Fixed usage of KIND in Fortran file for warning reported in CRAN package check results.
Specified all variable types explicitly instead of using implicit variable types.
lag is too large compared to
as.integer(period/2) to lsqr().Fixed the LTO (Link-Time Optimization) problems with Fortran source code reported in CRAN package check results.
Fixed an issue with the S3 method that was reported as NOTE in the pre-test.
Removed C wrapper functions and registered entry points for the
routines accessed by the .Fortran interface to call Fortran
subroutines.
URL: http://www.data.jma.go.jp/obd/stats/etrn/ moved to https://www.data.jma.go.jp/obd/stats/etrn/ in Rainfall.Rd and Temperature.Rd.
Added a new argument
log.base = c("e" (default), "10") to
season().
Added error handling when local span is too small compared to max.arorder to lsar().
Added a ‘NEWS.md’ file.
Added a new argument period (period of one cycle) to
lsqr().
Added a new argument cov (covariance matrix of the
smoother) to trend().
Added a new argument llkhood (log-likelihood) to
ngsmth().
Fixed the number of frequencies for spectrum plots in
lsar().
Fixed a bug in tsmooth() where the value of
esterr was not included in the return value.
Changed grayscale gradient in pfilter() and
pfilterNL() plots.
Added examples of pairs plots to the help pages for
HAKUSAN and Haibara datasets.
Fixed a bug in season() and changed the
interpretation of argument period.
In the case of period = 7, the data is daily (7 days a
week) and not weekly.
Corrected the source code of the Fortran subroutines FFARMA (armaftf.f) and FFSEAS (seasonf.f) to avoid runtime errors.
Added error handling for missing data values to
arfit(), armafit() and
armafit2().
Exported functions (i.e., print.tvvar(),
plot.tvvar() and plot.pfilter()) for an
extension package TSSSomp using OpenMP.
Removed the perspective plot from the output of
ngsmth().
Added the following references:
Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.
Kitagawa, G. (2020) Introduction to Time Series Modeling with R (in Japanese). Iwanami Publishing Company.
Added a new argument lag to
period().
Added pfilter() (Particle filtering and smoothing)
and pfilterNL() (Particle filtering and nonlinear
smoothing) functions.
Added armafit2() function (Scalar ARMA model
fitting: Estimate all ARMA models within the user-specified maximum
order using maximum likelihood method).
Added tsp attribute to all datasets.
Added Haibara, Nikkei225 and
Rainfall datasets.
Added an example using Haibara dataset in
crscor().
Output the value of arcoef for each order of the AR
model in arfit().
Changed value of noisew of examples in
ngsmth().
Specified the allowed values for trend.order,
seasonal.order, ar.order and
period arguments in season().
Added Note about frequency setting, i.e., for data
with the tsp attribute, the frequency attribute has
priority over the period argument in
season().
Changed the default value for lag from 10 to
sqrt(n), where n is the length of the input time series.
Changed the plot style of evolutionary power spectra in
plot.tvspc().
Changed the function name from armaimp() to
armachar().
Fixed a bug in subroutine istat3 (armafitf.f).
Changed default values for wminmax in case of
noisew = 2 (Pearson) and vminmax in case of
noisev = 2 (Pearson) in ngsim().
DGAMMA function in the original Fortran source, because an
error was found in TSSS-00install.out on r-patched-solaris-x86.warning() function instead of the
cat() function to print warning messages.-fpic -g -O2 -Wall -mtune=native.Fixed bugs in arfit(), ngsmth() and
trend().
Fixed Fortran code according to the warning message when using
gfortran with -Wall -pedantic.
Merged gdensty(), cdensty(),
pdensty(), exdensty(),
chi2densty(), dexdensty() and
udensty() into pdfunc().
Renamed lsar1() and lsar2() functions
to lsar() and lsar.chgpt()
respectively.
Added S3 methods for class objects returned by functions.
Added ‘src/init.c’.
Changed Sunspot dataset into a part of
sunspot.year in R`s core datasets
package.
Corrected the tile of the HAKUSAN dataset.
inst/doc/index.html’ according to the error
message from the W3C Markup Validator Service.