blocklength 0.1.4 2021-05-12

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 2021-02-25

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

blocklength 0.1.0 Unreleased

  • This is the first submission of blocklength package.