exdqlm 1.0.0

New and changed

• Changed the dynamic diagnostics CRPS calculation to use a finite integrated quantile-score approximation over posterior predictive empirical quantiles. The default grid is seq(0.01, 0.99, by = 0.01), with optional user-supplied quantile levels and weights through exdqlmDiagnostics().
• Added exdqlmForecastDiagnostics() for held-out exdqlmForecast() objects, reporting target-quantile check loss and CRPS from posterior predictive forecast draws without redefining article-side scoring helpers.
• Added optional plotting controls to exdqlmPlot() and compPlot(), including plot = FALSE summary extraction and user-supplied axis limits/labels, while preserving the existing plotting defaults.
• Added coefficient-interval summaries to exalStaticDiagnostics() objects and a plot(..., type = "coefficients") display for static LDVB/MCMC coefficient comparisons, with optional shared axis limits, legend labels, and a beta.ref overlay for simulation benchmarks.
• Fixed exdqlmForecast() handling of future evolution matrices so constant fGG matrices expand across the forecast horizon and time-varying fGG arrays are validated against horizon k.
• Replaced the stochastic FNN::KL.divergence() dynamic diagnostic with a deterministic one-dimensional semiclosed KL normality diagnostic for MAP standardized forecast errors. The scalar KL is the primary user-facing calibration diagnostic, KL (flipped) is a secondary sensitivity diagnostic, and by-k sensitivity/Gaussian plug-in checks are stored under kl.details rather than as competing top-level KL fields.
• Corrected the dynamic diagnostic KL direction so KL now corresponds to the documented forecast-error-to-standard-normal diagnostic KL(P_error || N(0,1)); KL (flipped) reports the reverse direction.

exdqlm 0.4.0

New

• Consolidated CRAN release (updating CRAN 0.3.0) that bundles several internal development branches in one submission.
• exdqlmLDVB: Laplace-Delta variational Bayes routine for dynamic quantile state-space fitting under the extended asymmetric Laplace error distribution.
• Reduced-model controls for dynamic routines (exdqlmISVB(), exdqlmLDVB(), exdqlmMCMC()) through dqlm.ind = TRUE, fixing gamma = 0 for AL/DQLM inference when desired.
• Added synthesis helper quantileSynthesis() for combining posterior quantile-draw objects.
• Added dynamic regression-block construction with regMod() and static exAL inference routines for VB/LDVB and MCMC workflows.
• Added static reduced AL support (dqlm.ind = TRUE) in exalStaticLDVB() and exalStaticMCMC().
• Added static coefficient prior options for ridge and regularized horseshoe (beta_prior = "ridge" / "rhs") in both static LDVB and static MCMC.
• Added additive static rhs_ns prior support for both static LDVB and static MCMC (beta_prior = "rhs_ns"), including slab-control aliases (a_zeta, b_zeta, zeta2_fixed) while preserving existing rhs and ridge behavior.
• Added exdqlmTransferLDVB() for post-fit transformed summaries analogous to the ISVB path.
• Added exdqlmTransferMCMC() for fixed-lam transfer-function exDQLM fitting under the dynamic MCMC workflow.
• Documentation updates for new APIs: explicit argument contracts (types/dims), return-value structure, and CRAN-safe examples aligned with existing package style.
• Standardized VB diagnostics traces across VB fits via fit$diagnostics$vb_trace, exposing iteration-wise ELBO, sigma, gamma, and convergence deltas in a plot-ready table while preserving the existing engine-specific diagnostics.
• Standardized the main user-facing naming scheme around exalStatic..., exdqlmTransfer..., and quantileSynthesis(), while retaining documented legacy ISVB entry points where needed for backward-compatible workflows.
• Added climateIndices, a documented monthly NOI/AMO climate-index data frame used for reproducible external-regressor examples.

Fixes and clarifications

• Normalized the shared dynamic exDQLM VB policy around LDVB: exdqlmLDVB() and exdqlmTransferLDVB() are now the main VB entry points, while exdqlmISVB() and exdqlmTransferISVB() are documented as legacy compatibility paths.
• Added al.ind as a static-model convenience alias for dqlm.ind in exalStaticLDVB() and exalStaticMCMC(), with conflict checks when both flags are provided.
• Changed fix.sigma defaults from TRUE to FALSE for the shared dynamic exDQLM VB entry points and the reduced dynamic DQLM CAVI helper, while preserving explicit fixed-sigma workflows when users request them.
• Fixed R-path FFBS backward transition indexing to use G_{t+1} for parity with the C++ bridge and theory derivations.
• Fixed static MCMC psi = 0 boundary behavior in exAL sigma updates to avoid unstable scale draws in reduced/near-reduced settings.
• Aligned static LDVB (sigma, gamma) transformed objective/entropy handling with the Jacobian contract used in the static theory reference.
• Corrected the positive-truncated-normal entropy sign used in exAL LDVB monitored ELBO diagnostics and centralized the shared entropy calculation.
• Clarified that C++ elbo.part in kalman.cpp is an internal diagnostic; package-level ELBO reporting remains R-level contract output.
• Added dedicated static-fit object generics for exalStaticMCMC and exalStaticLDVB and aligned post-fit compatibility for exdqlm classes.
• Replaced deprecated arma::is_finite(...) usage in FFBS C++ with std::isfinite(...) to eliminate compiler deprecation warnings.
• Optional C++ builder acceleration remains opt-in (exdqlm.use_cpp_builders default FALSE); no backend default flip in this release.
• Optional C++ post-predictive sampler remains opt-in (exdqlm.use_cpp_postpred default FALSE).
• Transfer-function wrappers now share the same augmentation helper and accept either one or two discount factors through tf.df.
• Shared entry points now apply a conservative automatic warmup baseline for the most failure-prone common blocks: RHS-family tau scheduling remains on by default, while exAL VB/MCMC entry points apply a light (sigma, gamma) warmup unless users explicitly override it through vb_control or mcmc_control.
• Streamlined default LDVB/MCMC console progress lines to prioritize run phase, iteration, keep counters, acceptance summaries, and runtime while leaving full sigma/gamma histories in diagnostics objects and callbacks.
• Clarified the BTflow dataset provenance as observed monthly USGS streamflow and removed the unused BTprec dataset from the package data API.
• Slimmed the shipped climate-index data API to the two manuscript predictors used in the Big Trees example.

