NEWS.md

In smeekes/bootUR: Bootstrap Unit Root Tests

Version 1.0.4

Miscellaneous

• Added RcppParallel cxxflags to makevars, needed for compatibility with Windows ARM64
• GitHub Actions added
• New package website

Version 1.0.3

Bug Fixes

• Removed the unused argument 'h_rs' from the documentation of the function chech_inputs() (CRAN note).

Version 1.0.2

Bug Fixes

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

Version 1.0.0

New Functionality

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

Bug Fixes

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

Version 0.5.0

New Functionality

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

Bug Fixes

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

Version 0.4.2

New Functionality

• Output slot added that stores te specifications of the tests.

Bug Fixes

• 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.

Version 0.4.1

New Functionality

• Parallel computing via the RcppParallel package replaces OpenMP.

Bug Fixes

• Fixed order_integration() to allow for all possible tests.

Version 0.3.0

New Functionality

• 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

Version 0.2.0

New Functionality

• 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.

Bug Fixes

• 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.

Version 0.1.0

First release; package available on CRAN.

smeekes/bootUR documentation built on Feb. 14, 2025, 11:31 a.m.