boennecd

There is a minor typo here https://github.com/scheike/timereg/blob/ca2a6a187a6b37a15879cffc2bc3ea6d97cb52c6/R/new.timecox.r#L16

The package does not build with pip using `--use-pep517` with poetry. This is mainly an issue as the flag cannot be disabled with poetry (see https://github.com/python-poetry/poetry/issues/3433). A reproducible example is...

simplify `asDouble` and avoid the need for `WITH_LIBTMB` with by using

1

… `inline` change loop order in `asSEXP` and `asMatrix` (R matrices are in column major order) fix https://github.com/kaskr/adcomp/issues/309 Notice that there is still a `value` function here: https://github.com/kaskr/adcomp/blob/52002f8dd4e022661b1f4f32986a0c40a19fbd75/TMB/inst/include/tmb_core.hpp#L803-L818 which can...

The error message should read ```c++ "hessianrows and hessiancols ..." ``` but is ```c++ "hessianrows and hessianrows ..." ``` here https://github.com/kaskr/adcomp/blob/52002f8dd4e022661b1f4f32986a0c40a19fbd75/TMB/inst/include/tmb_core.hpp#L1036

Compute standard errors

1

Add standard errors for the coefficients as a possible output. The Choleksy decompaction of the inner product of the covariance matrix is computed so this should be straight forward to...

The manual pages states the following about the `width` argument: > Only used if do_downdates == True. But it is the minimum number of observations in expanding window regressions.

Package

2

I am not sure if you wanted this but I have turned the repository into a package that is easy to play around with. In particular, 1. the package can...