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Releases: bfast2/strucchangeRcpp

Version 1.5-4-1.0.0

17 Oct 16:00
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  • Synchronised code with upstream strucchange 1.5-4.

  • Fix for the 'breaks' option not being fully honoured in breakpoints() if
    the option is numeric.

  • Replaced links in citations with DOIs (sync with upstream strucchange)

  • Debug symbols are now retained on macOS, increasing the binary size. Use
    R CMD INSTALL --strip to decrease the size if you need to keep size low.

Version 1.5-3-1.0.3

26 May 09:26
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Changes in Version 1.5-3-1.0.3

  • Fix for deprecation of digits = 0 in latest R version

Version 1.5-3-1.0.2

08 Apr 08:14
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Changes in Version 1.5-3-1.0.2

  • Lowered the required precision for tests of R.sq in summary.breakpoints().

Changes in Version 1.5-3-1.0.1

  • Fix for build failures on Solaris and other architectures.

Version 1.5-3-1.0.0

24 Mar 09:03
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Changes in Version 1.5-3-1.0.0

  • Initial release of the C++-optimised version of strucchange, strucchangeRcpp.
    The optimisations are enabled by default, use
    options(strucchange.use_armadillo = FALSE) to disable them.

  • Arguments of mefp.matrix and breakpoints.matrix now use obj as the name for
    X, to be consistent with the generics. Avoid positional arguments, as they
    differ per method.

  • breakpoints(): Added the ability to select the optimal number of breakpoints
    by LWZ or RSS via the argument breaks.

  • Added a function magnitude() for getting informaton about breakpoint
    magnitude using a variety of statistics.

  • Added the R² statistic of the model fit to summary.breakpoints() and
    summary.breakpointsfull(), available as an element r.squared.

  • breakpoints() called on a response with no variance returns no break instead of an error
    instead of an error.

  • Fixed a bug where efp() with h = 1 would create an invalid time series and
    fail with an error.