LOG of the CHANGES in the package tsBSS

Version 1.0.0:
* Added citation info and references to a journal publication based on the package
* Modified description to only include the journal publication reference
* Minor polishing of the manuals
* Function tssdr now also returns object MU

Version 0.5.7:
* Data whitening part moved to package BSSprep, and this package depends on it now
* Updated references and minor polishing

Version 0.5.6:
* Suggested packages are now used conditionally in examples
* Minor updates to references and links

Version 0.5.5:
* Fixed a bug in function ordf: errors in output value fits caused faulty values of fits, S, volTS and volP in all stochastic volatility functions if original = FALSE.

Version 0.5.4:
* Function ordf for ordering the stochastic volatility components is restructured.

Version 0.5.3:
* xts, zoo and ts as time series inputs are now available in all the appropriate functions. Output S (and Sraw) is returned with the same attributes as X.
* Sraw now returned with the same attributes as the original X, if X is xts, zoo or ts object in stochastic volatility functions.
* AMUSEasymp and SOBIasymp now use n - 1 instead of n in covariance calculations.
* The standardization parts have been directed to an own function for all BSS functions.
* Fixed a bug in lbtest which returned an error if X did not include variable names.
* Fixed an error where AMUSEladle returned no lag value.
* Functions now check in the beginning that the input data is numeric and does not contain any missing or infinite values.
* All choices for the function arguments have been added to function definition.
* Function plot.tssdr now allows plotting also zoo and xts objects.
* Class bssvol has now its own manual.
* The armaeff component in bssvol objects are now TRUE/FALSE instead of 1/0.
* Plot method has been added to class bssvol to correctly plot xts and zoo object in addition to ts objects.
* Methods for objects of classes tssdr, summary.tssdr and lbtest are now included in the manuals of the functions themselves.
* Wrappers have been removed and .Call() have been added directly to the functions using them.
* Acronyms of functions and the methods in them have been spelled out to corresponding manuals.
* The package contains no C code anymore but only C++ code.
* Improved consistency of notations in R functions
* Further polishing of the codes and the manuals

Version 0.5.2:
* The matrix W is now ordered according to volatility, where applicable.
* BSS functions now return also the original sources (Sraw), when option original = F is chosen.
* BSS functions now return also MU, the means of the original series.
* Fixed a bug in SOBIladle which ignored maxiter for the bootstrap estimates.
* Minor errors in manuals have been corrected.

Version 0.5.1:
* Fixing bugs in AMUSEboot and SOBIboot when k=0

Version 0.5.0:
* Added several functions for white noise subspace dimension estimation in SOS models

Version 0.4.1:
* Fixed some minor errors
* Function lbtest changed to work also with univariate data

Version 0.4:
* Added function gSOBI
* Added volatility ordering option to BSS functions
* Added dataset WeeklyReturnsData
* Added a function for modified PVC

Version 0.3.1:
* Changed tssdr function to allow different values of H for TSIR and TSAVE parts of TSSH
* Fixed some minor errors

Version 0.3:
* Added functions to supervised dimension reduction for multivariate time series

Version 0.2:
* Added function FixNA and a new nonlinearity function choice to vSOBI method

Version 0.1:
* First version submitted to CRAN