-version 0.7-1 -Change args of TVECM from nn to ngridBeta, from ngridG to ngridTh, model to common -Add functions regime to extract variabl indicating state regime -Add function getTh to extract threshold values -Adapt toLatex.setar to handle MTAR models. Still needs improvement -Fix bugs in TVECM, in HansSeo_TVECM and in setar -version 0.7-0 -added possibilty to have two thresolds and hence three regimes in setar and selectSETAR (arg nthresh) -created new functions for unit roots tests: KapShinTest() and BBCTest() -created new functions for estimating VAR and VECM: lineVar -created new function for estimating TVECM: function TVECM() -created new function for estimating TVAR: function TVAR() -created new function to test for setar: function setarTest() -created new function to test for TVAR: function TVAR.LRtest() -created new function to test for TVECM: functions TVECM.SeoTest() and HanSeo_TVECM() -created new function to simulate/bootstrap a TVAR: function TVAR.sim() -created new function to simulate/bootstrap a TVECM: function TVECM.sim() -created new function to simulate/bootstrap a setar: function setar.sim() -created new function to estimate regime-specific variance in setar: function resVar() -created new function to extend a bootstrap replication in setarTest: function extendBoot() -added 'zeroyld' dataset -added 'unemp' dataset -added 'IIPUs' dataset -added in selectSETAR() and setar() following args: include, common, model, trim, MM, ML, MH, model, restriction -added MakeThSpec() function for specification of the threshold in the search -added in selectSETAR(): criterion "SSR" (sum of squares residual) and argument max.iter -extended arg th in selectSETAR to search inside an intervall or around a point or on the whole grid -added k parameter to the AIC method and fixed a bug -standardized license naming in description -fixed typo in print.star -version 0.6-1 -fixed CITATION file to the new R format -fixed bug in nnetTs: control args were not passed to 'nnet' fitter reported by prof. Joachim Zietz -fixed bug in llar.predict (spotted by Markus Gross) -version 0.6-0 -fixed Matrix dependency in DESCRIPTION -added minimal docs for newly created internal objects -added STAR model option to the tcltk GUI -added a new STAR-fitting function with automatic selection of the number of regimes -fixed bugs in lstar -fixed bugs in some internal functions -added google codebase project URL to DESCRIPTION -version 0.5-6 -fixed bug in setar model when mL and/or mH=0 -version 0.5-5 released -fixed bug in lstar model out-of-sample forecasting -version 0.5-4 released -fixed some warnings issued in R-2.4.0 check script -version 0.5-3 released -fixed some warnings issued in R-devel check script -added URL field to DESCRIPTION -version 0.5-2 released -fixed gui design error in autopairs and autotriples -version 0.5-1 released -added draft of internal design vignette -minor fixes in vignette, added AAR model fitting example -fixed bug in setar and lstar (introduced in version 0.5) -version 0.5 released -added minor fixes for passing checks under R-2.3.0 -added tsDyn package overview man page, with getting started indications -upgraded vignette to the new models usage -fixed bug in plot.llar -changed llar interface to nlar models schema -*eliminated* nlar function: now each model has its own function. Using more explicitely classes inheritance and polymorphism. Adding more nlar models now should be much simpler. -version 0.4-1 released -updated all package dialogs to the new GUI system -written a whole (basic) object oriented GUI system, with pass-by-reference semantics -added input checking to first dialog of nlarDialog() -version 0.4 released -added hidden 'series' name argument to 'nlar' -added early version of nlarDialog, a GUI for 'nlar' model fitting -fixed latex apparence of some manual pages -fixed notational errors in vignette: Z_t=Z_{t-d}, z_t changed in Z_t in LSTAR model formulation -added nlar.fit class documentation -changed text entry with slide bar in autopairs and autotriples -added availableModels function, upgraded docs -added and documented aar model -added and documented tarch model -added and documented arch model -version 0.3-5 released -largely improved apparence of regime-switching plot, changed palette for lstar diagnostic plots -added latex printing of fitted setar models -version 0.3-4 released -changed lag-plots for setar and lstar models when more than 300 points are to be plotted -fixed notation error in vignette (equation (4) on neural networks) -deleted 0-lag in acf, pacf and ami summary plots for nlar.fit objects -extended threshold variable printing informations for setar and lstar models -added alternative selection criteria for selectSETAR -added regime proportions info in print.setar and summary.setar -added regime switching plot to plot.setar and plot.lstar -fixed graphical pars. resetting in plot.nlar.fit -added convenience wrappers 'setar' and 'lstar', improved relative documentation -version 0.3-3 released -fixed minor bug in selectSETAR output presentation -version 0.3-2 released -changed general AIC formula -added dummy (non-working), undocumented version of FAR (Functional AutoRegressive) model -added early, undocumented version of AAR (Additive AutoRegressive) model -modified selectSETAR, selectLSTAR, selectNNET functions: now more coherent results -version 0.3-1 released -added autotriples.rgl (now also the rgl package is suggested) -added the possibility to stop the llar procedure -fixed y-scale in llar diagnostic plot -improved autotriples, upgraded vignette -version 0.3 released -added llar.predict and llar.fitted functions, improved llar output object -version 0.2-4 released -fixed vignette -fixed external variable management in predict.setar and predict.lstar -version 0.2-3 released -added vignette -improved SETAR and LSTAR models: now 'predict' interface is sensible to the type of threshold variable -fixed and exported delta, delta.test, delta.lin and delta.lin.test -version 0.2-2 released -added optional legend to plot.setar and plot.lstar -version 0.2-1 released -added autopairs and autotriples functions, with a minimal (optional) TclTk GUI -version 0.2 released -changed builtin nonlinear models documentation structure: now one page per model -added possibility of external threshold variables in setar models -added unexported delta tests of indipendence and linearity -added hidden tests in nlar-methods and llar man pages examples -improved summary method for linear and setar models -added llar routine, i.e., Casdagli test of nonlinearity -version 0.1-2 released -removed unuseful sum-of-squares functions -added selectSETAR, selectLSTAR and selectNNET functions, for automatic selection of model hyper-parameters -minor bug fixes -added 'predict' method to nlar.fit objects, subclasses linear, setar, lstar and nnet -fixed nlar.fit objects time series storage redundancy -version 0.1-1 released -added neural network model documentation -added dummy predict method to nlar.fit -minor bug fix in lstar model -added lstar and setar plot method -fixed lstar model documentation -bug fix in summary.lstar when embedding dimension is 1 -bug fix in nlar and plot.setar when embedding dimension is 1 -added dummy 'summary', 'print' and 'plot' function to nnet subclass -added utility 'sum-of-squares' functions for implemented models -added plot method to nlar.fit class - version 0.1: initial release