2022-10-18 Martin Maechler * DESCRIPTION (Version): 1.5-2: * src/fracdiff.h, src/fdcore.c: (S_fp) pointer *with* argument list [clang15 warnings]. 2020-01-17 Martin Maechler * DESCRIPTION (Version): 1.5-1; for CRAN 'Additional issues', fiddling w/ * tests/Valderio-ex.R: show all.equal(*, tol=0) only if "surprising" 2019-12-09 Martin Maechler * DESCRIPTION (Authors@R): using new format; ready for CRAN * R/fd-methods.R (summary.fracdiff): renamed '$ coefficients' such that 'coef()' works. 2019-12-09 Rob Hyndman * R/fracdiff.R, fd-methods.R (fracdiff): provide 'residuals()' and 'fitted'()' methods. 2018-09-10 Martin Maechler * R/diffseries.R (diffseries): Finally found bug in the fft() based version {"forgotten" centering} and fixed it. 2018-09-06 Martin Maechler * DESCRIPTION (Version): 1.5-0 (for new release with proper Imports) 2012-12-01 Martin Maechler * DESCRIPTION (Version): 1.4-2 * R/fracdiff.R (fracdiff.sim): new argument 'start.innov' in order to become even closer to arima.sim(). New arg 'backComp' which should allow to get *the same* results are arima.sima(). 2011-08-09 Martin Maechler * DESCRIPTION (Version): 1.4-0 * R/fd-methods.R (summary.fracdiff): fix bug that gave wrong 'df' * R/fracdiff.R (fracdiff): new 'trace' argument; further: now return estimated sigma (of white noise). * src/fdcore.c: -> verbose argument for iteration monitoring * src/init.c: add (dll symbol) "registration", for implied consistency checking * NAMESPACE: ditto * src/*.[ch]: a bit of cleanup; no longer using global fd_min_fnorm 2011-04-29 Martin Maechler * src/fdcore.c: remove set but unused variables (R 2.14.0 on CRAN now warns). 2009-06-09 Martin Maechler * DESCRIPTION (Version): 1.3-2, released to CRAN 2009-06-08 Martin Maechler * R/fracdiff.R (fracdiff): save *both* kind of warnings; * R/fd-methods.R (print.fracdiff): print them 2009-05-07 Martin Maechler src/ * NAMESPACE: add namespace, "just for fun" * R/fracdiff.R (fracdiff): first steps in *saving* warning messages (from C calls). 2006-09-08 Martin Maechler * DESCRIPTION (Enhances): longmemo 2006-09-08 Martin Maechler * released 1.3-1 to CRAN * tests/ex.R: update; use summary() * tests/ex.Rout.save: * R/fd-methods.R (summary.fracdiff): logLik + AIC (also in print). 2006-09-07 Martin Maechler * R/fd-methods.R (summary.fracdiff): also add summary(), print() vcov() and logLik() methods for that. * R/fracdiff.R (fracdiff.var): * DESCRIPTION (Version): 1.3-1 * R/fracdiff.R (fracdiff): finally add *class* "fracdiff" * src/Makevars: add missing FLIBS * R/fd-methods.R (confint.fracdiff): new, based on Spencer Graves' code (R-help, 23 Jul 2006) * R/fd-methods.R: (print.fracdiff), etc; new; just a stub * man/fd-methods.Rd: new. 2006-02-06 Martin Maechler * DESCRIPTION (Version): 1.3-0 released to CRAN 2005-12-27 Martin Maechler * R/diffseries.R (diffseries): new functions from Valderio Reisen * R/Sperio.R (Sperio): 2005-07-19 Martin Maechler * DESCRIPTION (Version): 1.2-2 * R/fracdiff.R (fracdiff): use .C(), no longer .Fortran() * src/fdcore.c (fracdf): dito * Calling: update * tests/sim-ex.R: if(FALSE) library(*, lib="..MM..") 2005-07-06 Martin Maechler * src/fdhess.c (hesspq_): move "inline" declarations to beginning of loop: against warning "ISO C89 forbids mixed declarations and code" 2005-07-02 Martin Maechler * DESCRIPTION (Version): 1.2-1 * src/fdsim.c (fdsim): finally found "off by 1" indexing bug {introduced only in 1.1-2, two weeks ago} which accessed s[0] and hence sometimes gave huge garbage initially. * tests/sim-ex.R: new: for fracdiff.sim() bug search now also a speed test. 2005-06-30 Martin Maechler * R/fracdiff.R (fracdiff.sim): add 'n.start', 'rand.gen', etc; similar as in arima.sim. NOTA BENE: changes the default fracdiff.sim() result as soon as --------- p + q >= 1 ! 2005-06-29 Martin Maechler * DESCRIPTION (Version): 1.2-0 {never released} * src/fdcore.c: using FD_EXTERNAL and including all the ``common block'' declarations: * src/mach_comm.h: all these are new, and included by * src/maux_comm.h: the *.c files that need them. * src/tols_comm.h: * src/gamm_comm.h: * src/hess_comm.h: * README: added several general notes * R/fracdiff.R (fracdiff): .C("fdhpq"): 'x' is not neeeded * src/fdcore.c (fdcom): move fdcom() {Common Block Initialization} * src/fdhess.c (fdcom): from fdhess.c to fdcore.c 2005-06-17 Martin Maechler * src/Makevars : drop the non-portable "-O3 -Wall" flags 2005-06-17 Martin Maechler * DESCRIPTION (Version): 1.1-2 * DESCRIPTION (Date): 2004-10-02 --- never released ---> now to CRAN * tests/ex-Vinod.R: add the example that failed (memory error) 2004-10-02 Martin Maechler * R/fracdiff.R (fracdiff): new integer work array passed to C. * src/fdcore.c (fracdf_): etc: new iw[] integer work array. * README: explain the "cast" bug in pqopt_()'s call to lmder1_()... * src/fracdiff.h: new for common declarations 2004-09-18 Martin Maechler * src/fdcore.c: now translated from fortran * src/fdgam.c: using f2c, my "f2c-clean" * src/fdhess.c: and lots of manual cleaning. * src/fdmin.c: * src/fdsim.c: 2004-04-29 Martin Maechler * R/fracdiff.R (fracdiff): make 'lenw' compatible to check in src/fdcore.f; {also make "info = 1" message more informative} * src/fdcore.f (fracdf): in the case of too small workspace, return the desired size to R. 2004-01-12 Martin Maechler * DESCRIPTION (Version): 1.1-1 * tests/ex.R: changed version; less precision - portable? * tests/ex.Rout.save: 2004-01-07 Martin Maechler * man/fracdiff.Rd: explain `h' argument and its default; now list all components in \value{}; also 'dtol': * R/fracdiff.R: dtol < 0 now does work as the docs have always said. * src/Makevars (PKG_LIBS): new; use BLAS_LIBS. 2003-12-29 Martin Maechler * DESCRIPTION (Version): 1.1-0 -> released to CRAN * tests/ex.R: new - first regression tests * R/fracdiff.R (fracdiff): found *the* bug!! : use result$w ! * src/fdmin.f: declared all; checked with "implicit none" * src/fdhess.f: * src/fdcore.f: * src/fdgam.f (d9lgmc): fixed typo: s/d9gmlc/d9lgmc/ checked all with "implicit none" * DESCRIPTION (Maintainer): Martin Maechler (was ORPHANED) * DESCRIPTION (License): GPL