Changes in version 0.1.0 (2026-06-02)                  

Initial CRAN release.

Features

  - johansen_fourier() -- Johansen cointegration test with Fourier-type
    smooth nonlinear deterministic trends restricted to cointegrating
    relations, following Kurita and Shintani (2025).
  - Six model variants supported: CNR, LNR, CNU, LNU, plus the standard
    constant- and linear-trend restricted Johansen models.
  - psy_wald_test(), select_frequencies(),
    select_frequencies_univariate() -- FGLS Wald frequency-selection
    pre-step of Perron, Shintani and Yabu (2017).
  - simulate_limit_distribution(), simulate_limit_moments() --
    vectorised Monte-Carlo simulators for the limiting trace
    distribution, with a per-session in-memory cache (clear_jf_cache()).
  - jf_quantile(), jf_p_value(), jf_moments(), CNR_TABLE_B1 -- bundled
    critical-value tables and a Gamma-approximation p-value.
  - DGP helpers: generate_nf_dgp1() ... generate_nf_dgp4(),
    generate_f_dgp1(), generate_f_dgp2(), plus a sample_jgb_data()
    utility.
  - Tables: format_trace_table(), format_trace_latex(),
    format_trace_html().
  - Plotting (ggplot2): plot_series(), plot_limit_density(),
    plot_eigenvalues(), plot_long_run(), plot_risk_premium(),
    plot_residual_diagnostics(), set_paper_theme().
  - S3 methods for johansen_fourier objects: print, summary, plot, coef,
    residuals.