rbbnp 0.3.0
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
- 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