Version 1.5 (13 September 2022): ================================ * version 1.4 did not pass the CRAN checks * garchxSim(): new argument 'c.code' * recursions.c: to avoid the 'ordered comparison of pointer with integer zero' warning, integer comparisons were modified to != * new function: refit.garchx(), in response to a suggestion by Viatalie Spinu, see https://github.com/gsucarrat/garchx/issues/3 * class checking in ttest0() and waldtest0() is now done with is() * minor changes to DESCRIPTION file, and to help-files garchx-package.Rd, garchx.Rd, garchxSim.Rd and ttest.Rd Version 1.3 (15 July 2021): =========================== * garchx(): - the non-default value on the backcast.values argument changed, see documentation - new argument: estimate - minor changes to the documentation * garchxObjective(): an additional (positivity) check of the parameters was added; the check is only undertaken when the xreg' argument in garchx() is not NULL * predict.garchx(): the default of the n.sim argument changed to NULL * toLatex(): minor changes to the print * print.garchx(): minor changes to the print * new functions: gdiff(), glag() * fix: the returned value from garchxSim(1, verbose=TRUE) is now a matrix Version 1.2 (23 January 2021): ============================== * fix: the initial.values argument in garchx() can now be non-NULL Version 1.1 (10 May 2020): ========================== * garchx: - c.code argument: new default TRUE - new argument: vcov.type - for consistency with the garch() function in the 'tseries' package, the arch and garch orders changed place in the order argument, i.e. order[1] now refers to the garch order, and order[2] now refers to the arch order - the 'verbose' argument (w/default TRUE) has been renamed to 'turbo' (w/default FALSE) * garchxRecursion: improved speed when the garch order is 1 or greater, since the function now uses compiled c-code for the recursion * garchxAvar: new function, computes the asymptotic coefficient-covariance of a model by simulation * garchxObjective: minor changes for improved numerical robustness * vcov.garchx: new argument vcov.type * fitted.garchx: new argument as.zoo (logical) * residuals.garchx: new argument as.zoo (logical) * new functions: - nobs.garchx - predict.garchx - quantile.garchx - toLatex.garchx - ttest0 - rmnorm - waldtest0 * fixes: - garchxSim: now works when the asym order is greater than 1 - vcov.garchx: now works when verbose/turbo=FALSE in the garchx object it is applied to - print.garchx: now works when verbose/turbo=FALSE in the garchx object it is applied to Version 1.0 (7 April 2020): =========================== * Package released on CRAN, the version numbering '1.0' means the release is considered to be fairly stable and well-tested