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mixvlmc 0.2.1

CRAN release: 2023-10-31

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

CRAN release: 2023-10-28

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  • the counts parameter from contexts.vlmc() and contexts.covlmc() has been replaced by a logical parameter named local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

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

CRAN release: 2023-07-10

mixvlmc 0.1.0

  • Added a file to track changes to the package.