CHANGES

04-May-13     * Minor changes in documentation of ARFIT
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.