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ChangeLog
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ChangeLog
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2024-03-13 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.5-4:
* R/fracdiff.var: finally fix 'FIXME': se.ok
* tests/sim*: updates, searching for 'h' in fracdiff.var(.., h = *)
2022-10-18 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.5-2:
* src/fracdiff.h, src/fdcore.c: (S_fp) pointer *with* argument list [clang15 warnings].
2020-01-17 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.5-1; for CRAN 'Additional issues', fiddling w/
* tests/Valderio-ex.R: show all.equal(*, tol=0) only if "surprising"
2019-12-09 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Authors@R): using new format; ready for CRAN
* R/fd-methods.R (summary.fracdiff): renamed '$ coefficients' such
that 'coef()' works.
2019-12-09 Rob Hyndman <rob.hyndman@monash.edu>
* R/fracdiff.R, fd-methods.R (fracdiff): provide 'residuals()' and
'fitted'()' methods.
2018-09-10 Martin Maechler <maechler@stat.math.ethz.ch>
* R/diffseries.R (diffseries): Finally found bug in the fft() based
version {"forgotten" centering} and fixed it.
2018-09-06 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.5-0 (for new release with proper Imports)
2012-12-01 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.4-2
* R/fracdiff.R (fracdiff.sim): new argument 'start.innov' in order
to become even closer to arima.sim(). New arg 'backComp' which
should allow to get *the same* results are arima.sima().
2011-08-09 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.4-0
* R/fd-methods.R (summary.fracdiff): fix bug that gave wrong 'df'
* R/fracdiff.R (fracdiff): new 'trace' argument;
further: now return estimated sigma (of white noise).
* src/fdcore.c: -> verbose argument for iteration monitoring
* src/init.c: add (dll symbol) "registration", for implied consistency checking
* NAMESPACE: ditto
* src/*.[ch]: a bit of cleanup; no longer using global fd_min_fnorm
2011-04-29 Martin Maechler <maechler@stat.math.ethz.ch>
* src/fdcore.c: remove set but unused variables (R 2.14.0 on CRAN now warns).
2009-06-09 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.3-2, released to CRAN
2009-06-08 Martin Maechler <maechler@stat.math.ethz.ch>
* R/fracdiff.R (fracdiff): save *both* kind of warnings;
* R/fd-methods.R (print.fracdiff): print them
2009-05-07 Martin Maechler <maechler@stat.math.ethz.ch>
src/
* NAMESPACE: add namespace, "just for fun"
* R/fracdiff.R (fracdiff): first steps in *saving*
warning messages (from C calls).
2006-09-08 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Enhances): longmemo
2006-09-08 Martin Maechler <maechler@stat.math.ethz.ch>
* released 1.3-1 to CRAN
* tests/ex.R: update; use summary()
* tests/ex.Rout.save:
* R/fd-methods.R (summary.fracdiff): logLik + AIC (also in print).
2006-09-07 Martin Maechler <maechler@stat.math.ethz.ch>
* R/fd-methods.R (summary.fracdiff): also add summary(), print()
vcov() and logLik() methods for that.
* R/fracdiff.R (fracdiff.var):
* DESCRIPTION (Version): 1.3-1
* R/fracdiff.R (fracdiff): finally add *class* "fracdiff"
* src/Makevars: add missing FLIBS
* R/fd-methods.R (confint.fracdiff): new, based on
Spencer Graves' code (R-help, 23 Jul 2006)
* R/fd-methods.R: (print.fracdiff), etc; new; just a stub
* man/fd-methods.Rd: new.
2006-02-06 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.3-0 released to CRAN
2005-12-27 Martin Maechler <maechler@stat.math.ethz.ch>
* R/diffseries.R (diffseries): new functions from Valderio Reisen
* R/Sperio.R (Sperio):
2005-07-19 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.2-2
* R/fracdiff.R (fracdiff): use .C(), no longer .Fortran()
* src/fdcore.c (fracdf): dito
* Calling: update
* tests/sim-ex.R: if(FALSE) library(*, lib="..MM..")
