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DCSmooth 1.1.2

• Parallelization for DCS procedure added.
• Bandwidth selection of derivative estimation improved.
• Additional argument “trim” in surface.dcs for trimming the boundaries of the plot.
• Data sets “returns.alv”, “returns.bmw”, “volumes.alv”, “volumes.bmw” added.
• Bugs in estimation of derivatives (“KR” and “LP”) corrected and corresponding error model are fixed.
• Default value in IPI_options$infl_par set to (2,1) for local polynomial regression.

DCSmooth 1.1.0

• Estimation of variance model revised.
• set.options takes argument var_model = c(“iid”, “sarma_HR”, “sarma_sep”, “sarma_RSS”, “sfarima_RSS”) instead of var_est. However, var_est is still available for downstream compatibility, with the old identifiers.
• The notation “QARMA” and “SARMA” has been unified to “SARMA” for all spatial ARMA models.
• Functions qarma.est(), qarma.sim() have been replaced by sarma.est() and sarma.sim(). They are still available and link to the new functions.
• Added summary and print methods for classes “sarma” and “sfarima”.
• Output “var_est” of dcs() contains now the complete estimation of error terms of class “sarma” or “sfarima”.
• Arguments “model_order” and “order_max” controlling the orders of the variance models are now passed to “set.options()” as additional arguments in the functions ellipsis.
• Functions “kernel.assign()” and “kernel.list()” have been added.
• New datasets “wind.nunn”, “wind.yuma”, “sun.nunn”, “sun.yuma”, “returns.alv”, “returns.bmw”, “returns.sie”, “volumes.alv”, “volumes.bmw”, “volumes.sie” added.
• Test for stationarity of SARMA models fixed.

DCSmooth 1.0.3

• New datasets “temp.nunn” and “temp.yuma” added.
• Estimation for error terms modeled after separable SARMA included.

DCSmooth 1.0.2

• Functions for estimation and simulation of SFARIMA(p, q, d) added.

DCSmooth 1.0.1

• Estimation for SFARIMA errors is now with ML estimation

DCSmooth 1.0.0

First release version * Estimation under SFARIMA errors (with set.options(var_est = "lm")) is only in experimental state.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.