version 2.0-12

DESCRIPTION

@@ -1,21 +1,20 @@
 Package: FGN
-Version: 2.0-11
-Date: 2013-04-11
-Title: Fractional Gaussian Noise and hyperbolic decay time series model
+Version: 2.0-12
+Date: 2014-05-15
+Title: Fractional Gaussian Noise and power law decay time series model
         fitting
 Author: A.I. McLeod and Justin Veenstra
 Maintainer: A.I. McLeod <aimcleod@uwo.ca>
-Depends: R (>= 2.1.0), ltsa, akima
-Description: Exact MLE and Whittle MLE estimation for various
-        hyperbolic decay time series models.
+Depends: R (>= 2.1.0)
+Imports: akima, ltsa
+Description: Exact MLE and Whittle MLE estimation for power law decay models.
 Classification/ACM: G.3, G.4, I.5.1
 Classification/MSC: 62M10, 91B84
-Imports: ltsa
 LazyLoad: yes
 LazyData: yes
 License: CC BY-NC-SA 3.0
 URL: http://www.stats.uwo.ca/faculty/aim
-Packaged: 2013-04-13 03:16:21 UTC; Aim
+Packaged: 2014-05-15 23:01:25 UTC; Aim
 NeedsCompilation: yes
 Repository: CRAN
-Date/Publication: 2013-04-13 06:54:26
+Date/Publication: 2014-05-16 07:33:31

MD5

@@ -1,6 +1,6 @@
-cb28d1eb38c894db9cbd77f2cdf19066 *DESCRIPTION
-e3c595c2cf411596b4abfdce4bfcd789 *NAMESPACE
-bbdf261659630d1896b67be196486ea5 *NEWS
+ce38c7cd37f55af73920cdccf04681f0 *DESCRIPTION
+6a8a4607027bd84cbcea6a0d595173ea *NAMESPACE
+862e90b040f3dcc4682e33000feeb281 *NEWS
 b834c996deb14ac0ba270e839cdd415f *R/ARToPacf.R
 cfb49e32b1bbe8aaf7d5c8a33cf46d6b *R/Boot.FitFGN.R
 e870fb2bd451cd03745e026240c577f2 *R/Boot.R
@@ -60,7 +60,7 @@ edf2ad5de4ea660c8d1b29ddecea419b *inst/doc/v23i05_table12.R
 13b2384fdf9804d4dca40935bc63fa5c *inst/doc/v23i05_table15b.R
 1c5073d9dd8bd443197ede3c5992054e *man/Boot.FitFGN.Rd
 a7e4c5cc4ef2b7bc69dceaa1f58fd093 *man/Boot.Rd
-69e88a25ed0bda5d7eee9eb01830cbdb *man/FGN-package.Rd
+762b1517e93bff6af4559b9b8ed0b83b *man/FGN-package.Rd
 c8243c44bd59fe7fba70f5ee744b44a2 *man/FitFGN.Rd
 65911d58148bbd61c8fa880550cae4e7 *man/FitRegressionFGN.Rd
 7af77ce4d328fbec6bcd37f5050b56b4 *man/GetFitFD.Rd
@@ -78,7 +78,6 @@ a7c72172395a8bd84c79249d8a06716d *man/LLPLS.Rd
 fc4bdba6e71a77174263d5a7ffd84479 *man/SeriesB.Rd
 453866911e9ba763331d9ac6039f789d *man/SimulateFD.Rd
 22a83d1503940bbe3495642531d808bb *man/SimulateFGN.Rd
-e3278c2d3c708788dbebf3797fec010a *man/WLoglikelihood.Rd
 7e680dbfc2c844bdb0215bf835edeb30 *man/acvfFD.Rd
 2f1de394855b3a0c5197096340b063f7 *man/acvfFGN.Rd
 4d8cb860dcaaf47d73f6a8251a10f927 *man/acvfPLA.Rd
@@ -95,8 +94,8 @@ e687cc9c8e11a577839eebb76c49efd0 *man/predict.FitFGN.Rd
 ccc078af00486b96516cb780b272fe97 *man/sdfPLA.Rd
 0dfe505b306b1e1cbd3ec2e94189a72c *man/sdfPLS.Rd
 a191b29ed46da52184fe8834c468b148 *man/sdfarma.Rd
-de3398fa8395c7024850c4975d5cf6cd *man/sdfhd.Rd
+2e5fe260270ee7a54384727b23d1d846 *man/sdfhd.Rd
 880cbcefc7461be5ccedbeb931ad1b29 *man/summary.FitFGN.Rd
 b1c51f3faa74346daf29cfe89f7d7cee *man/warfima.Rd
 d9cf118d94dfc5a2d09eeb47b1b7320b *src/Makevars
-0e0aca6610678156d51c2c44163b498c *src/tacf.c
+4e1a53545f0efa7a399bc94331dc6e2c *src/tacf.c

