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Packages NEWS and Updates

nortsTest 1.1.2 Date: 25/01/2024

Fixes:

• Minor bug fix with seed when running rp tests using parallel programming.
• Minor bug fix with seed when running bootstrap tests using parallel programming.

nortsTest 1.1.1 Date: 23/01/2024

Fixes:

• use cowplot package for the check_residuals plot function.
• Update rejection_rate and rejection_table functions to be more efficient.
• Increase time compilation checks for test-performance to 30s and test-basics to 15s.
• change the rp.sample function. It computes 2k projections and apply epp.statistic to odd projections and lobato.statistics to the even ones.

nortsTest 1.1.0 Date: 16/01/2024

Features:

• Add initial values as an argument to the Epps and Pulley test.
• Add the bivariate elbouch.test().
• Add the lobato-bootstrap.test().
• Add the epps-bootstrap.test().
• Add the jb-bootstrap.test().
• Add the shapiro-bootstrap.test().
• Add the cvm-bootstrap.test().
• Add unit testing for a better debug practices.

Fixes:

• Update documentation for Lobato, RP, Epps, and Vavra tests. Better description to the return value, having a similar formatting to the t.test() function.
• Update documentation for normal.test, seasonal.test, and uroot.test. Better description to the return value, having a similar formatting to the t.test() function.
• Fix the htest print method for the random projections test. The function does not print the average Epps and Lobato’s statistics.

Changes:

• Use Hochberg’s False discovery rate method as default to mix p.values, when applying the rp.test().
• Refactor the lobato.statistic() using less for loops.
• Refactor the epps.statistic() using less for loops.
• Speed up vavra.test() and rp.test() by replacing for loops with parallel vectorized computation.

nortsTest 1.0.3 Date: 12/06/2021

Features:

Changes:

Fixes:

• Fix documentation.
• Update p-values mixing method using a False discovery rates, and Benjamin and Yekutieli (2001) procedures.
• update the random projections procedure for the rp.test.

nortsTest 1.0.1 Date: 17/06/2021

Features:

• Add GPL-2 license.

Changes:

• False discovery rate set as default for the random projections test

• Change “NA %in$ y” to “anyNA(y)”

• use match.args() function for more flexibility

Fixes:

• Bug fix for the False discovery rate.

nortsTest 1.0.0 Date: 08/07/2020

Fixes:

• Bug fix for CRAN submission.

nortsTest 1.0.0 Date: 12/06/2020

Fixes:

• Bug fix for CRAN submission.

nortsTest 1.0.0 Date: 09/05/2020

Features:

• vavra.test() function for the Psaradakis and Vávra test.

• sieve.bootstrap() function for bootstrap sub-sample in stationary time series.

• vavra.sample() function for the Anderson Darling sample statistics for the Psaradakis and Vávra test.

• rp.test() function for the random projections test.

• rp.sample() function for the random projections statistics samples.

• random.projection() function to generate a random projection of a stationary process.

• gghist(), ggnorm(), ggacf() and ggpacf() function for visualization.

Improvements:

• epps.statistic() bug fixed.

• package documentation, errors, warnings and notes corrected.

Changes:

• plot.compare() function deleted

• epps.statistic() using the PoweR package deleted.

Fixes:

• The amoebam algorithm for epps.statistic() is corrected.

normality 0.0.1.000 Date: 12/03/2020

Features:

• normal.test() function with all the normality test available

• uroot.test() function with all the unit root test available

• seasonal.test() function with all the seasonal unit root test available

• arch.test() function with the arch effect test for stationarity

• check_plot() methods implemented for residual diagnostics visualization for lm, glm, ets, forecast, Arima, arima0, fgarch, HoltWinters, ts, and numeric classes

• check_residuals() methods implemented for residual diagnostics for lm, glm, ets, forecast, Arima, arima0, fgarch, HoltWinters, ts, and numeric classes

• the autoplot() methods are overloaded for plotting time series (ts) and multivariate (mts) classes

Improvements:

• lobato.test() is implemented as a htest method

• epps.test() is implemented as a htest method

Changes:

• LV.statistic() function change to lobato.statistic()

Fixes:

• The amoebam algorithm for Epps.statistic() is changed for the one implemented by the PoweR package

normality 0.0.1.000 Date: 23/10/2020

Features:

• Updated the epps.statistic function

• Updated the LV.statistic function

• Perform documentation and package description

normality 0.0.1.000 Date: 22/10/2020

Features:

• Package Repository created

• Discussion of the previous work and code homogeneity check README.md

• Incorporation of references and latex thesis algorithm

• Incorporation of the article structure

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.