NEWS.md

In nortsTest: Assessing Normality of Stationary Process

Packages NEWS and Updates

nortsTest 1.0.3 Date: 12/06/2021

Features:

Changes:

Fixes:

• Fix documentation.
• Update p-values mixing method using a False discovery rates, and Benjamin and Yekuteli (2001) procedures.
• update the random projections procedure for the rp.test.

nortsTest 1.0.1 Date: 17/06/2021

Features:

• Add GPL-2 license.

Changes:

• False discovery rate set as default for the random projections test

• Change "NA %in$ y" to "anyNA(y)"

• use match.args() function for more flexibility

Fixes:

• Bug fix for the False discovery rate.

nortsTest 1.0.0 Date: 08/07/2020

Fixes:

• Bug fix for CRAN submission.

nortsTest 1.0.0 Date: 12/06/2020

Fixes:

• Bug fix for CRAN submission.

nortsTest 1.0.0 Date: 09/05/2020

Features:

• vavra.test() function for the Psaradaki and Vavra test.

• sieve.bootstrap() function for bootstrap sub-sample in stationary time series.

• vavra.sample() function for the Anderson Darling sample statistics for the Psaradaki and Vavra test.

• rp.test() function for the random projections test.

• rp.sample() function for the random projections statistics samples.

• random.projection() function to generate a random projection of a stationary process.

• gghist(), ggnorm(), ggacf() and ggpacf() function for visualization.

Improvements:

• epps.statistic() bug fixed.

• package documentation, errors, warnings and notes corrected.

Changes:

• plot.compare() function deleted

• epps.statistic() using the poweR package deleted.

Fixes:

• The amoebam algorithm for epps.statistc() is corrected.

normality 0.0.1.000 Date: 12/03/2020

Features:

• normal.test() function with all the normality test available

• uroot.test() function with all the unit root test available

• seasonal.test() function with all the seasonal unit root test available

• arch.test() function with the arch effect test for stationarity

• check_plot() methods implemented for residual diagnostics visualization for lm, glm, ets, forecast, Arima, arima0, fgarch, HoltWinters, ts, and numeric classes

• check_residuals() methods implemented for residual diagnostics for lm, glm, ets, forecast, Arima, arima0, fgarch, HoltWinters, ts, and numeric classes

• the autoplot() methods are overloaded for plotting time series (ts) and multivariate (mts) classes

Improvements:

• lobato.test() is implemented as a htest method

• epps.test() is implemented as a htest method

Changes:

• LV.statistic() function change to lobato.statistic()

Fixes:

• The amoebam algorithm for Epps.statistc() is changed for the one implemented by the PoweR package

normality 0.0.1.000 Date: 23/10/2020

Features:

• Updated the epps.statistic function

• Updated the LV.statistic function

• Perform documentation and package description

normality 0.0.1.000 Date: 22/10/2020

Features:

• Package Repository created

• Discussion of the previous work and code homogeneity check README.md

• Incorporation of references and latex thesis algorithm

• Incorporation of the article structure

nortsTest documentation built on Aug. 16, 2021, 5:06 p.m.