In pwsd(), m_hat was indexing the first insignificant lag of the correlation structure rather than the first significant lag prior to the consecutive run of insignificant lags.
pwsd() and plot.pwsd() now output significance bands that match rho_k_critical exactly. Prior to this, the significance bands on the correlogram output were generated using the plot.acf(ci = ) argument which led to misleading graphical representations of the implied hypothesis test’s critical value in the PWSD method.
In hhj(), sub_block_length has been changed to sub_sample to avoid confusion with the other tuning parameter, pilot_block_length
A new vignette has been included on tuning and diagnosing problematic output from the selection functions!
pwsd() now includes a new argument to override the implied hypothesis test by setting m_hat directly.
In pwsd(), rho.k.critical has been changed to snake case rho_k_critical in the $parameters matrix from output of class ‘pwsd’ objects from pwsd().
In hhj(), if subsample = is set directly it is now rounded to the nearest whole number.
plot.pwsd() now includes “darkmagenta” significance lines to match pwsd().
plot.pwsd() now explicitly includes an option to customize title with main = .
hhj() now includes a warning message if the supplied iteration limit n_iter is reached but still outputs an object of class ‘hhj.’