Changes in version 1.6 (2025-07-09) o garchx(): new value "hac" on the vcov.type argument o vcov.garchx(): new value "hac" on the vcov.type argument o new function: confint.garchx() Changes in version 1.5 (2022-09-13) o version 1.4 did not pass the CRAN checks o garchxSim(): new argument 'c.code' o recursions.c: to avoid the 'ordered comparison of pointer with integer zero' warning, integer comparisons were modified to != o new function: refit.garchx(), in response to a suggestion by Viatalie Spinu, see https://github.com/gsucarrat/garchx/issues/3 o class checking in ttest0() and waldtest0() is now done with is() o minor changes to DESCRIPTION file, and to help-files garchx-package.Rd, garchx.Rd, garchxSim.Rd and ttest.Rd Changes in version 1.3 (2021-07-15) o garchx(): - the non-default value on the backcast.values argument changed, see documentation - new argument: estimate - minor changes to the documentation o garchxObjective(): an additional (positivity) check of the parameters was added; the check is only undertaken when the xreg' argument in garchx() is not NULL o predict.garchx(): the default of the n.sim argument changed to NULL o toLatex(): minor changes to the print o print.garchx(): minor changes to the print o new functions: gdiff(), glag() o fix: the returned value from garchxSim(1, verbose=TRUE) is now a matrix Changes in version 1.2 (2021-01-23) o fix: the initial.values argument in garchx() can now be non-NULL Changes in version 1.1 (2020-05-10) o 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) o garchxRecursion(): improved speed when the garch order is 1 or greater, since the function now uses compiled c-code for the recursion o garchxAvar(): new function, computes the asymptotic coefficient-covariance of a model by simulation o garchxObjective(): minor changes for improved numerical robustness o vcov.garchx(): new argument vcov.type o fitted.garchx(): new argument as.zoo (logical) o residuals.garchx(): new argument as.zoo (logical) o new functions: - nobs.garchx() - predict.garchx() - quantile.garchx() - toLatex.garchx() - ttest0() - rmnorm() - waldtest0() o 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 Changes in version 1.0 (2020-04-08) o Package released on CRAN, the version numbering '1.0' means the release is considered to be fairly stable and well-tested