NEWS.md

In timsac: Time Series Analysis and Control Package

timsac 1.3.8-4

• Fixed usage of KIND in Fortran file for warning reported in CRAN package check results.

timsac 1.3.8-3

• Specified all variable types explicitly instead of using implicit variable types.

timsac 1.3.8-2

• Fixed an issue with the S3 method that was reported as NOTE in the pre-test.

Defined method for S3 classes 'decomp' and 'specmx'.

timsac 1.3.8-1

• Collected legacy Fortran code (DCMPLX, DREAL, DIMAG, DCABS, DCONJG).

timsac 1.3.8

• Removed C wrapper functions and registered entry points for the routines accessed by the .Fortran interface to call Fortran subroutines.

• Fixed bugs in decomp() and mulmer().

• Added a ‘NEWS.md’ file.

timsac 1.3.7

• Removed arguments year and month, and changed the default value of period in decomp().

If attributes of the input time series are required, set the start time and frequency using ts() or tsp().

• Modified the plotting method for missing values in decomp().

timsac 1.3.6

• Fixed a bug in prdctr() for memory access issues with ASan.

• Added ‘src/init.c‘.

• Changed the names of C routines to be different from the function names in R.

timsac 1.3.5

• Fixed a bug in bsubst() for memory access issues with Valgrind.

timsac 1.3.4

• Fixed Fortran code according to the warning message when using gfortran with -Wall -pedantic.

timsac 1.3.3-2

• Changed explanation of value tdf and examples in decomp() help page.

timsac 1.3.3

• Fixed inst/doc/index.html according to the error message from the W3C Markup Validator Service.

timsac 1.3.2

• Fixed a bug in mulmar(). If max.order (upper limit of AR model order) is too large, output results will be incorrect. In such a case, max.order is changed to the appropriate value. (Reported by Jiri Baum.)

• Fixed bugs in armafit(), baysea(), bispec(), decomp(), mlomar(), mulmar() and perars() for memory access issues on Valgrind. (Reported by Brian Ripley.)

• Fixed a bug in simcon.c. (Reported by Kurt Hornik and Brian Ripley.)

timsac 1.3.1

• Corrected spelling error in Airpollution. (Reported by Vivek Rao.)

timsac 1.3.0

• Fixed array boundary dimensions (1) and (*) in Fortran source code.

• Removed armaimp(), lsar2(), ngsmth(), tsmooth(), tvvar(), tvar() and tvspc() functions. These functions have been added to the TSSS package.

• Deleted a document f77program.pdf in the doc directory.

timsac 1.2.8

• Added lsar2() function.

• Defined S3methods (print) for blocar(), mlocar(), nonst() and tvvar() classes.

• Changed argument name ord to subset in perars().

• Removed argument ar.order in tvspc().

• Added a document f77program.pdf to the doc directory.

• Fixed bugs in autoarmafit() and armafit(). Added an array CXY equivalent to CXX to subroutine SC0GRH in autarmf.f.

• Removed the default value for delta in tvvar() and tvar() functions.

• Fixed a bug in decomp(). If argument log is TRUE and there is a zero or negative number in input y, print an error message.

• Fixed a bug in mulcor(). In mulcor.c, the size of allocVector is not enough.

timsac 1.2.7

• Fixed a bug in mulmar() that did not work for certain types of data. (Reported by William Pleasant.)

timsac 1.2.6

• Added C wrapper functions for calling Fortran subroutines.

• Removed arguments tmp.file from autoarmafit(), armafit(), exsar(), markov(), mulmar() and unimar() functions.

• Changed the argument type of smt from single to double to use the C wrapper function in ngsmth().

• Fixed a bug in bsubst(). In the case of mtype = 3, argument nreg (number of regressors) of bsubst() is automatically set.

timsac 1.2.5

• Fixed a bug in markov(). Added new arguments nh to subroutines C0GR and NSUBX1 in markovf.f.

The following warnings were found in 00install.out (GNU Fortran (GCC) 4.7.0) : Warning: Rank mismatch in argument nh at (1) (rank-1 and scalar)

• Removed arguments param from FUNCTION UNIF and FUNCTION DBLEXP in ngsmthf.f.

The following warnings were found in 00install.out (GNU Fortran (GCC) 4.7.0) :

    Warning: Rank mismatch in argument 'param' at (1) (scalar and rank-1)

    Warning: Rank mismatch in argument 'param' at (1) (scalar and rank-1)

timsac 1.2.4

• Removed the value spec from tvar().

• Added tvspc() function.

• Fixed a bug that could cause abnormal termination of routine processing when argument trend.order to tvar() was set to 1. Fixed the dimension of array A in subroutine setcar in tvarf.f.

timsac 1.2.3

• Removed arguments ncon, nman and inw and added new arguments control and manip to fpec() and mulnos().

• Removed argument niv from mulfrf().

• Changed the allowed values of argument initd from {0,1,2} to {1,2,3} in ngsmth().

• Deleted C wrapper functions.

timsac 1.2.2

• Fixed a bug that could cause abnormal termination of routine processing when argument seasonal.order to decomp() was zero. (reported by Seisho Sato.) Fixed the dimension of working array D in subroutine smoth3.

• Set the default value for outlier to NULL in tvar().

• Added overview help page timsac-package.

timsac 1.2.1

• Changed argument imiss to miss.

• Added Details description to the help page for decomp().

timsac 1.2.0

• Added baysea() function.

• Added a new argument lag to canarm().

timsac 1.1.4

• Added a set of macros (F77_NAME(name), F77_CALL(name)) in all C source files (arma.c, auspec.c, ..., xsarma.c).

• Fixed a bug in fpec(). aperm(arcoef, c(2,3,1)) gives an error if z$ordermin = 1. (Reported by Seisho Sato.)

timsac 1.1.3

• Fixed a bug in blomar(). Added new arguments F1 and F2 to subroutine MNONSB in blomarf.f.

• Fixed a bug in mlomar(). Added new arguments X and U to subroutine MNONST in mlomarf.f.

timsac 1.1.2

• Added tsmooth() function.

timsac 1.1.1

• Changed the type of argument smt from double to single in ngsmth().

• Changed the function name from arma() to armaimp().

timsac 1.1.0

• Added arma(), tvvar(), tvar() and ngsmth() functions.

timsac 1.0.1

• Fixed a bug that occurred when decomp() did not take into account both seasonal components and trading day effects.

  In the following example, this problem occurs:

  data(Blsallfood)
  
  decomp(Blsallfood, seasonal.order=0)   # trade=FALSE (default)
  

(Reported by Makoto Kodama.)

timsac documentation built on Sept. 30, 2023, 5:06 p.m.