r-cran-strucchange 1.5-0-1 / usr / lib / R / site-library / strucchange / NEWS

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Changes in Version 1.5-0

  o Added new efpFunctional generators for conducting various types of
    structural change tests based on empirical fluctuation processes of class
    "gefp". In particular a (maximum) MOSUM functional was added as well
    as several functionals suitable for aggregation along categorical
    variables. The documentation for previously available functionals
    such as supLM() was also enhanced.
    
  o The new functionals mentioned above for assessing parameter instability
    along (ordered) categorical variables are catL2BB (unordered),
    ordL2BB and ordwmax (ordered). These are discussed in more detail in
    Merkle, Fan, and Zeileis (2013, Psychometrika).
    
  o Added a new default method for sctest(). This essentially just calls
    gefp(object, fit = NULL) and then (optionally) calls plot() and sctest()
    using the specified functional. However, several convenience options have
    been added, e.g., using the maximum likelihood information (rather than
    the outer product of gradients) for the covariance matrix or specifying
    the functional via a character string.

  o Documentation of the sctest() generic and its methods have been enhanced.
    Methods for "formula", "efp", and "Fstats" are suitable for assessing
    structural changes in linear regression models while the "default" and
    "gefp" methods (see above) are suitable for general parametric models.

  o Improved plot() method for gefp/efpFunctional to allow for more
    flexibility in boundary display. Rather than only boundary = TRUE) or
    FALSE one can now specify a list of graphical parameters, e.g.,
    boundary = list(col = "slategray", lty = 2).

  o Updated Depends/Imports in DESCRIPTION/NAMESPACE with new R CMD check
    requirements.


Changes in Version 1.4-7

  o plotProcess() function in "efpFunctional" objects now takes a
    boundary = TRUE argument by default which can be set to FALSE to
    suppress plotting of the boundary function.
    
  o Added a check (and a more intelligible warning) in the "formula"
    method of breakpoints() whether the 'breaks' argument supplied by
    the user is too large.


Changes in Version 1.4-6

  o Default recresid() can now also deal with regressors that do not
    vary across (small) subsamples.


Changes in Version 1.4-5

  o Further improvements in new recresid() default method.
    Now also works correctly if some coefficients are not identified
    on the initial subsamples in the recursion.
  
  o Resaved datasets to reduce storage requirements.

  o Fixed bug in breakpoints() for time series that contain NAs.


Changes in Version 1.4-4

  o Default recresid() method now tries to choose adaptively between
    using the faster updating formula and the slower full
    QR decomposition to yield numerically more stable results.
    In previous versions of the function the QR decomposition was
    used only in the first iteration.
  
  o Improvement in breakdates() computations.


Changes in Version 1.4-3

  o Speed-up in breakpoints() for the intercept-only case,
    i.e., breakpoints(y ~ 1).


Changes in Version 1.4-2

  o Improved time index computations in gefp().

  o Added replication notes in ?durab.
  

Changes in Version 1.4-1

  o efp(), Fstats(), and breakpoints() are now more cautios about using
    time series properties from the data and try to check whether any
    NAs were removed. In general, the functions will yield best results
    if all NA processing is done before calling them.
    
  o Better handling of time series properties for the boundaries in
    the examples of SP2001.


Changes in Version 1.4-0

  o added optional high performance computing support by means of the
    "foreach" package for the breakpoints() formula method. This can
    be leveraged to alleviate the computational burden in the dynamic
    programming approach. Simply register a parallel backend (e.g.,
    by means of "doMC" or "doSNOW") and call breakpoints() with
    additional argument hpc = "foreach".


Changes in Version 1.3-7

  o added optional start end end arguments to recresid().


Changes in Version 1.3-6

  o enhanced documentation for new Rd parser.


Changes in Version 1.3-5

  o added some further references to the vignette,
    and provide the associated .bib file in ~/inst/doc/.

  o removed \itemize in .Rd files for new R-devel

  
Changes in Version 1.3-4

  o fixed CITATION encoding
  
  o removed Z.sty dependency in vignette
  

Changes in Version 1.3-3

  o enhanced references in the vignette, CITATION and 
    man pages

  o fixed some outdated information in the vignette


Changes in Version 1.3-2

  o added new data set with bibliographic information about
    structural change publications


Changes in Version 1.3-1

  o renamed SP500 to SP2001 to avoid conflicts with MASS


Changes in Version 1.3-0

  o added NAMESPACE

  o improved dependency declaration in DESCRIPTION

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