[R-pkgs] New version of systemfit (not backward compatible)

Dear R users,

the systemfit package contains functions for fitting systems of simultaneous equations by various estimation methods (e.g. OLS, SUR, 2SLS, 3SLS). Currently version 0.8 of systemfit is available on CRAN. However, shortly we will upload version 1.0, which is NOT BACKWARD COMPATIBLE. The changes that broke backward compatibility were necessary to make systemfit() more similar to standard regression tools in R such as lm(). We hope that the usage of systemfit() is more intuitive for R users now. We will continue to maintain the 0.8 branch so that users can still use the old version if they do not want to update their R scripts. Both versions are and will be available for download from systemfit's website:

   http://www.systemfit.org/
which is a shortcut to

   http://www.uni-kiel.de/agrarpol/ahenningsen/systemfit/

A paper that describes the (new version of the) systemfit package is forthcoming in the Journal of Statistical Software (JSS). A preprint of this paper is available on systemfit's website:

   http://www.systemfit.org/systemfit_paper_1.0.pdf

The following list summarizes the most important changes from version 0.8 to 1.0:
- some names of systemfit()'s arguments have changed to make it more
  similar to standard regression tools in R
- the order of systemfit()'s arguments has changed to make it more
  similar to standard regression tools in R
- the names of the elements in the object returned by systemfit() have
  changed to make it more similar to lm()
- added several methods for systemfit objects that are generally
  available for standard regression tools in R
- restrictions on the coefficients can be specified symbolically now

• the functionality of systemfitClassic() has been integrated into systemfit()
• replaced ftest.systemfit() and waldtest.systemfit() by the method linear.hypothesis()
• systemfit now uses the "Matrix" package for matrix calculations (this makes the estimation of large models and large data sets much faster)
• improved checking of the arguments so that error messages are more helpful now

We thank two anonymous referees of the JSS, Achim Zeileis, John Fox, William H. Greene, Ott Toomet, Duncan Murdoch, Martin Maechler, Duglas Bates and several (other) systemfit users for their answers, comments, and/or suggestions that helped us to improve the systemfit package.

Feedback is always welcome!
Arne & Jeff

-- 
Arne Henningsen
Department of Agricultural Economics
University of Kiel
Olshausenstr. 40
D-24098 Kiel (Germany)
Tel: +49-431-880 4445 or +49-4349-914871
Fax: +49-431-880 1397
ahenningsen_at_agric-econ.uni-kiel.de
http://www.uni-kiel.de/agrarpol/ahenningsen/

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