NEWS

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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