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blocklength (development version)

blocklength 0.2.2

Minor Changes

  • The plot.nppi() function now returns an additional plot for JAB Pseudo Value Stability.

Bug Fixes

  • In nppi() there was an inconsistency in dimensionality between the jab_point_values and the jab_pseudo_values due to how NA values were handled. This is fixed such that both vectors will always have the same length.

blocklength 0.2.1

Minor Changes

  • The nppi() function now returns an additional item in the nppi object: jab_pseudo_values which include the ith MBJ pseudo-value used in the JAB variance estimator.

Bug Fixes

  • In nppi() there was an incorrect computation of the JAB variance estimator, which did use the ith MBJ pseudo-value in place of the the ith MBJ point value. This is now fixed.

blocklength 0.2.0

New features

  • A new function nppi() has been added to the package. This function estimates the optimal block-length using the non-parametric plug-in (NPPI) method of Lahiri, Furukawa, Lee, (2007).

  • A new S3 plot method plot.nppi() has been added to the package. This function outputs a diagnostic plot for JAB point values calculated from the above nppi() function.

blocklength 0.1.5

  • Minor adjustments to documentation per CRAN requests.

blocklength 0.1.4

Bug Fixes

  • In pwsd(), m_hat was indexing the first insignificant lag of the correlation structure rather than the first significant lag prior to the consecutive run of insignificant lags.

  • pwsd() and plot.pwsd() now output significance bands that match rho_k_critical exactly. Prior to this, the significance bands on the correlogram output were generated using the plot.acf(ci = ) argument which led to misleading graphical representations of the implied hypothesis test's critical value in the PWSD method.

  • In hhj(), sub_block_length has been changed to sub_sample to avoid confusion with the other tuning parameter, pilot_block_length

Minor Changes

  • A new vignette has been included on tuning and diagnosing problematic output from the selection functions!

  • pwsd() now includes a new argument to override the implied hypothesis test by setting m_hat directly.

  • In pwsd(), rho.k.critical has been changed to snake case rho_k_critical in the $parameters matrix from output of class 'pwsd' objects from pwsd().

  • In hhj(), if subsample = is set directly it is now rounded to the nearest whole number.

  • plot.pwsd() now includes "darkmagenta" significance lines to match pwsd().

  • plot.pwsd() now explicitly includes an option to customize title with main = .

  • hhj() now includes a warning message if the supplied iteration limit n_iter is reached but still outputs an object of class 'hhj.'

blocklength 0.1.3

  • This is the first submission accepted to CRAN
  • Minor changes to documentation and testing of examples

blocklength 0.1.0

  • This is the first submission of blocklength package.