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tsgarch 1.0.2
- Moved a unit tests back to original folder and added a tolerance to the expectation per CRAN maintainers directions.
tsgarch 1.0.1
- Moved a couple of unit tests to other folder to avoid checking on CRAN since the M1 mac had different rounding errors than other architectures for simulation tests.
tsgarch 1.0.0
- Initial CRAN submission.
- Changes to initialization of recursion in the ARCH equation to be more consistent with the literature. This leads to a more than doubling in the accuracy against the FCP benchmark.
- Correction to EGARCH forecast to account for log bias.
- Added a couple more data series for benchmarking.
- Added a pdf vignette.
- Added demo html vignettes.
- Added extensive unit tests.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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