Implementing a more flexible definition of parameter d

[javiag]

The parameter d represents the number of lags that describe an element in the k-NN. For example, if d=3 we consider 3 lags for describing each element t, t-1 and t-2.

I propose that the parameter d could include a list of nonconsecuive lags. The current implementation assume a range of consecutive lags from 0 to d-1.

However, a more flexible implementation of the parameter d should consider a list of (sorted) lags. For example, if d=c(0,2,4,12) each element will be described by lags t, t-2, t-4 and t-12.