NEWS.md
In bootUR: Bootstrap Unit Root Tests

Fixed the CRAN check Additional Issues LTO warnings by avoiding the use of arma::cube in C++ code.

Updated citation and references to incorporate Journal of Statistical Software publication.

Fixed the error in boot_panel() when not performing union.

Output slots added that store the details of the tests such as individual test statistics and selected lag lengths.
Removed the deprecated test names.

Fixed the error in order_of_integration() with boot_ur() test applied to single time series.

Output slot added that stores te specifications of the tests.

Visually differentiated test print output by making the name reflect the most important specifications.
Forced normalisation of the signs of the eigenvectors calculated for DWB to ensure reproducability of results across OSes.

Parallel computing via the RcppParallel package replaces OpenMP.

Fixed order_integration() to allow for all possible tests.

Added new functions boot_adf(), boot_ur(), boot_frd(), boot_sqt() and boot_panel() that replace the old functions boot_df(), iADFtest(), bFDRtest(), BQSTtest() and paneltest(). The old functions are still available in the package as deprecated functions.
For additional clarity, new arguments names are used in the new functions.
New adf() function added which implements the standard, non-bootstrap, augmented Dickey-Fuller (ADF) test

Added parallel loops using OpenMP.
Added functions order_integration() to determine the order of integration of each time series in a dataset. In addition mult_diff() is added to difference the time series accordingly to eliminate stochastic trends, and plot_order_integration() is added to plot the found orders of integration.
Added function plot_missing_values() to give a visual representation of the pattern of missing values in the data.

Fixed an incorrect warning in check_inputs() function which was given whenever NAs were present and S(W)B was used, even if the dataset remained balanced.
Fixed bug in check_inputs() function that also set bootstrap to be performed individually in the presence of NAs even if S(W)B was not used.
Fixed bug/incorrect warning in BSQTtest() that incorrectly added another 0 to argument q even if one was present already.
Fixed possibility of taking a too fine grid for argument q in BSQTtest() leading to duplicates. Duplicates are now removed with a warning given.
Fixed bug in SB where the last l observations were excluded from resampling.
Fixed bug in S(W)B where too short vector with ADF residuals was used (supplemented with zeros) in bootstrap.

First release; package available on CRAN.

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bootUR documentation built on May 31, 2023, 9:15 p.m.

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