21-Mar-11 * Changed call to FZERO in TQUANT to be compatible with Octave. [Suggested by Nir Krakauer.] 01-Dec-10 * Added support for multiple realizations (with contributions by Tim Mullen) * ARRES now returns the actual residuals of the AR model, not centered residuals as before 13-Jul-06 * Updated call of FZERO in TQUANT for compatibility with newer Matlab versions (tested with Matlab 7.2) 01-Jun-02: * The ARfit homepage has moved to www.gps.caltech.edu/~tapio/arfit/ 14-Oct-00: * Minor revision of the papers describing the algorithms. * Minor changes to some modules to improve error handling and warning messages. 06-Sep-00: * The ARfit homepage has moved to www.math.nyu.edu/~tapio/arfit/ 15-Apr-00: * Changed call of Matlab function FZERO in TQUANT to old format in order to ensure compatibility with Windows/Mac versions of Matlab. [Suggested by Vico Klump.] 10-Jan-00: * The two papers describing the algorithms implemented in ARfit have been extensively revised. * Confidence intervals are now based on Student's t distribution, no longer on the chi-squared distribution. 95% margins of error are returned instead of standard errors. * The regularization in ARQR has changed. * The margin of error for the period of a purely relaxatory mode with infinite period is now zero, not NaN as before. 17-Dec-99: * Renamed the demo-module from ARFIT to ARDEM. * Renamed the least squares estimation module from AR to ARFIT (in order to avoid conflicts with ar.m in the system identification toolbox). * Rewrote some of the help entries and annotations. * Changed output of ARCONF. The approximate confidence intervals are now returned as separate variables, no longer as imaginary parts of the parameter matrices. * The modification MSC of Schwarz's Bayesian Criterion for order selection is no longer supported. * Changed definition of the excitation (change affects only higher-order models). 12-Aug-98: * Fixed bug (in AR) that affected the computation of confidence intervals for the intercept vector. (The condition-improving scaling was not undone before the matrix Uinv was returned.) 02-Aug-98: * Fixed bug in ARSIM. (ARSIM did not simulate multivariate AR(1) processes correctly.) * Replaced DOT(a,b) by SUM(a.*b) because DOT(a,b) is neither part of older Matlab distributions nor part of Octave. Only ADJPH was affected by this change, which increases the portability of ARfit. * Forced dot_lam in ARMODE to be a column vector in order to ensure compatibility with Octave. * Removed (from AR) calls of the function LOWER in order to ensure compatibility with Octave. * Readability of the code has been improved. * All modules have been tested under Matlab 5. 06-Sep-97: * Release of ARfit version 2.0 with accelerated computation of order selection criteria.