1Changes in Version 1.5-2
2
3  o Added lrvar = FALSE argument to efp() so that optionally a long-run variance
4    estimator (Andrews or Newey-West) instead of the standard OLS estimator can
5    be used for the error variance.
6
7  o Added vcov. = NULL argument to efp() so that optionally other covariance
8    matrix estimators can be plugged into RE and ME tests (e.g., sandwich(),
9    kernHAC(), NeweyWest(), etc.).
10
11  o The default recresid() gained an argument qr.tol = 1e-7 which allows to
12    pass another tolerance to lm.fit() for detecting linear dependencies in
13    (small) subsamples. Furthermore, an argument engine = c("R", "C") has been
14    added along with an alternative faster C implementation.
15
16  o The formula method of breakpoints() now passes ... to recresid(), e.g., for
17    the qr.tol and engine arguments above.
18
19  o The breaks argument of the breakpoints() formula argument is now checked
20    to be at least 1.
21
22  o breakpoints(..., hpc = "foreach") now also works if the "foreach" package
23    is not attached.
24
25  o Improved support for formulas like 'y ~ .' in efp(), Fstats(), and
26    breakpoints(). (Suggested by Matthieu Stigler.)
27
28  o Bug fix in gefp(..., decorrelate = FALSE). Scaling is done with the square
29    root of the diagnoal of the variance - as opposed to the diagonal of the
30    square root of the variance. (Reported by Dries Debeer.)
31
32
33Changes in Version 1.5-1
34
35  o ordL2BB() now uses a direct simulation method based on mvtnorm::rmvnorm()
36    which is much faster, making the computation of p values and critical values
37    for the ordinal maxLM statistic much faster and feasible "on the fly".
38
39  o Reduced number of significant digits in breakpoints summary to
40    getOption("digits") - 3.
41
42  o Reference output updated for recent versions of R.
43
44
45Changes in Version 1.5-0
46
47  o Added new efpFunctional generators for conducting various types of
48    structural change tests based on empirical fluctuation processes of class
49    "gefp". In particular a (maximum) MOSUM functional was added as well
50    as several functionals suitable for aggregation along categorical
51    variables. The documentation for previously available functionals
52    such as supLM() was also enhanced.
53
54  o The new functionals mentioned above for assessing parameter instability
55    along (ordered) categorical variables are catL2BB (unordered),
56    ordL2BB and ordwmax (ordered). These are discussed in more detail in
57    Merkle, Fan, and Zeileis (2013, Psychometrika).
58
59  o Added a new default method for sctest(). This essentially just calls
60    gefp(object, fit = NULL) and then (optionally) calls plot() and sctest()
61    using the specified functional. However, several convenience options have
62    been added, e.g., using the maximum likelihood information (rather than
63    the outer product of gradients) for the covariance matrix or specifying
64    the functional via a character string.
65
66  o Documentation of the sctest() generic and its methods have been enhanced.
67    Methods for "formula", "efp", and "Fstats" are suitable for assessing
68    structural changes in linear regression models while the "default" and
69    "gefp" methods (see above) are suitable for general parametric models.
70
71  o Improved plot() method for gefp/efpFunctional to allow for more
72    flexibility in boundary display. Rather than only boundary = TRUE) or
73    FALSE one can now specify a list of graphical parameters, e.g.,
74    boundary = list(col = "slategray", lty = 2).
75
76  o Updated Depends/Imports in DESCRIPTION/NAMESPACE with new R CMD check
77    requirements.
78
79
80Changes in Version 1.4-7
81
82  o plotProcess() function in "efpFunctional" objects now takes a
83    boundary = TRUE argument by default which can be set to FALSE to
84    suppress plotting of the boundary function.
85
86  o Added a check (and a more intelligible warning) in the "formula"
87    method of breakpoints() whether the 'breaks' argument supplied by
88    the user is too large.
89
90
91Changes in Version 1.4-6
92
93  o Default recresid() can now also deal with regressors that do not
94    vary across (small) subsamples.
95
96
97Changes in Version 1.4-5
98
99  o Further improvements in new recresid() default method.
100    Now also works correctly if some coefficients are not identified
101    on the initial subsamples in the recursion.
102
103  o Resaved datasets to reduce storage requirements.
104
105  o Fixed bug in breakpoints() for time series that contain NAs.
106
107
108Changes in Version 1.4-4
109
110  o Default recresid() method now tries to choose adaptively between
111    using the faster updating formula and the slower full
112    QR decomposition to yield numerically more stable results.
113    In previous versions of the function the QR decomposition was
114    used only in the first iteration.
115
116  o Improvement in breakdates() computations.
117
118
119Changes in Version 1.4-3
120
121  o Speed-up in breakpoints() for the intercept-only case,
122    i.e., breakpoints(y ~ 1).
123
124
125Changes in Version 1.4-2
126
127  o Improved time index computations in gefp().
128
129  o Added replication notes in ?durab.
130
131
132Changes in Version 1.4-1
133
134  o efp(), Fstats(), and breakpoints() are now more cautios about using
135    time series properties from the data and try to check whether any
136    NAs were removed. In general, the functions will yield best results
137    if all NA processing is done before calling them.
138
139  o Better handling of time series properties for the boundaries in
140    the examples of SP2001.
141
142
143Changes in Version 1.4-0
144
145  o added optional high performance computing support by means of the
146    "foreach" package for the breakpoints() formula method. This can
147    be leveraged to alleviate the computational burden in the dynamic
148    programming approach. Simply register a parallel backend (e.g.,
149    by means of "doMC" or "doSNOW") and call breakpoints() with
150    additional argument hpc = "foreach".
151
152
153Changes in Version 1.3-7
154
155  o added optional start end end arguments to recresid().
156
157
158Changes in Version 1.3-6
159
160  o enhanced documentation for new Rd parser.
161
162
163Changes in Version 1.3-5
164
165  o added some further references to the vignette,
166    and provide the associated .bib file in ~/inst/doc/.
167
168  o removed \itemize in .Rd files for new R-devel
169
170
171Changes in Version 1.3-4
172
173  o fixed CITATION encoding
174
175  o removed Z.sty dependency in vignette
176
177
178Changes in Version 1.3-3
179
180  o enhanced references in the vignette, CITATION and
181    man pages
182
183  o fixed some outdated information in the vignette
184
185
186Changes in Version 1.3-2
187
188  o added new data set with bibliographic information about
189    structural change publications
190
191
192Changes in Version 1.3-1
193
194  o renamed SP500 to SP2001 to avoid conflicts with MASS
195
196
197Changes in Version 1.3-0
198
199  o added NAMESPACE
200
201  o improved dependency declaration in DESCRIPTION
202