-
Small fixes to RADICAL algorithm.
-
Added the FASTICA algorithm as an option to the GOGARCH model since the RADICAL algorithm still needs work for high dimensional systems and may be slow in those cases. This is a custom implementation which more closely follows the original Matlab code (https://research.ics.aalto.fi/ica/fastica/) rather than the other alternatives in R.
-
Added the constant correlation test of Engle and Sheppard and a flextable method for pretty printing.