complex v1.0.0 (Release data: 2024-04-09)
Changes:
* Added pseudo- (or "direct") variance, covariance and correlation, cvar, ccov and ccor functions respectively.
* Implemented direct (pseudo) ACF via cacf() and partial CACF via pcacf().
* clm() - complex linear model for complex regression models.
* complex2mat() and complex2vec() functions for switching between complex variables and matrices/vectors.
* mat2complex() and vec2complex() functions to reverse what the previous two do.
* vcov(), confint() and summary() for clm class.
* covar() function to produce covariance matrix from a random complex variable.
* predict.clm() with proper prediction and confidence intervals and plot.predict.clm().
* Likelihood estimation in clm().
* direct/conjugate moments in cvar() et al.
* cplot() to produce scatterplots of complex variables.
* cplot() with which=2, which now produces scatterplot for variables based on MDS.
* ccor() now also does MDS if needed.
* cacf() with MDS and Pearson's correlation.
* Complex Normal distribution as a wrapper of a bivariate Normal one, using mvtnorm package.
* sigma() now returns an object based on the provided type. This includes direct, conjugate and covariance matrix.
* vcov() now returns direct or conjugate covariance matrices, or the proper covariance matrix (based on covariance matrix of the error term).
* cacf() and pacf() now also return critical values of correlations (non-rejection region), the width of which is regulated via level parameter. These are based on the Student's t distribution.
* clm() now supports log() etc in the formula. Interraction effects are still wrong.
* orders in clm(), allowing to specify ARIMA(p,d,q) orders. Curently only ARIMA(p,d,0) is supported.
* cARIMA(p,d,q) is now available.
* cscale() and cdescale() functions to scale real and imaginary parts of a complex variable.
* clog() and cexp() functions to take logarithms and power of separate real and imaginary parts of a complex variable and then merge the result in another complex variable.
complex v0.0.1 (Release data: 2019-07-01)
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This is the initial release of the package. At the moment, we only have CAR function.