ctx_node objects
• new functions predict.vlmc() and predict.covlmc() can be used to make one
  step ahead predictions of a time series based on a (CO)VLMC model (issue #46).
  Those function are documented in a new vignette (vignette("prediction"))
• the log likelihood calculations performed by logLik.vlmc(), logLik.covlmc()
loglikelihood() and loglikelihood.covlmc() have been revised, expanded to
  include three possible definitions of the likelihood function, and documented
  in a new vignette (vignette("likelihood"))
• tune_vlmc() and tune_covlmc() can be used with the different likelihood
  function definitions
• results of tune_vlmc() and tune_covlmc() can be plotted using base R
  graphics or ggplot2 (issue #36)
• tune_covlmc() can trim the best model (and the initial one) if asked to
• trim.covlmc() implements simple trimming for VGAM based objects (issue #48)
• cutoff() uses a new tolerance parameter to avoid reporting cut off values
  that are almost identical due to numerical imprecision
• simulate.vlmc() implements a user specified burn in period (issue #40)
• simulate.vlmc() and simulate.covlmc() now handle the random generator
  state as does stats::simulate() (issue #56)

Minor improvements and bug fixes

• Improved the test coverage (issue #54)
• Fixed several bugs in internal sampling methods that made simulate.covlmc()
  unreliable for state spaces with three or more states
• Fixed a bug in simulate.covlmc() that occurred in contexts with a longer
  self memory compared to their covariate memory
• Fixed several bugs in metrics.vlmc() and align the results with the ones
  obtained by using direct calculation on the results of predict.vlmc()
• Fixed several bugs related to degenerate VLMC (issue #55)
• Fixed a bug in the likelihood calculation for internal context nodes
• Improved type consistency by reporting counts as integers in contexts()
  results
• Fixed documentation: all models can be adjusted on time series of logical
  values
• Synchronized ctx_tree() documentation and its default value
• Synchronized contexts() documentation and its default value
• Added more trimming for COVLMC models in trim.covlmc()

mixvlmc 0.1.1

• Added missing documentation about the return values of simulate.vlmc and
  simulate.covlmc