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@tgouhier tgouhier released this 29 Apr 06:43
0.19.1
6281101

fixed

  • Fixed interpretation of phase differences in plot.biwavelet help file.

added

  • Added unit tests for approx 78% of the code.
  • Implemented a parallelized Monte Carlo simulation function wtc_sig_parallel which is 2 to 4 times faster on a 4-core CPU than the original wtc.sig. The speedup is noticeable on:
  • large simulations nrands >= 800
  • multiple simulations
  • multi-core systems with 4+ cores

However, parallelization involves a significant heat-up phase because all the workers need to be started and they need to load all the required packages. This will be addresses in future versions of biwavelet.

  • Added a speed-optimized version of convolve2D.
  • Replaced standard arima.sim function with a pair of functions get_minroots and ar1_ma0_sim. These functions are still implemented in R. We can reimplement them later in C.
  • Reimplemented \code{wt.bases morlet, paul and dog in C.
  • Removed unused function meshgrid.
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