Version 0.2.0
New Functionality
- Added parallel loops using OpenMP.
- Added functions order_integration() to determine the order of integration of each time series in a dataset. In addition mult_diff() is added to difference the time series accordingly to eliminate stochastic trends, and plot_order_integration() is added to plot the found orders of integration.
- Added function plot_missing_values() to give a visual representation of the pattern of missing values in the data.
Bug Fixes
- Fixed an incorrect warning in check_inputs() function which was given whenever NAs were present and S(W)B was used, even if the dataset remained balanced.
- Fixed bug in check_inputs() function that also set bootstrap to be performed individually in the presence of NAs even if S(W)B was not used.
- Fixed bug/incorrect warning in BSQTtest() that incorrectly added another 0 to argument q even if one was present already.
- Fixed possibility of taking a too fine grid for argument q in BSQTtest() leading to duplicates. Duplicates are now removed with a warning given.
- Fixed bug in SB where the last l observations were excluded from resampling.
- Fixed bug in S(W)B where too short vector with ADF residuals was used (supplemented with zeros) in bootstrap.
Version 0.1.0
First release; package available on CRAN.