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New functions #24

Merged
merged 6 commits into from
May 2, 2024
Merged

New functions #24

merged 6 commits into from
May 2, 2024

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AQLT
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@AQLT AQLT commented May 2, 2024

Changed

  • cross_validation() function renamed to cve(), cross_validation() is now deprecated.

Added

  • New functions to compute functions to compute diagnostics and goodness of fit of filtered series: cross validation (cv()) and cross validate estimate (cve()), leave-one-out cross validation estimate (loocve), CP statistic (cp()) and Rice's T statistics (rt()).

  • New function confint_filter() to compute confidence intervals for filtered series.

  • New function is.finite_filters().

  • New parameter 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.

@palatej palatej merged commit 4f8da82 into rjdverse:develop May 2, 2024
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2 participants