2005-07-06 Martin Maechler <maechler@stat.math.ethz.ch>
* src/fdhess.c (hesspq_): move "inline" declarations to beginning
of loop: against warning "ISO C89 forbids mixed declarations and code"
2005-07-02 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.2-1
* src/fdsim.c (fdsim): finally found "off by 1" indexing bug
{introduced only in 1.1-2, two weeks ago} which accessed s[0]
and hence sometimes gave huge garbage initially.
* tests/sim-ex.R: new: for fracdiff.sim() bug search
now also a speed test.
2005-06-30 Martin Maechler <maechler@stat.math.ethz.ch>
* R/fracdiff.R (fracdiff.sim): add 'n.start', 'rand.gen', etc;
similar as in arima.sim.
NOTA BENE: changes the default fracdiff.sim() result as soon as
--------- p + q >= 1 !
2005-06-29 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.2-0 {never released}
* src/fdcore.c: using FD_EXTERNAL and including all the
``common block'' declarations:
* src/mach_comm.h: all these are new, and included by
* src/maux_comm.h: the *.c files that need them.
* src/tols_comm.h:
* src/gamm_comm.h:
* src/hess_comm.h:
* README: added several general notes
* R/fracdiff.R (fracdiff): .C("fdhpq"): 'x' is not neeeded
* src/fdcore.c (fdcom): move fdcom() {Common Block Initialization}
* src/fdhess.c (fdcom): from fdhess.c to fdcore.c
2005-06-17 Martin Maechler <maechler@stat.math.ethz.ch>
* src/Makevars : drop the non-portable "-O3 -Wall" flags
2005-06-17 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.1-2
* DESCRIPTION (Date): 2004-10-02 --- never released ---> now to CRAN
* tests/ex-Vinod.R: add the example that failed (memory error)
2004-10-02 Martin Maechler <maechler@stat.math.ethz.ch>
* R/fracdiff.R (fracdiff): new integer work array passed to C.
* src/fdcore.c (fracdf_): etc: new iw[] integer work array.
* README: explain the "cast" bug in pqopt_()'s call to lmder1_()...
* src/fracdiff.h: new for common declarations
2004-09-18 Martin Maechler <maechler@stat.math.ethz.ch>
* src/fdcore.c: now translated from fortran
* src/fdgam.c: using f2c, my "f2c-clean"
* src/fdhess.c: and lots of manual cleaning.
* src/fdmin.c:
* src/fdsim.c:
2004-04-29 Martin Maechler <maechler@stat.math.ethz.ch>
* R/fracdiff.R (fracdiff): make 'lenw' compatible to check in
src/fdcore.f; {also make "info = 1" message more informative}
* src/fdcore.f (fracdf): in the case of too small workspace,
return the desired size to R.
2004-01-12 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.1-1
* tests/ex.R: changed version; less precision - portable?
* tests/ex.Rout.save:
2004-01-07 Martin Maechler <maechler@stat.math.ethz.ch>
* man/fracdiff.Rd: explain `h' argument and its default;
now list all components in \value{}; also 'dtol':
* R/fracdiff.R: dtol < 0 now does work as the docs have always said.
* src/Makevars (PKG_LIBS): new; use BLAS_LIBS.
2003-12-29 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 1.1-0 -> released to CRAN
* tests/ex.R: new - first regression tests
* R/fracdiff.R (fracdiff): found *the* bug!! : use result$w !
* src/fdmin.f: declared all; checked with "implicit none"
* src/fdhess.f: <ditto>
* src/fdcore.f: <ditto>
* src/fdgam.f (d9lgmc): fixed typo: s/d9gmlc/d9lgmc/
checked all with "implicit none"
* DESCRIPTION (Maintainer): Martin Maechler (was ORPHANED)
* DESCRIPTION (License): GPL