Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

Added

New function polynomial_matrix() to create a matrix of polynomial terms.
New function mmsre_filter() to compute the general Proietti and Luati (2008) filter with extension for non symmetric filters and with Timeliness criterion.

Changed

filter() correction when the length of the series equals the length of the filter.

2.1.1 - 2024-12-07

Changed

cross_validation() function renamed to cve(), cross_validation() is now deprecated.
New .jar files added (related to v2.2.0)

Added

New functions to compute functions to compute diagnostics and goodness of fit of filtered series: cross validation (cv()) and cross validate estimate (cve()), leave-one-out cross validation estimate (loocve), CP statistic (cp()) and Rice's T statistics (rt()).
New function confint_filter() to compute confidence intervals for filtered series.
New function is.finite_filters().
New parameter zero_as_na in cbind.moving_average, boolean indicating if trealing and leading zeros added to have a matrix form should be replaced by NA.

2.1.0 - 2024-04-18

Changed

Merge pull request #22 from rjdemetra/develop
v2.1.0 - last improvements

2.0.0 - 2023-12-12

Changed

Merge pull request #12 from rjdemetra/develop
Merge pull request #11 from rjdemetra/main

1.0.0 - 2023-07-06

Added

New Jars