New function polynomial_matrix()
to create a matrix of polynomial terms.
New function mmsre_filter()
to compute the general Proietti and Luati (2008) filter with extension for non symmetric filters and with Timeliness criterion.
New parameter to confint_filter()
to specify if the variance should be estimated for each asymmetric filters (default) instead of using the variance associated the symmetric estimates.
filter()
correction when the length of the series equals the length of the filter.confint_filter()
uses by default a Student distribution instead of a Normal distribution.cross_validation()
function renamed to cve()
, cross_validation()
is now deprecated.cv()
) and cross validate estimate (cve()
), leave-one-out cross validation estimate (loocve
), CP statistic (cp()
) and Rice's T statistics (rt()
).confint_filter()
to compute confidence intervals for filtered series.is.finite_filters()
.zero_as_na
in cbind.moving_average
, boolean indicating if trealing and leading zeros added to have a matrix form should be replaced by NA
.