ecp 3.1.6 ============ Changes made since previous version * Removed examples with memory warnings. ecp 3.1.5 ============ Changes made since previous version * Fixed warning on RD file. ecp 3.1.4 ============ Changes made since previous version * Fixed warning on uninitialized variables. ecp 3.1.3 ============ Changes made since previous version * Corrected references. ecp 3.1.2 ============ Changes made since previous version * Updated compatibility with C++11. * Fixed bug where type int caused incorrect truncation of double values. ecp 3.1.1 ============ Changes made since previous version * Added function kcpa for kernel change point analysis. 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.