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ChangeLog
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2016-11-07 Leopoldo Catania <[email protected]>
* DESCRIPTION (Version): New version is 0.1.5.
* "snorm" is now the skew normal distribution
reparametrized in terms of mean and standard deviation.
In the previous "snorm" of version 0.1.4 there was also a
bug in the unmapping function.
* Bug correction for quantile function and cdf of "norm".
* Bug correction for static optimization
2017-03-20 Leopoldo Catania <[email protected]>
* DESCRIPTION (Version): New version is 0.1.6.
* New method residuals
* New method summary
* Test files corrected
* The coef method for "uGASRoll", "mGASRoll", "uGASFit", "mGASFit"
now accept the additional logical argument do.list (default do.list = FALSE)
* The plot method now accepts the additional character argument "which" (default which = NULL)
* The plot method now does not call dev.off()
* Corrected bug in the plot method for objects mGASFit and mGASSim
* Corrected bug for getMoments method for the mGASSim object
* UniGASSim() and MultiGASSim() now accept an uGASFit and mGASFit object as principal argument
* Corrected bug for information matrix in the sstd case
* Bug correction for DistInfo("ast1")
* The user can now provide her personal optimizer
* mapping functions are now robust to numeric under/overflow
* added warning for non positive definite hessian matrices
* added documentation for the plot method
* Added CITATION
2017-03-27 Leopoldo Catania <[email protected]>
* DESCRIPTION (Version): New version is 0.1.7.
* some tests have been moved from /tests/ to /inst/ExtensionTests/
* added registration of symbols
2017-03-29 Leopoldo Catania <[email protected]>
* DESCRIPTION (Version): New version is 0.1.8.
* Bug fix in output of BacktestDensity()
2017-03-31 Leopoldo Catania <[email protected]>
* DESCRIPTION (Version): New version is 0.1.9.
* some unit tests were removed due to issues related to testing with
dev or patched R versions
2017-05-13
* DESCRIPTION (Version): New version is 0.2.0.
* Third part optimizers which return an unnamed vector of parameres
can be used. This is for example nloptr.
* The nloptr package is a new dependence.
* Starting values are now chosen using the same optimizer defined by the user.
* Solved bug for qdist_Uni().
* Some numerical underflow problems are now solved.
* New distribution: Negative Binomial.
* New distribution: Skellam.
* New lower bound for degree of freedom is 2.01. Before was 4.0.
* Additional argument Compute.SE for UniGASFit, MultiGASFit, UniGASRoll, MultiGASRoll.
2017-06-12
* DESCRIPTION (Version): New version is 0.2.1.
* Bug in MultiGASRoll()
2017-01-07
* Bug in rmvt_mat(), the mean of the distribution was misspecified.
2017-05-07
* New distribution: Genrealized Hyperbolic Skew Student's t
2017-10-07
* DESCRIPTION (Version): New version is 0.2.2.
* Bug in the visualization of uGASSim and mGASSim objects, instead of
the B matrix the A matrix was shown.
2017-18-07
* DESCRIPTION (Version): New version is 0.2.3.
2017-21-07
* Added warning if the optimizer does not converge.
2017-23-07
* DESCRIPTION (Version): New version is 0.2.4.
* ghskt distribution removed. This will be insered in a future release.
2017-07-09
* DESCRIPTION (Version): New version is 0.2.5.
* DQ test now also includes one lagged value of y^2 with other regressors.
2017-10-20
* Bug: "recipe for target `Moments.o' failed" present with some compiler has been
solved.
2017-11-16
* Bugs fixed related to R CMD check --test-dir=inst/ExtensionTests and R CMD check run-dontrun
2017-11-16
* DESCRIPTION (Version): New version is 0.2.6.
* Bug fix when Dist = "mvnorm"
2018-04-12
* DESCRIPTION (Version): New version is 0.2.7.
* New dependence from cubature.
* New method ES is defined for objects of the class uGASFit, uGASSim, uGASRoll, and uGASFor.
2018-05-22
* DESCRIPTION (Version): New version is 0.2.8.
* Bug fix for CRPS evaluation: labels for left and right tails were switched.
* Bug fix in iidTest for PIT
2018-09-18
* DESCRIPTION (Version): New version is 0.2.9.
* Moving towards STRICT_R_HEADERS by default
2020-04-24
* DESCRIPTION (Version): New version is 0.3.1.
* Bug fix "violates the C++ One Definition Rule"
2020-04-25
* DESCRIPTION (Version): New version is 0.3.2.
* README modified (point directly to JSS).
* Remove GAS website because not conform with https.
* Update doc with citation GAS.
2020-04-26
* DESCRIPTION (Version): New version is 0.3.3.
* Removed bin.
* Simplified README.md
* Fix mis-spelled words in DESCRIPTION