quantspec 1.2-2
===============

 o  Fixed a bug relating to matrix now also inheriting from array.
 o  Updated author's email address.
 o  Updated references throughout documentation.


quantspec 1.2-1
===============

 o  Updated CITATION file as required by the JSS editor.
 o  Updated vignette with editorial changes from JSS. 
 o  Updated references throughout documentation.


quantspec 1.2-0
===============

MAJOR

 o  Added functionality for the analysis of multiple time series.

MINOR 

 o  Added plot function for LagOperator.
 o  Fixed two typos in the computation of estimates for standard errors.


quantspec 1.1-0
===============

MAJOR

 o  Added functionality to do lag window estimation.

MINOR 

 o  Fixed a wrong constant in the definition of the W1 kernel.
 o  Fixed a tiny mistake in getLevels-QSpecQuantity.


quantspec 1.0-3
===============

 o  Added spaces around = in some show commands.
 o  Updated vignette to version that was accepted by the JSS.
 o  Updated references in the technical documentation.


quantspec 1.0-2
===============

 o  Reimplemented getSdNaive using Rcpp.
 o  Moved the unit tests to tests/testthat, which is now recommended practice
 	(cf. https://github.com/hadley/testthat).
 o  Stylistically revised the vignette.


quantspec 1.0-1
===============

 o  Fixed a mistake in QRegEstimator (in v1.0-0, the complex conjugate of
    the estimator was returned).
 o  Fixed a mistake where 1 x 1 QuantileSD plots failed to be created.
 o  Improved the vignette.


quantspec 1.0-0
===============

OBJECT-ORIENTED DESIGN

 o The quantspec package was conceptually remodeled. It is now based on an
   object-oriented design. The implementation uses the S4 system.

FUNCTIONALITY LARGELY EXTENDED; NOW INCLUDES

 o efficient computation of frequency representations based on
   (1) the clipped time series,
   (2) the quantile regression estimator in the harmonic linear model.

 o computation of the periodograms based on (1) and (2)

 o computation of smoothed periodograms; using different types of weights
   will yield estimatiors for
   (1) the Laplace or copula spectral density
   (2) the integrated Laplace or copula spectral density

 o simulation of
   (1) Laplace and copula spectral densities,
   (2) integrated Laplace and copula spectral densities,

 o a mechanism to generate block bootstrap replicates in the time domain and
   compute all the estimators from them.

VIGNETTE

 o A vignette was added to the package. It contains a brief introduction to
   quantile-based spectral analysis, a description of the framework,
   a tutorial and two worked examples.


quantspec 0.2
quantspec 0.1
=============

 o Three functions to compute, smooth and plot the (quantile regression-based)
   Laplace periodograms and rank-based Laplace periodograms.
