NEWS

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RSDC 1.5-0

• Bug fix (audit): rsdc_forecast() now returns a scalar NA BIC (instead of a silent zero-length numeric(0)) when final_params$log_likelihood is missing.
• Bug fix (audit): a warm start (control$start) lying outside the default L-BFGS-B search box — as produced by the identifiability relabeling for N >= 3 (re-referenced softmax betas, former row-complement transition entries) — is no longer silently projected onto the box; the box is widened element-wise to keep the supplied start feasible (affects multi-start refits and rsdc_bootstrap() warm starts).
• CRAN hygiene: stray local session files under inst/simulation/results/ are now build-ignored, and the declared Rdpack import is used (importFrom(Rdpack, reprompt)), clearing both R CMD check NOTEs.
• rsdc_minvar()/rsdc_maxdiv(): when value_cols is a character vector and y carries column names, misaligned columns are now detected — reordered to value_cols (with a warning) when the names match as a set, otherwise a warning states that positional order is assumed. Previously the names were silently overwritten.
• rsdc_forecast_ahead() now validates that X_future has the same number of columns as the estimation covariate matrix X.
• plot.rsdc_fit() error message corrected: stored regime probabilities do not depend on compute_se.
• Documentation: rsdc_corr_bands() documents the truncation of invalid Gaussian draws near parameter bounds.
• Removed dead requireNamespace("mvtnorm") guards (mvtnorm is a hard dependency in Imports).
• Multi-start estimation: control$n_starts repeats the global+local search from several seeds and keeps the highest-likelihood fit, storing start_logliks. Since DEoptim is a stochastic global search, this is primarily a stability diagnostic across seeds (is the optimum reproducible?), not a replacement for it.
• rsdc_forecast_ahead(): genuine multi-step-ahead forecasts of the regime distribution and implied correlations, propagating the terminal filtered state through the Markov chain (X_future for the time-varying case).
• rsdc_corr_bands(): pointwise uncertainty bands for the predicted correlation path, by drawing parameters from the asymptotic sampling distribution and re-running the filter.
• rsdc_viterbi(): most likely (MAP) regime path via the Viterbi algorithm.
• broom tidiers tidy(), glance(), augment() and a ggplot2::autoplot() method for rsdc_fit (ggplot2 is a soft dependency in Suggests).
• Documentation: the "Getting started" vignette gains a section demonstrating the new features above (multi-start, bands, Viterbi, multi-step forecasts, tidy output), and the broom/autoplot methods gain runnable examples.

RSDC 1.4-0

• Performance: the Hamilton-filter log-likelihood used during estimation is now evaluated in C++ (Rcpp/RcppArmadillo), matching the R reference to ~1e-8 and cutting estimation time by roughly an order of magnitude. The pure-R rsdc_hamilton() is retained (and used as the equivalence reference).
• Optimizer control: control now also accepts cores (parallel DEoptim via parallelType = 1) and start (a warm-start parameter vector that skips the global search and goes straight to local refinement).
• Parametric bootstrap: rsdc_bootstrap() simulates from the fitted model, re-estimates each replicate warm-started at the MLE, and returns bootstrap standard errors / percentile intervals that respect the parameter bounds.
• Robust standard errors: vcov()/confint() gain a type argument — "hessian" (default), "opg" (outer product of gradients), or "sandwich" (QML). Per-observation scores are stored on the fitted object.
• summary() now reports delta-method standard errors on the natural scale of the transition probabilities, plus regime diagnostics (stay probability, expected duration, ergodic distribution).
• Added a plot() method for fitted models (smoothed/filtered regime probabilities).
• Fitted objects now store the estimation residuals/covariates and the filtered/smoothed regime probabilities.
• Input-validation hardening (audit): rsdc_estimate()/rsdc_hamilton() now reject single-series input (K < 2) and a covariate matrix X whose row count does not match the data; rsdc_hamilton() validates that a user-supplied fixed transition matrix P is row-stochastic (finite, non-negative, rows summing to 1).
• confint() now uses the same safe square-root as summary(), so non-positive variance estimates map to NA instead of producing inconsistent NaN intervals.
• For the fixed-transition noX model with N >= 3, a transition row that the optimizer leaves infeasible (free probabilities summing above 1) is still projected onto the simplex, but the fit is now flagged as non-converged and its standard errors are suppressed (the projected point is not a valid basis for inference).

RSDC 1.3-0

• rsdc_estimate() now returns an object of class "rsdc_fit" with standard S3 methods: print, summary, coef, logLik, nobs, vcov, confint, predict, and simulate. AIC()/BIC() work out of the box via logLik.
• Standard errors: the estimator now returns the observed-information variance-covariance (vcov) and standard errors (summary/confint), computed from the numerical Hessian of the negative log-likelihood at the MLE.
• Arbitrary number of regimes: N >= 4 is now supported for "noX" and "tvtp" (previously capped at N = 3).
• control now forwards optimizer settings (itermax, NP, parallelType, steptol, maxit, and compute_se) to DEoptim/optim, enabling faster runs.
• Robustness: warns when a transition probability is pinned to its bound and when a "tvtp" covariate matrix X has no intercept/constant column.
• Added a "Getting started" vignette.
• Moved the 596 KB source workbook out of inst/extdata into build-ignored data-raw/ to shrink the package tarball.

RSDC 1.2-0

• Added mccc dataset: daily Media Climate Change Concerns (Aggregate) index, forward-filled from monthly and aligned row-for-row to greenbrown. Supplies the exogenous TVTP covariate used in the vignette, so the empirical workflow is fully reproducible from packaged data alone (no external Excel files).
• Added lightweight raw source inst/extdata/mccc-monthly.csv and builder data-raw/mccc.R.
• Fixed greenbrown documentation: date range is 2014-01-02 to 2022-12-30.

RSDC 1.1-2 (2025-09-03)

• DESCRIPTION improved following the CRAN guidelines
• Seed is now a control parameter
• Removed examples for unexported functions
• Fixed do-not-run examples
• Added green-brown-ptf data in extdata
• Data added under the right .rda format
• Data Documentation added

RSDC 1.1-1

• URLs fixed

RSDC 1.1-0

• First release public version