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ChangeLog
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2019-01-24 Emil Sjoerup <[email protected]>
*DESCRIPTION (Version): New version is 0.2
*NAMESPACE (exports):No longer exports HARDataCreationC
*NAMESPACE importFrom("methods" , "missingArg") added
*Added HAR-J, HARQ, and HARQ-J models to estimation and forecasting
*Add ellipsis to plotting to increase user control
*Improve plotting routines by using xts
*Bug fix in forecasting.
*Forecasts are now output as a named matrix
*Remove function HARMonteCarlo
*Rename uncondmean to uncmean
2019-03-19 Emil Sjoerup <[email protected]>
*DESCRIPTION (Version): New version is 0.3
*Change many of the names used in the package, now the nomenclature is much cleaner.
*Fix typo in HARQ-J where JumpForecast was named JumpFOrecast
*Added some methods that work with "lm" objects that I thought may be useful (wrappers for the "lm" model of HARModel)
2019-04-13 Emil Sjoerup <[email protected]>
*Added windowType argument to HARForecast() to allow for expanding window estimation when forecasting.
*Bugfix in plotting models with non-xts objects.
*Implemented the TV-HAR model
2019-05-08 Emil Sjoerup <[email protected]>
*Re-organized the HARestimate and HARforecast functions to have less repeated code.
*Implement method forc to extract the forecasted series.
2019-07-02 Emil Sjoerup <[email protected]>
*Fix plotting method, the colors and legend was in the wrong order. Now lines() is used instead of plot.xts(cbind)
2019-08-14 Emil Sjoerup <[email protected]>
*Finish implementing the h-models i.e. weekly or monthly RV estimation
*Implemented h-forecasting i.e. weekly or monthly RV forecasting (only 1 period ahead.)
2019-08-14 Emil Sjoeurp <[email protected]>
*Change the name from iNAhead and iNRoll to nAhead and nRoll respectively
*Change shift over to camelCase where appropriate
2019-08-19 Emil Sjoerup <[email protected]>
*DESCRIPTION (version): New version is 1.0 as the API has changed.
*Move to camelCase for all user-level interactions with the software.