v2.1.1

rjd3filters 2.1.1

Installation

Source version

From GitHub

To install this release automatically, you can use the code from the README:

# install.packages("remotes")
remotes::install_github("rjdverse/[email protected]")

From R-Universe

install.packages("rjd3filters", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))

From file

• Download the file rjd3filters_1.3.2.tar.gz
• Install with the command line:

install.packages("rjd3filters_1.3.2.tar.gz", repos = NULL, type = "source")

Binary versions

• Download the binary version of the package related to your R version (so the file rjd3filters_1.3.2_R_X.X.X.zip with X.X.X your version of R):

# For example with R 4.2.3
temp_path <- file.path(tempdir(), "rjd3filters_2.1.1.zip")
download.file(
    url = "https://github.com/rjdverse/rjd3filters/releases/download/v2.1.1/rjd3filters_1.3.2_R_4.2.3.zip",
    destfile = temp_path
)
install.packages(temp_path, repos = NULL, type = "binary")

Updates

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.

v2.1.0

Merge pull request #22 from rjdemetra/develop

v2.1.0 - last improvements

v2.0.0

Merge pull request #12 from rjdemetra/develop

Merge pull request #11 from rjdemetra/main

v1.0.0

New Jars