exdqlm 0.3.0

• C++ bridge and optional samplers
  • Optional C++ Kalman filter/smoother bridge and sampling kernels (theta, s_t, u_t).
  • Runtime toggles via options(exdqlm.use_cpp_kf = TRUE) and options(exdqlm.use_cpp_samplers = TRUE).
  • Defaults preserve the R implementation for backward compatibility.
• ELBO diagnostics and stopping
  • New diagnostics$elbo recorded per ISVB iteration.
  • Optional ELBO-based stopping via options(exdqlm.compute_elbo = TRUE) and options(exdqlm.tol_elbo = 1e-4).
• Numerical robustness
  • Stabilized log-determinant computations and truncated-normal entropy updates.
  • Guard rails for edge cases in intermediate calculations.
• Build & hygiene
  • OpenMP usage is optional and gated by compiler support.
  • Makevars link against R BLAS/LAPACK; internal headers centralized.
• Docs & tests
  • Runtime options documented; parity checks added for R vs C++ paths.

exdqlm 0.2.0

• New AL/exAL helper functions with C++ backends:
  • dexal(), pexal(), qexal(), rexal() for density, cdf, quantile and random generation.
  • get_gamma_bounds() to compute valid (L, U) bounds for gamma given p0.
  • Implementation details:
    • Core numerics in C++ via Rcpp/RcppArmadillo and BH (Boost) for root-finding and Φ.
    • Parameter validation to keep gamma within bounds; clearer errors.
• Updated exdqlmISVB() and exdqlmMCMC() to use rexal()
• exdqlmChecks() renamed exdqlmDiagnostics()
• Improved the performance of plotting functions exdqlmPlot() and compPlot()
• Return changes
  • functions polytrendMod(), and seasMod() now return objects of class ‘exdqlm’
  • function exdqlmISVB() and (inherently) exdqlmTransferISVB() now return objects of class ‘exdqlmISVB’
  • function exdqlmMCMC() now returns objects of class ‘exdqlmMCMC’
  • function exdqlmDiagnostics() now returns objects of class ‘exdqlmDiagnostic’
  • function exdqlmForecast() now returns objects of class ‘exdqlmForecast’
  • returns from exdqlmMCMC(), exdqlmISVB(), and exdqlmTransferISVB() now include data (y)
• Input changes
  • y removed from the inputs of exdqlmDiagnostics(), exdqlmForecast(), compPlot(), and exdqlmPlot()
• Added generics_etc.R which includes generics & other functions for the objects of class ‘exdqlm’, ‘exdqlmISVB’,‘exdqlmMCMC’, ‘exdqlmDiagnostic’, & ‘exdqlmForecast’
• Removed dlmMod.R and replaced with the more robust function as.exdqlm (in generics_etc.R), which creates ‘exdqlm’ objects
• Removed combineMods.R and replaced with addition for ‘exdqlm’ objects (in generics_etc.R)
• Testing & docs:
  • Unit tests for pdf/cdf/quantile inverses and sampling sanity checks.
  • Package-level docs updated; vignettes intentionally deferred for a later release.

exdqlm 0.1.4

• CRAN hygiene & maintenance
  • Removed legacy MD5 file; added ignore so it won’t be re-created in builds.
  • Dropped stray placeholder files (e.g., .gitkeep) from package sources.
  • Tidied DESCRIPTION (Imports/LinkingTo clarified; encoding/notes consistent).
  • Ensured no hidden or invalid files end up in the tarball.
• Examples & tests
  • Updated examples to keep gamma within valid bounds for the chosen p0.
  • Converted tests to use exported package functions (no ad-hoc sourceCpp()).
• Documentation
  • Minor clarifications and consistency fixes in Rd pages.

exdqlm 0.1.3

• exdqlm 0.1.2 was archived on 2022-10-23 as requires archived package ‘dlm’. ‘dlm’ now back on CRAN.
• Fixes and general improvements
  • changed if/class conditions in exdqlmISVB, exdqlmMCMC to is()
  • added the function is.exdqlm() to utils
  • changed if/class conditions in compPlot, exdqlmChecks, exdqlmForcast, exdqlmPlot to is.exdqlm()

exdqlm 0.1.2

• Fixes and general improvements
  • fixed a bug in the forecast plotting routine
  • dqlm.ind = TRUE automatically sets gam.init = 0 & fix.gamma = TRUE (implemented in check_logics)
  • added a check that gam.init is in the appropriate range in exdqlmISVB and exdqlmMCMC
• Input changes
  • added parameter to specify the percentage of the CrIs in compPlot, exdqlmPlot and exdqlmForecast
• Return changes
  • kt added to exdqlmTransferISVB return
• Dataset changes
  • BTflow dataset updated
  • monELI dataset removed

exdqlm 0.1.1

• Documentation updates
  • added author (year) to citation in descriptions
• Argument changes
  • added input verbose to the functions exdqlmISVB & exdqlmMCMC to allow users to suppress progress updates
• Return changes
  • functions exdqlmPlot and compPlot now return a list of the MAP & CrI estimates that are plotted

exdqlm 0.1.0

• First release.

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