quantspec 1.2-3 =============== o Fixed a bug related to rounding frequencies in ClippedFT. o Updated a test that should have caught the bug. o Added reference to Kley (2016) to package description. quantspec 1.2-2 =============== o Fixed a bug relating to matrix now also inheriting from array. o Updated author's email address. o Updated references throughout documentation. quantspec 1.2-1 =============== o Updated CITATION file as required by the JSS editor. o Updated vignette with editorial changes from JSS. o Updated references throughout documentation. quantspec 1.2-0 =============== MAJOR o Added functionality for the analysis of multiple time series. MINOR o Added plot function for LagOperator. o Fixed two typos in the computation of estimates for standard errors. quantspec 1.1-0 =============== MAJOR o Added functionality to do lag window estimation. MINOR o Fixed a wrong constant in the definition of the W1 kernel. o Fixed a tiny mistake in getLevels-QSpecQuantity. quantspec 1.0-3 =============== o Added spaces around = in some show commands. o Updated vignette to version that was accepted by the JSS. o Updated references in the technical documentation. quantspec 1.0-2 =============== o Reimplemented getSdNaive using Rcpp. o Moved the unit tests to tests/testthat, which is now recommended practice (cf. https://github.com/hadley/testthat). o Stylistically revised the vignette. quantspec 1.0-1 =============== o Fixed a mistake in QRegEstimator (in v1.0-0, the complex conjugate of the estimator was returned). o Fixed a mistake where 1 x 1 QuantileSD plots failed to be created. o Improved the vignette. quantspec 1.0-0 =============== OBJECT-ORIENTED DESIGN o The quantspec package was conceptually remodeled. It is now based on an object-oriented design. The implementation uses the S4 system. FUNCTIONALITY LARGELY EXTENDED; NOW INCLUDES o efficient computation of frequency representations based on (1) the clipped time series, (2) the quantile regression estimator in the harmonic linear model. o computation of the periodograms based on (1) and (2) o computation of smoothed periodograms; using different types of weights will yield estimatiors for (1) the Laplace or copula spectral density (2) the integrated Laplace or copula spectral density o simulation of (1) Laplace and copula spectral densities, (2) integrated Laplace and copula spectral densities, o a mechanism to generate block bootstrap replicates in the time domain and compute all the estimators from them. VIGNETTE o A vignette was added to the package. It contains a brief introduction to quantile-based spectral analysis, a description of the framework, a tutorial and two worked examples. quantspec 0.2 quantspec 0.1 ============= o Three functions to compute, smooth and plot the (quantile regression-based) Laplace periodograms and rank-based Laplace periodograms.