NAMESPACE

@@ -1,14 +1,15 @@
 useDynLib(FGN, shift_C, tacvfARMA_C, tacvfFDWN_C, tacfHD_C, tacfFGN_C)
 
 import("ltsa")
+import("akima")
 
 export(
 "acvfFGN", "acvfFD", "acvfPLA", "acvfPLS",
 "sdfFGN", "sdfFD", "sdfPLA", "sdfPLS",
 "LLFGN", "LLFD", "LLPLA", "LLPLS", 
 "GetFitFGN", "GetFitPLA", "GetFitFD", "GetFitPLS",
-"sdfarma", "sdfhd", "warfima", "WLoglikelihood",
-"earfima",  
+"sdfarma", "sdfhd", "warfima",
+"earfima", 
 "FitFGN",
 "Reimann",
 "Boot.FitFGN",

NEWS

@@ -1,3 +1,11 @@
+CHANGES IN 'FGN' VERSION 2.0-12 (2014-03-04)
+    o    fixed problem detected by valgrind, line 47 in tacvf.c 
+    o    imports ltsa, akima
+    o    fixed long lines in Rd files
+ CHANGES IN 'FGN' VERSION 2-13 (2013-04-17)
+    o    code improvements to earfima and warfima
+    o    tacvfhd included
+    o    vignettes for diagnostic checking FGN and PLA
 CHANGES IN 'FGN' VERSION 2.0-5 (2013-04-02)
     o    improved compatibility with FitAR and arfima 
 CHANGES IN 'FGN' VERSION 2.0-3 (2013-03-11)

man/FGN-package.Rd

@@ -15,8 +15,8 @@ Simulation and regression supported for FGN.
 	\tabular{ll}{
 	Package: \tab FGN\cr
 	Type: \tab Package\cr
-	Version: \tab 2.0-11\cr
-	Date: \tab 2013-04-11\cr
+	Version: \tab 2.0-12\cr
+	Date: \tab 2014-05-15\cr
 	License: \tab CC BY-NC-SA 3.0\cr
 	LazyLoad: \tab yes\cr
 	LazyData: \tab yes\cr

man/sdfhd.Rd

@@ -4,10 +4,12 @@
 
 \description{
 The spectral density function is evaluated at the Fourier frequencies, 
-2*pi*seq(from=1/n, to=1/2, by=1/n) for various types of hyperbolic decay time series models.
+2*pi*seq(from=1/n, to=1/2, by=1/n) for various types of hyperbolic decay 
+time series models.
 }
 \usage{
-sdfhd(n, alpha = 1, phi = numeric(0), theta = numeric(0), lmodel = c("FD", "FGN", "PLA", "NONE"))
+sdfhd(n, alpha = 1, phi = numeric(0), theta = numeric(0), 
+  lmodel = c("FD", "FGN", "PLA", "NONE"))
 }
 %- maybe also 'usage' for other objects documented here.
 \arguments{

src/tacf.c

@@ -44,7 +44,7 @@ void tacfFGN_C(double *H, int *maxlag, double *x) {
 	int i;
 	int ml = (int)(*maxlag);
 	double h2 = (double)(*H)*2;
-	double temp[ml+1];
+	double temp[ml+2];
 	x[0] = 1;
 	if(ml > 1) {
 		temp[0] = 0;