fxregime 1.0-5

• Code repository changed from R-Forge to Codeberg at: https://codeberg.org/zeileis/fxregime/

• Added basic altdoc page with overview and documentation at: https://zeileis.codeberg.page/fxregime/

fxregime 1.0-4

• Improvement in refit.fxregimes() that works in both R >= 4.0.0 and also R < 4.0.0.

• Small improvements for R CMD check.

fxregime 1.0-3

• Depends/Imports has been streamlined. Only zoo and strucchange are in Depends now. R (>= 2.14.0) is now required.

• The vignettes have been moved from inst/doc/ to vignettes/ in the source package.

• Only car::linearHypothesis() is employed in fxregime now. The old car::linear.hypothesis() has been deprecated for a while and is now not longer supported by fxpegtest().

fxregime 1.0-2

• Fixed lines() method for fxregimes objects.

• Recompressed data sets in package to reduce file storage requirements.

• Some technical changes for new R 2.14.0, e.g., adding Authors@R in DESCRIPTION, recompressing data, etc.

fxregime 1.0-1

• Modified fxpegtest() to use linearHypothesis() instead of linear.hypothesis() in case car 2.0-0 or greater is installed.

fxregime 1.0-0

• Release to accompany forthcoming publication of the methodology in Computational Statistics & Data Analysis. doi:10.1016/j.csda.2009.12.005

• Updated version of FXRatesCHF data: continued until 2010-02-12 (previous version 2009-08-14).

• Added optional high performance computing support by means of the foreach package for the fxregime() function. This can be leveraged to alleviate the computational burden in the dynamic programming approach. Simply register a parallel backend (e.g., by means of doMC or doSNOW) and call fxregime() with additional argument hpc = "foreach".

fxregime 0.3-1

• Enhanced documentation for new Rd parser.

fxregime 0.3-0

• Updated version of FXRatesCHF data: The data continues until 2009-08-14 (only 2008-01-04 in the previous version). The column VEB was renamed to the new VEF to reflect that Venezuela went from the old Bolivar to the Bolivar Forte (divided by 1000 due to inflation).

• The CNY vignette was updated/extended to the new data.

fxregime 0.2-1

• Removed \itemize in Rd files for new R-devel.

fxregime 0.2-0

• Added a confint() method for fxregimes objects. For this, a bread() method for fxlm objects was added and the results of the estfun() method were rescaled.

• Second CRAN version of the fxregime package, accompanying Report 70, https://epub.wu-wien.ac.at/. This is an updated version of Report 56, using an extended data period and slightly modified currency baskets but leading to qualitatively similar results.

• The vignettes for CNY and INR have been updated to reproduce Report 70, rather than 56.

fxregime 0.1-0

• First CRAN version of the fxregime package, accompanying Report 56, https://epub.wu-wien.ac.at/

fxregime 0.0-1

• First version of the package.