Move version to v1 (#88)

* nicer docs for slope change

* move to v1

Author: Datseris

CHANGELOG.md

@@ -1,3 +1,7 @@
+# v1.0
+
+No change in code, but releasing the first major version to indicate the software stability. Minor improvements in the docs.
+
 # v0.2
 
 The function that loaded the double well potential timeseries data has been removed. The dependencies of DelimitedFiles and Downloads have been removed.

Project.toml

@@ -1,7 +1,7 @@
 name = "TransitionsInTimeseries"
 uuid = "5f5b98ec-1183-43e0-887a-12fdc55c52f7"
 authors = ["Jan Swierczek-Jereczek <jan.jereczek@gmail.com>", "George Datseris <datseris.george@gmail.com>"]
-version = "0.2.0"
+version = "1.0.0"
 
 [deps]
 FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"

src/analysis/api.jl

@@ -9,6 +9,7 @@ Existing subtypes of `ChangesConfig` are:
 
  - [`SlidingWindowConfig`](@ref).
  - [`SegmentedWindowConfig`](@ref).
+ - [`SlopeChangeConfig`](@ref).
 """
 abstract type ChangesConfig end
 

src/analysis/slope_change.jl

@@ -9,10 +9,15 @@ It estimates a change of slope in the timeseries by fitting two
 connected linear segments to the timeseries,
 returning the results (i.e., the two-linear fits) as [`SlopeChangeResults`](@ref).
 
+Currently, significance of `SlopeChangeConfig` results can only be
+checked with [`SlopeChangeSignificance`](@ref).
+
 ## Keyword arguments
-- indicator = nothing: if not nothing. Otherwise it should be a function f(x) -> Real.
+
+- `indicator = nothing`: a function f(x) -> Real.
   The slope fitting is then done over an indicator of the timeseries, which itself
   is estimated via a sliding window exactly as in [`SlidingWindowConfig`](@ref).
+  When this is `nothing` the slope change is applied to the timeseries directly.
 - `width_ind, stride_ind, whichtime`: exactly as in [`SlidingWindowConfig`](@ref)
   if `indicator` is not `nothing`.
 """
@@ -85,10 +90,10 @@ It has the following fields that the user may access:
 
 - `x`: the input timeseries.
 - `t`: the time vector of the input timeseries.
-- `x_indicator`, the indicator timeseries.
-- `t_indicator`, the time vector of the indicator timeseries.
-- `t_change`, the time the slope changes.
-- `fitparams = a, b, c, d`, the fitted linear coefficients, `a + b*t` before.
+- `x_indicator`: the indicator timeseries.
+- `t_indicator`: the time vector of the indicator timeseries.
+- `t_change`: the time the slope changes.
+- `fitparams = a, b, c, d`: the fitted linear coefficients, `a + b*t` before
   `t_change` and `c + d*t` after `t_change`.
 """
 struct SlopeChangeResults{T, X, W, L} <: ChangesResults