I just submitted a new, majorly improved **ForeCA** R package to CRAN. Motivated by a bug report on `whiten()`

I went ahead and rewrote and tested lots of the main functions in the package; now ForeCA is as shiny as never before.

For R users there isn’t a lot that will change (changelog): just use it as usual as `foreca(X)`

, where `X`

is your multivariate (approximately) stationary time series (as a `matrix`

, `data.frame`

, or `ts`

object in R).

library(ForeCA) ret <- ts(diff(log(EuStockMarkets)) * 100) mod <- foreca(ret, spectrum.control = list(method = "wosa")) mod summary(mod) plot(mod)

I will add a vignette in upcoming versions.