NEWS
rbbnp 0.3.0 (2025-04-30)
Major Improvements
- Added automatic bandwidth selection using cross-validation or Silverman's rule of thumb
- Improved performance of
get_est_Ar() function by approximately 50%, significantly accelerating main function execution time
- Improved code structure with centralized configuration management
- Added unit tests
New Features
- Implemented automatic bandwidth selection with two methods:
- Cross-validation (
h_method = "cv") for optimal accuracy
- Silverman's rule of thumb (
h_method = "silverman") for faster computation
- Added
create_biasBound_config() function for centralized configuration management
- Added
create_kernel_functions() factory for flexible kernel function creation
- Changed default bandwidth parameter
h to NULL to enable automatic selection
Performance Optimization
- Optimized
get_est_Ar() function by:
- Precomputing
avg_phi_log values for all frequencies
- Enhancing the optimization algorithm for determining smoothness parameters
- Increased default resolution for kernel function approximation
Bug Fixes and Edge Case Handling
- Modified
get_sigma() and get_sigma_yx() to handle negative density estimates by returning 0 instead of NaN
- Enhanced
get_conditional_var() to ensure non-negative variance estimates
- Fixed
sinc() function to properly handle x = 0 cases
- Improved handling of NA values in Fourier transform calculations
Documentation
- Updated examples to demonstrate automatic bandwidth selection
- Improved parameter descriptions throughout the package