Change in Version 2.5.5 - fix error on CRAN Change in Version 2.5.3 - small change in estimation procedure: countries can now have asymmetric effects, i.e., they are important for other countries - but do have own spillovers (no weakly exogenous variables for particular countries) - add JSS paper to vignette - update maintainer information (mail address) - change 'itemize' to 'describe' in markdown help files. - irf command returns plotted data in list format. - fixed a bug in .getweights(). Change in Version 2.5.2 - add JSS publication Change in Version 2.5.1 - changes plot styles Change in Version 2.5.0 - bugfix in pesaranData (rowSums did not sum up to one) - final version for JSS publication Change in Version 2.4.6 - improved memory usage and garbage collection in irf function Change in Version 2.4.4/5 - Implementation of the corrigendum of Carriero, Chan, Clark, and Marcellino (2021, Journal of Econometrics) - added the horseshoe prior (Makalic and Schmidt, 2015, IEEE Signal Processing Letters) - better memory usage - new features: - plag can now be differently specified for endogenous and weakly exogenous variables - bugfix in Ex argument in `bgvar` - bugfix in summary command - bugfix with Wex.restr - bugfix in monthlyData - bugfix in GFEVD - bugfix in summary Change in Version 2.4.2/3 - bugfix in fevd; added additional check Change in Version 2.4.1 - bugfix in Rcpp code (occured when using SSVS prior and save.shrink.store=TRUE) - bugfixes in vignette - update of monthlyData dataset Change in Version 2.4.0 - bugfix in plotting fitted values - per default no save of containers of shrinkage parameter - decreases significantly memory usage - restructure of example data sets - change print method of rmse / lps Change in Version 2.3.1 - small adaptions in help files. - changed some functions to S3 method - changed default options of bgvar() - renaming of functions - bugfix(es) with external variables Change in Version 2.3.0 - added reader function for Excel - updated vignette with own section for reading data from excel Change in Version 2.2.2 - small fix in BVAR_linear.cpp Change in Version 2.2.1 - small update to clear errors in CRAN Checks - added output of 'bgvar' function. Now directly shows the number of stable draws when using the function. - added a missing reference in vignette Change in Version 2.2.0 - complete redesign of 'irf' function - computation of irf now in C++ - makes use of parallel computing via RcppParallel - additional argument with 'shockinfo' - two new functions: get_shockinfo() and add_shockinfo() as helper function for designing shockinfo argument in irf computation - introduction of 'expert' settings to reduce number of arguments in main functions (bgvar and irf) - conditional predictions now possible within predict function - synchronization of parameter names with accompanied paper - minor bug fixes Change in Version 2.1.4 - updated backends of new 'stochvol' package - added dataset 'eerDatasmall' to check functionality of package faster - minor bug fixes Change in Version 2.1.3 - fixed typo in vignette Changes in Version 2.1.2 - adapted various roxygen articles - summary output needs now less space - citations are adapted with Working paper Changes in Version 2.1.1 - changed argument names of 'bgvar' to be more similar to existing Bayesian packages - 'saves' is now 'draws' - 'burns' is now 'burnin' - changed argument name of 'predict' to be more similar to existing Bayesian packages - 'fhorz' is now 'n.ahead' - added new class 'bgvar.summary' with print method - loglikelihood is saved in class 'logLik' - print methods have now no own helpfile (not necessary) - deleted some printing to the console and use now consistently cat() - rename of some functions - changes related to multithreading - not dependent on foreach and doparallal any more - parLapply for Windows platforms - mclapply for non-Windows platforms - user can also specify own apply function - adapted class 'logLik.bgvar' to class 'logLik' - added 'print' method for classes 'bgvar.hd', 'bgvar.irf', 'bgvar.fevd' - changed argument of 'nhor' to 'n.ahead' of function irf() and gfevd() Changes in Version 2.0.1 - bug fixes in Rcpp code (wrong overloading of std::pow) Changes in Version 2.0 - added truly exogenous variables to the estimation function - verbosity option now available for all functions - user par settings are not affected by BGVAR any more Changes in Version 2.0 - First CRAN release version.