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NEWS
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ecp 3.1.0
============
Changes made since previous version
* Fixed bugs and updated pruning step.
ecp 3.0.0
============
Changes made since previous version
* Added a new function ks.cp3o. This is a new way to perform change point analysis.
It uses dynamic programming and pruning in order to obtain change point estimates. It uses the Kolmogorov-Smirnov statistic as goodness-of-fit measure.
ecp 2.0.0
============
Changes made since previous version
* Added a new function e.cp3o. This is a new way to perform change point analysis.
It uses dynamic programming and pruning in order to obtain change point estimates. It uses the E-statistic as goodness-of-fit measure.
ecp 1.6.2
============
Changes made since previous version
* Updated citation information and added vignette.
ecp 1.6.1
============
Changes made since previous version
* Changed name of list element returned by e.agglo. Instead of opt it is now estimates.
This is so that its behaviour more closely resembles that of e.divisive.
ecp 1.6.0
============
Changes made since previous version
* Removed the potential for the permutation test to terminate early.
This was causing memory issues, and will be brought back once these
issues have been resolved.
ecp 1.5.6
============
Changes made since previous version
* Fixed issue with examples taking too long to run when installing package.
ecp 1.5.5
============
Change made since previous version
* The DJIA dataset now includes the univariate market index, as well as the multivariate time series created by the DOW30 companies. Kraft is not included in the multivariate series.
* The list elements in the DJIA dataset are now named; "date", "index", and "market". The "index" component used to be named "returns". The "market" component contains the multivariate time series.
ecp 1.5.4
============
Changes made since previous version
* Some of the components of the list returned by both methods have been renamed.
* The member argument for e.agglo now has a default value.
* Fixed issue with the e.agglo penalty argument.
* The penalty argument for e.agglo now accepts a function that depends only on the change point locations.
* Both the e.agglo and e.divisive methods now also return the estimated membership vector.
* The e.divisive method now also returns a vector containing the number of permutations performed at each stage of the sequential testing procedure.
* The STPP dataset has been removed from the package.
ecp 1.5.3
============
Changes made since previous version
* The agglomerative procedure now includes an argument for a penalty term.
* New permutation test implementation. The new version is based on the method of Gandy (2009), and R
now is the maximum number of permutations to perform.
* Added 2 additional arguments to the e.divisive() method. These arguments are necessary to implement the
updated permutation test.
* Function argument names now adhere to standard R naming conventions.
* Names of returned list components now adhere to standard R naming convention.
* In the list returned by the e.divisive() method, the list component has been renamed estimates.
* Updated documentation.
ecp 1.5.2
============
Changes made since previous version
* Reordered the argument list for the e.agglo() method. The call is now e.agglo(data, member, alpha=1).
* In the list returned by the e.agglo() method, the gof component
has been renamed fit.