From eacbcce3339281f572a207d488641cceb8c9f013 Mon Sep 17 00:00:00 2001
From: AQLT <alain.quartier@yahoo.fr>
Date: Mon, 14 Oct 2024 08:19:47 +0200
Subject: [PATCH] doc

---
 NEWS.md             | 12 ++++++++++++
 man/mmsre_filter.Rd | 16 ++++++++--------
 2 files changed, 20 insertions(+), 8 deletions(-)

diff --git a/NEWS.md b/NEWS.md
index e75b03c..20fb105 100644
--- a/NEWS.md
+++ b/NEWS.md
@@ -7,6 +7,18 @@ to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
 ## [Unreleased]
 
+## Added
+
+* New function `polynomial_matrix()` to create a matrix of polynomial terms.
+
+* New function `mmsre_filter()` to compute the general Proietti and Luati (2008) filter with extension for non symmetric filters and with Timeliness criterion.
+
+### Changed
+
+* `filter()` correction when the length of the series equals the length of the filter.
+
+## [2.1.1] - 2024-12-07
+
 ### Changed
 
 * `cross_validation()` function renamed to `cve()`, `cross_validation()` is now deprecated.
diff --git a/man/mmsre_filter.Rd b/man/mmsre_filter.Rd
index 197ffee..571ff5f 100644
--- a/man/mmsre_filter.Rd
+++ b/man/mmsre_filter.Rd
@@ -5,7 +5,7 @@
 \title{Mean Square Revision Error (mmsre) filter}
 \usage{
 mmsre_filter(
-  sym,
+  ref_filter,
   q,
   U,
   Z = NULL,
@@ -16,7 +16,7 @@ mmsre_filter(
 )
 }
 \arguments{
-\item{sym}{The symmetric filter.}
+\item{ref_filter}{The reference filter (a \code{\link[=moving_average]{moving_average()}} object).}
 
 \item{q}{The horizon of the asymmetric filter.}
 
@@ -34,12 +34,12 @@ See \code{\link[=lp_filter]{lp_filter()}} for the available kernels.}
 \item{passband}{passband threshold.}
 }
 \description{
-Provides an asymmetric filter based on the given symmetric
-filter minimizing the mean square revision error.
+Provides an asymmetric filter based on the given reference
+filter (usually symmetric) minimizing the mean square revision error.
 }
 \details{
 The asymmetric filter \eqn{\boldsymbol v=(v_{-h},\dots,v{q})'} minimizes the mean square revision error
-(mmsre) relative to the symmetric filter \eqn{\boldsymbol \theta=(\theta_{-h},\dots,\theta_{h})'}.
+(mmsre) relative to the reference filter \eqn{\boldsymbol \theta=(\theta_{-h},\dots,\theta_{h'})'}.
 The series follows the model
 \deqn{
 \boldsymbol y=\boldsymbol U \boldsymbol \gamma +
@@ -63,14 +63,14 @@ DAF <- lp_filter(endpoints = "DAF")
 h6 <- QL[, "q=6"]
 # To reproduce DAF filter
 mmsre_filter(
-  sym = h6, q = 0,
+  ref_filter = h6, q = 0,
   U = polynomial_matrix(l = - 6, d0 = 0, d1 = 3),
   kernel = "Henderson"
 )
 DAF[, "q=0"]
 # To reproduce QL filter
 mmsre_filter(
-  sym = h6, q = 1,
+  ref_filter = h6, q = 1,
   delta = 2 / (sqrt(pi) * 3.5),
   U = polynomial_matrix(l = -6, d0 = 0, d1 = 1),
   Z = polynomial_matrix(l = -6, d0 = 2, d1 = 2)
@@ -79,7 +79,7 @@ QL[, "q=1"]
 
 # Or using the Uniform kernel
 mmsre_filter(
-  sym = h6, q = 2,
+  ref_filter = h6, q = 2,
   # we multiply by the square root of the inverse of weights (1/13)
   # to get the same result as the QL filter
   delta = 2 / (sqrt(pi) * 3.5) * (sqrt(13)),