Revision 1.2-1 (2012-07-11): Hermine's edition patch 1 * Fixed to depend on R>=2.15.0 Revision 1.2-0 (2012-07-09): Hermine's edition * Upgraded to KFAS 0.9.9 * Upgraded to FKF 0.1.2 * Added NAMESPACE Revision 1.1-0 (2011-02-14): Valentine's edition * Changed tseasonal: state disturbance is now a 1x1 matrix * Improved dlmodeler print function with number of unknown params * Greatly improved speed of the forecast function (typically > 10x) * Added support for using NA in build functions. NA indicates unknown parameters of the model, they will be automatically estimated by the dlmodeler.fit functions * Added MAPE fitting function Revision 1.0-0 (2010-12-31): Sylvester's edition * First public release of the package to CRAN * Illustrated the usage of package function with examples taken from Durbin & Koopman book * Added support for ARIMA models (currently only ARMA has been implemented) Revision 0.2-0 (2010-12-28): * Fixed handling of the selection matrix Rt * Fixed bugs in timevar.fun * Improved functions to check their arguments * Improved the forecast simulation function to support time-varying models (current implementation is slow, but speed will be improved) * Added AIC and BIC computation for fitted models * Added MSE, MAD and sigma fitting functions (in addition to MLE) * Added support for variance and prediction intervals extraction * Added support for exact diffuse initialization (with KFAS back-end) * Added MLE fitting function (using optim(), w/ BFGS optimization) * Renamed "simulate" to "forecast" to avoid confusion with simulation methods for exponential family models Revision 0.1-0 (2010-12-20): * Init R package & man pages * Added helper functions for polynomial, dseasonal, tseasonal * Added support for regression and time-varying models * Added filtering and smoothing with KFAS and FKF back-ends * Added notion of components (in this version, only the expectation is supported, future versions will support extraction of the variance) * Added preliminary dlmodeler print function Revision 0.0-0 (2010-06-05): * Added generic DLM representation (in this version, time-varying models are not yet supported and will be implemented in the future) * Added filtering and smoothing with package dlm back-end (other back-ends will be added in the future) * Added functions to build structural time-series models using package dlm's helper functions * Added forecast simulation function