NEWS
garchx 1.5 (2022-09-13)
- 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
garchx 1.3 (2021-07-15)
- 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
garchx 1.2 (2021-01-23)
- fix: the initial.values argument in garchx() can now be non-NULL
garchx 1.1 (2020-05-10)
- 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
garchx 1.0 (2020-04-08)
- Package released on CRAN, the version numbering '1.0' means the release is considered to be fairly stable and well-tested