NEWS.md

In tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

tsqn News

tsqn 1.2.0 (2026-03-16)

Data and Documentation

• Added built-in dataset pm10 (1826 x 8) from dataset/pm10data.csv.
• Added dataset help page ?pm10.
• Added a new vignette in vignettes/pm10-example.Rmd showing robust covariance/correlation, robust ACF, and robust GPH estimation with pm10.

tsqn 1.1.0 (2026-03-16)

Performance

• Optimized corQn() and covQn() to reduce temporary allocations and redundant computations.
• Reworked corMatQn() and covMatQn() to cache per-column Qn scales and compute symmetric matrix entries once.
• Optimized robacf() internals to avoid repeated scale recomputation in multivariate settings.
• Reduced loop overhead in PerioMrob(), PerQn(), and GPH_estimate() while preserving formulas and returned values.

tsqn documentation built on March 17, 2026, 1:07 a.m.