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NEWS
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v0.4.0:
- Changes the package license from GPL to MIT
v0.3.2:
- Updates documentation
- Tweaks implementation of DMW to reduce external function calls.
v0.3.1:
- Fixed some typos in rvar and moved files around in the directory
- Unpacked code from noweb document and moved to a more traditional package
layout.
v0.3.0:
- Reworded the titles of some of the package files to reflect that
it's a stand alone document now.
- Added the stationary bootstrap.
- Fixed a bug in centering the mixedbootstrap.
- Added a convenience wrapper to the DMW OOS t-test
- Added critical values for McCracken's (2007) oos-t
- Added support for asymmetric two-sided testing in StepM (as in
Calhoun 2011)
- Gave users the option of estimating pi or setting it tin Inf in
mixedwindow.
v0.2.2:
- Fixed a bug in the Makefile dependency
v0.2.1:
- Fixed a bug in mixedbootstrap that causes it to return all NULL entries.
- Changed mixedwindow to use pi = Inf instead of the estimated value
- Updated code to simulate from VARs
- Fixed dmw_lambda so that it works with pi = 0 or Inf
v0.2.0:
This is the first version that I'm going to start trying to care about
things like a "NEWS" file, decent log messages when I commit, etc.
The version number is somewhat arbitrary.