quantspec 1.2-3
===============
o Fixed a bug related to rounding frequencies in ClippedFT.
o Updated a test that should have caught the bug.
o Added reference to Kley (2016) to package description.
quantspec 1.2-2
===============
o Fixed a bug relating to matrix now also inheriting from array.
o Updated author's email address.
o Updated references throughout documentation.
quantspec 1.2-1
===============
o Updated CITATION file as required by the JSS editor.
o Updated vignette with editorial changes from JSS.
o Updated references throughout documentation.
quantspec 1.2-0
===============
MAJOR
o Added functionality for the analysis of multiple time series.
MINOR
o Added plot function for LagOperator.
o Fixed two typos in the computation of estimates for standard errors.
quantspec 1.1-0
===============
MAJOR
o Added functionality to do lag window estimation.
MINOR
o Fixed a wrong constant in the definition of the W1 kernel.
o Fixed a tiny mistake in getLevels-QSpecQuantity.
quantspec 1.0-3
===============
o Added spaces around = in some show commands.
o Updated vignette to version that was accepted by the JSS.
o Updated references in the technical documentation.
quantspec 1.0-2
===============
o Reimplemented getSdNaive using Rcpp.
o Moved the unit tests to tests/testthat, which is now recommended practice
(cf. https://github.com/hadley/testthat).
o Stylistically revised the vignette.
quantspec 1.0-1
===============
o Fixed a mistake in QRegEstimator (in v1.0-0, the complex conjugate of
the estimator was returned).
o Fixed a mistake where 1 x 1 QuantileSD plots failed to be created.
o Improved the vignette.
quantspec 1.0-0
===============
OBJECT-ORIENTED DESIGN
o The quantspec package was conceptually remodeled. It is now based on an
object-oriented design. The implementation uses the S4 system.
FUNCTIONALITY LARGELY EXTENDED; NOW INCLUDES
o efficient computation of frequency representations based on
(1) the clipped time series,
(2) the quantile regression estimator in the harmonic linear model.
o computation of the periodograms based on (1) and (2)
o computation of smoothed periodograms; using different types of weights
will yield estimatiors for
(1) the Laplace or copula spectral density
(2) the integrated Laplace or copula spectral density
o simulation of
(1) Laplace and copula spectral densities,
(2) integrated Laplace and copula spectral densities,
o a mechanism to generate block bootstrap replicates in the time domain and
compute all the estimators from them.
VIGNETTE
o A vignette was added to the package. It contains a brief introduction to
quantile-based spectral analysis, a description of the framework,
a tutorial and two worked examples.
quantspec 0.2
quantspec 0.1
=============
o Three functions to compute, smooth and plot the (quantile regression-based)
Laplace periodograms and rank-based Laplace periodograms.