Added RcppParallel cxxflags to makevars, needed for compatibility
with Windows ARM64
GitHub Actions added
New package website
Version 1.0.3
Bug Fixes
Removed the unused argument ‘h_rs’ from the documentation of the
function chech_inputs() (CRAN note).
Version 1.0.2
Bug Fixes
Fixed the CRAN check Additional Issues LTO warnings by avoiding the
use of arma::cube in C++ code.
Version 1.0.0
New Functionality
Updated citation and references to incorporate Journal of
Statistical Software publication.
Bug Fixes
Fixed the error in boot_panel() when not performing union.
Version 0.5.0
New Functionality
Output slots added that store the details of the tests such as
individual test statistics and selected lag lengths.
Removed the deprecated test names.
Bug Fixes
Fixed the error in order_of_integration() with boot_ur() test
applied to single time series.
Version 0.4.2
New Functionality
Output slot added that stores te specifications of the tests.
Bug Fixes
Visually differentiated test print output by making the name reflect
the most important specifications.
Forced normalisation of the signs of the eigenvectors calculated for
DWB to ensure reproducability of results across OSes.
Version 0.4.1
New Functionality
Parallel computing via the RcppParallel package replaces
OpenMP.
Bug Fixes
Fixed order_integration() to allow for all possible tests.
Version 0.3.0
New Functionality
Added new functions boot_adf(), boot_ur(), boot_frd(), boot_sqt()
and boot_panel() that replace the old functions boot_df(), iADFtest(),
bFDRtest(), BQSTtest() and paneltest(). The old functions are still
available in the package as deprecated functions.
For additional clarity, new arguments names are used in the new
functions.
New adf() function added which implements the standard,
non-bootstrap, augmented Dickey-Fuller (ADF) test
Version 0.2.0
New Functionality
Added parallel loops using OpenMP.
Added functions order_integration() to determine the order of
integration of each time series in a dataset. In addition mult_diff() is
added to difference the time series accordingly to eliminate stochastic
trends, and plot_order_integration() is added to plot the found orders
of integration.
Added function plot_missing_values() to give a visual representation
of the pattern of missing values in the data.
Bug Fixes
Fixed an incorrect warning in check_inputs() function which was
given whenever NAs were present and S(W)B was used, even if the dataset
remained balanced.
Fixed bug in check_inputs() function that also set bootstrap to be
performed individually in the presence of NAs even if S(W)B was not
used.
Fixed bug/incorrect warning in BSQTtest() that incorrectly added
another 0 to argument q even if one was present already.
Fixed possibility of taking a too fine grid for argument q in
BSQTtest() leading to duplicates. Duplicates are now removed with a
warning given.
Fixed bug in SB where the last l observations were excluded from
resampling.
Fixed bug in S(W)B where too short vector with ADF residuals was
used (supplemented with zeros) in bootstrap.