From noreply at r-forge.r-project.org  Wed Jul 11 04:26:30 2012
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 11 Jul 2012 04:26:30 +0200 (CEST)
Subject: [Earlywarnings-commits] r7 - pkg/R
Message-ID: <20120711022630.B71D7181312@r-forge.r-project.org>

Author: vdakos
Date: 2012-07-11 04:26:28 +0200 (Wed, 11 Jul 2012)
New Revision: 7

Modified:
   pkg/R/bdstest_ews.R
Log:
update files

Modified: pkg/R/bdstest_ews.R
===================================================================
--- pkg/R/bdstest_ews.R	2012-04-14 10:59:52 UTC (rev 6)
+++ pkg/R/bdstest_ews.R	2012-07-11 02:26:28 UTC (rev 7)
@@ -1,6 +1,9 @@
 # BDS test Early Warning Signals
 # Author: Stephen R Carpenter, 22 Oct 2011
 # Modified by: Vasilis Dakos, January 1, 2012
+
+require('tseries')
+require('quadprog')
 
 # BDS test bootstrapped on a time series
 BDSboot <- function(X,varname,nboot,epsvec,emb) { # begin function


From noreply at r-forge.r-project.org  Wed Jul 11 04:27:08 2012
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed, 11 Jul 2012 04:27:08 +0200 (CEST)
Subject: [Earlywarnings-commits] r8 - pkg/man
Message-ID: <20120711022708.D3D40184313@r-forge.r-project.org>

Author: vdakos
Date: 2012-07-11 04:27:05 +0200 (Wed, 11 Jul 2012)
New Revision: 8

Modified:
   pkg/man/bdstest_ews.Rd
Log:
update files

Modified: pkg/man/bdstest_ews.Rd
===================================================================
--- pkg/man/bdstest_ews.Rd	2012-07-11 02:26:28 UTC (rev 7)
+++ pkg/man/bdstest_ews.Rd	2012-07-11 02:27:05 UTC (rev 8)
@@ -18,7 +18,7 @@
       
   \item{ARMAorder}{is the order of the \code{AR(p)} and \code{MA(q)} process to be fitted on the original timeseries. Default is \code{p=1} \code{q=0}.}
   
-    \item{GARCHorder}{is the order \code{n} of the \code{GARCH(p,q)} model to be fitted on the original timeseries.}
+    \item{GARCHorder}{fits a GARCH(0,1) model on the original timeseries.}
   
   \item{embdim}{is the embedding dimension (2, 3,... \code{embdim}) up to which the BDS test will be estimated (must be numeric). Default value is 3.}