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TSSS 1.3.4-5

• Fixed usage of KIND in Fortran file for warning reported in CRAN package check results.

• Specified all variable types explicitly instead of using implicit variable types.

TSSS 1.3.4-4

• Collected legacy Fortran code (DCMPLX, DREAL, DIMAG, DCABS, DCONJG).

TSSS 1.3.4-3

• Added error handling when lag is too large compared to as.integer(period/2) to lsqr().

TSSS 1.3.4-2

• Fixed the LTO (Link-Time Optimization) problems with Fortran source code reported in CRAN package check results.

• Fixed an issue with the S3 method that was reported as NOTE in the pre-test.

TSSS 1.3.4

• Removed C wrapper functions and registered entry points for the routines accessed by the .Fortran interface to call Fortran subroutines.

• URL: http://www.data.jma.go.jp/obd/stats/etrn/ moved to https://www.data.jma.go.jp/obd/stats/etrn/ in Rainfall.Rd and Temperature.Rd.

• Added a new argument log.base = c("e" (default), "10") to season().

• Added error handling when local span is too small compared to max.arorder to lsar().

• Added a ‘NEWS.md’ file.

TSSS 1.3.3

• Added a new argument period (period of one cycle) to lsqr().

• Added a new argument cov (covariance matrix of the smoother) to trend().

• Added a new argument llkhood (log-likelihood) to ngsmth().

• Fixed the number of frequencies for spectrum plots in lsar().

• Fixed a bug in tsmooth() where the value of esterr was not included in the return value.

• Changed grayscale gradient in pfilter() and pfilterNL() plots.

TSSS 1.3.2

• Added examples of pairs plots to the help pages for HAKUSAN and Haibara datasets.

• Fixed a bug in season() and changed the interpretation of argument period.

  In the case of period = 7, the data is daily (7 days a week) and not weekly.

• Corrected the source code of the Fortran subroutines FFARMA (armaftf.f) and FFSEAS (seasonf.f) to avoid runtime errors.

• Added error handling for missing data values to arfit(), armafit() and armafit2().

TSSS 1.3.1

• Exported functions (i.e., print.tvvar(), plot.tvvar() and plot.pfilter()) for an extension package TSSSomp using OpenMP.

• Removed the perspective plot from the output of ngsmth().

• Added the following references:

  • Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.

  • Kitagawa, G. (2020) Introduction to Time Series Modeling with R (in Japanese). Iwanami Publishing Company.

TSSS 1.3.0

• Added a new argument lag to period().

• Added pfilter() (Particle filtering and smoothing) and pfilterNL() (Particle filtering and nonlinear smoothing) functions.

• Added armafit2() function (Scalar ARMA model fitting: Estimate all ARMA models within the user-specified maximum order using maximum likelihood method).

• Added tsp attribute to all datasets.

• Added Haibara, Nikkei225 and Rainfall datasets.

• Added an example using Haibara dataset in crscor().

• Output the value of arcoef for each order of the AR model in arfit().

• Changed value of noisew of examples in ngsmth().

• Specified the allowed values for trend.order, seasonal.order, ar.order and period arguments in season().

• Added Note about frequency setting, i.e., for data with the tsp attribute, the frequency attribute has priority over the period argument in season().

• Changed the default value for lag from 10 to sqrt(n), where n is the length of the input time series.

• Changed the plot style of evolutionary power spectra in plot.tvspc().

• Changed the function name from armaimp() to armachar().

• Fixed a bug in subroutine istat3 (armafitf.f).

• Changed default values for wminmax in case of noisew = 2 (Pearson) and vminmax in case of noisev = 2 (Pearson) in ngsim().

TSSS 1.2.4

• Used the gammafn function provided by R instead of the DGAMMA function in the original Fortran source, because an error was found in TSSS-00install.out on r-patched-solaris-x86.

TSSS 1.2.3

• Changed to use the warning() function instead of the cat() function to print warning messages.

TSSS 1.2.2

• Fixed Fortran code for subroutine ARYULE (comsub.f) according to the warning message when using gfortran with -fpic -g -O2 -Wall -mtune=native.

TSSS 1.2.1

• Changed the implementation of the random number generator to Mersenne-Twister.

TSSS 1.2.0

• Fixed bugs in arfit(), ngsmth() and trend().

• Fixed Fortran code according to the warning message when using gfortran with -Wall -pedantic.

• Merged gdensty(), cdensty(), pdensty(), exdensty(), chi2densty(), dexdensty() and udensty() into pdfunc().

• Renamed lsar1() and lsar2() functions to lsar() and lsar.chgpt() respectively.

• Added S3 methods for class objects returned by functions.

• Added ‘src/init.c’.

TSSS 1.1.0

• Changed Sunspot dataset into a part of sunspot.year in R`s core datasets package.

• Corrected the tile of the HAKUSAN dataset.

TSSS 1.0.1

• Corrected ‘inst/doc/index.html’ according to the error message from the W3C Markup Validator Service.

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.