NEWS
quantspec 1.2-1 (2016-03-28)
- Updated CITATION file as required by the JSS editor.
- Updated vignette with editorial changes from JSS.
- Updated references throughout documentation.
quantspec 1.2-0 (2015-10-20)
MAJOR
- Added functionality for the analysis of multiple time series.
MINOR
- Added plot function for LagOperator.
- Fixed two typos in the computation of estimates for standard errors.
quantspec 1.1-0 (2015-09-27)
MAJOR
- Added functionality to do lag window estimation.
MINOR
- Fixed a wrong constant in the definition of the W1 kernel.
- Fixed a tiny mistake in getLevels-QSpecQuantity.
quantspec 1.0-3 (2015-03-26)
- Added spaces around = in some show commands.
- Updated vignette to version that was accepted by the JSS.
- Updated references in the technical documentation.
quantspec 1.0-2 (2014-11-22)
- Reimplemented getSdNaive using Rcpp.
- Moved the unit tests to tests/testthat, which is now recommended practice
(cf. https://github.com/hadley/testthat).
- Stylistically revised the vignette.
quantspec 1.0-1 (2014-06-06)
- Fixed a mistake in QRegEstimator (in v1.0-0, the complex conjugate of
the estimator was returned).
- Fixed a mistake where 1 x 1 QuantileSD plots failed to be created.
- Improved the vignette.
quantspec 1.0-0 (2014-04-27)
OBJECT-ORIENTED DESIGN
- 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
- efficient computation of frequency representations based on
(1) the clipped time series,
(2) the quantile regression estimator in the harmonic linear model.
- computation of the periodograms based on (1) and (2)
- 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
- simulation of
(1) Laplace and copula spectral densities,
(2) integrated Laplace and copula spectral densities,
- a mechanism to generate block bootstrap replicates in the time domain and
compute all the estimators from them.
VIGNETTE
- 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 (2012-01-09)
quantspec 0.1 (2011-12-08)
- Three functions to compute, smooth and plot the (quantile regression-based)
Laplace periodograms and rank-based Laplace periodograms.