Update History of ForeCA:
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Version 0.0.9
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- changed capitalized ForeCA names to all lowercase. E.g. ForeCA.EM to foreca.EM; 
- changed foreca.one_weightvector to foreca.EM.opt_comp()


Version 0.0.8.1
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- added many additional functions in the package, including the main algorithm `ForeCA.EM`
- changed to Roxygen2 documentation


Initial release version 0.0.1:
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- base functions to estimate (spectral) entropies and Omega for (multivariate) time series
- first draft of documentation
- simple examples in help files

First version 0.0.1 written by Georg M. Goerg on May 14, 2012.

Bugs & feature requests:
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* check what is the best to store the 3D array spectrum (frequency last or first?)
* include other spectrum estimators
* include a continuous version estimator of entropy; e.g. used to compute entropy for a fitted AR spectrum
* compressed sensing type of sparsity in the spectrum; currently only by a heuristic thresholding rule