DDEfit update notes

Note that this file is in reverse order!

A variable display indexing error fixed - this could lead the program to crash in confusion about which set of data corresponds to which displayed state variable.
Documentation corrected on how to use gcc and ar librarian - previous instructions meant that some functions and resources could be ommitted during linking when using libraries.

2 problems in NonLinLS() ( qp.c) sorted out, and .pdf version of documentation improved:

NonLinLS() returned a random value on successful termination, rather than the 0 that it should have returned - this caused bootstrap restarting to not happen!
NonLinLS() failed to initialise a null space matrix before returning after user termination via stop - this caused a general protection error in fitter() .
.pdf version of documentation was rather large as a result of my using CM bitmapped fonts - this has now been fixed. Thanks to John R. Gleason for pointing out the problem and the fix.

Minor gcc issues sorted out:

Documentation typo fixed so that command for library creation is correct.
max() and min() macros defined in files that need them.
Minor type inconsistencies sorted out in argument lists of some optimization functions.

This version has been extensively re-engineered, is generally more robust and better structured and should be less irritating to use.

It's open source.
Thread communication simplified and made more robust.
Global data structures removed and replaced with window owned memory.
Fitting made iterative - you can now move back and forth between fitting, trying out parameter values and simulating at will.
File output menu driven, rather than hard coded.
Quadratic programming code much more robust (specifically designed for least squares problems.
GCV code improved.
Window arrangement code re-written.
All Numerical Recipes code replaced, to allow open source distribution.
Asymptotic variance estimation made more consistent and improved.
Stop button included to halt fit.
Program working indicator added.
Better control of simulation included.
Internal documentation much improved.

Can now be used with gcc.
QN changed back to I+rS initialisation - better on highly non-linear stuff!
Bug in bootstrapping code fixed. With 3 or more time series parametric and semi-parametric bootstrapping were resampling incorrectly.
Iterative least squares fitting method revised. Previously, not all output quantities were consistent with the best fit parameters output (some could be calculated, from very badly fitting parameter estimates!)

The files that have changed from the previous version are: .lib files; man.ps; cop.c. The modifications are as follows ...

Initial parameter file handling tidied up so that files of the wrong dimension should be trapped and their contents ignored.
Initialisation of Quasi Newtod method Hessian approximation changed from I + r S, to J'WJ + r S, where S is combined wiggliness penalty matrix, r is overall smoothing parameter J is Jacobian and W a diagnoal weight matrix. This tends to improve the covariance matrix estimate, but it's still not perfect.
Estimated smoothing parameters are output to `ddefit.lam' when automatic selection is used.
Unknown coefficients in models can now be fixed at their initial value using the FIXED flag in d->uctype[i].
In addition to the efficient GCV estimates based on a linear approximating model, it is now possible to perform GCV by gridsearch using the alternative model fitting methods. Two versions are available - an exhaustive grid search and a local grid search that operates by trying out neighbouring nodes on a the grid until a lower node is found, accepting that and then repeating.... until all nodes around the current node yield a higher GCV score.
Bootstrapping can now operate after automatic smoothing parameter selection.
A bug that meant that fixed constraints were not handled properly by quasi- newton and guass- jordan method has been fixed (previously this only affected models using unknown functions with a fixed start point).
A bug in the initialisation of the bootstrap control structure has been fixed.
The manual has been updated slightly!