NEWS.md
The argument dT in all functions is replaced by dt.
*_fit() functions have a completely different argument signature: function(dX, dT, Tz, var_calc = TRUE) -> function(dX, dt, drift, vcov = TRUE) In particular, the Toeplitz object Tz can no longer be supplied, one can now choose the type of drift, and var_calc is renamed to vcov.
Model objects (fbm_model, farma_model, etc) now use R6 instead of S3 classes and inherit from base class csi_model. Thus they are instantiated via $new() instead of just e.g., fbm_model().
Fitting functions (fbm_fit(), etc.) output parameter names in a (standardized) computational basis.
The floc prefix (floc_model(), floc_acf(), floc_fit(), etc.) has been changed to fsd, which stands for fractional Savin-Doyle.
The functions trans_Sigma() and itrans_Sigma() have different meanings.
csi_resid() no longer has arguments mu and dt, in favor of an arbitrary drift term supplied by drift.
Model objects are formalized via R6 classes. The main purpose is to provide a simple and flexible framework for adding user-defined models, parameter estimation routines, etc.
farma_model (and farma_acf(), etc) now supports arbitrary order for the autoregressive component.
ls_fit() now provides standard errors for alpha and logD. Also, drift subtraction is performed much more accurately via linear regression than as previously via mean increment value.
*_fit() for subdiffusion models gives the option of returning estimates (and standard errors) for alpha and logD only.