2016-11-07 Leopoldo Catania * DESCRIPTION (Version): New version is 0.1.5. * "snorm" is now the skew normal distribution reparametrized in terms of mean and standard deviation. In the previous "snorm" of version 0.1.4 there was also a bug in the unmapping function. * Bug correction for quantile function and cdf of "norm". * Bug correction for static optimization 2017-03-20 Leopoldo Catania * DESCRIPTION (Version): New version is 0.1.6. * New method residuals * New method summary * Test files corrected * The coef method for "uGASRoll", "mGASRoll", "uGASFit", "mGASFit" now accept the additional logical argument do.list (default do.list = FALSE) * The plot method now accepts the additional character argument "which" (default which = NULL) * The plot method now does not call dev.off() * Corrected bug in the plot method for objects mGASFit and mGASSim * Corrected bug for getMoments method for the mGASSim object * UniGASSim() and MultiGASSim() now accept an uGASFit and mGASFit object as principal argument * Corrected bug for information matrix in the sstd case * Bug correction for DistInfo("ast1") * The user can now provide her personal optimizer * mapping functions are now robust to numeric under/overflow * added warning for non positive definite hessian matrices * added documentation for the plot method * Added CITATION 2017-03-27 Leopoldo Catania * DESCRIPTION (Version): New version is 0.1.7. * some tests have been moved from /tests/ to /inst/ExtensionTests/ * added registration of symbols 2017-03-29 Leopoldo Catania * DESCRIPTION (Version): New version is 0.1.8. * Bug fix in output of BacktestDensity() 2017-03-31 Leopoldo Catania * DESCRIPTION (Version): New version is 0.1.9. * some unit tests were removed due to issues related to testing with dev or patched R versions 2017-05-13 * DESCRIPTION (Version): New version is 0.2.0. * Third part optimizers which return an unnamed vector of parameres can be used. This is for example nloptr. * The nloptr package is a new dependence. * Starting values are now chosen using the same optimizer defined by the user. * Solved bug for qdist_Uni(). * Some numerical underflow problems are now solved. * New distribution: Negative Binomial. * New distribution: Skellam. * New lower bound for degree of freedom is 2.01. Before was 4.0. * Additional argument Compute.SE for UniGASFit, MultiGASFit, UniGASRoll, MultiGASRoll. 2017-06-12 * DESCRIPTION (Version): New version is 0.2.1. * Bug in MultiGASRoll() 2017-01-07 * Bug in rmvt_mat(), the mean of the distribution was misspecified. 2017-05-07 * New distribution: Genrealized Hyperbolic Skew Student's t 2017-10-07 * DESCRIPTION (Version): New version is 0.2.2. * Bug in the visualization of uGASSim and mGASSim objects, instead of the B matrix the A matrix was shown. 2017-18-07 * DESCRIPTION (Version): New version is 0.2.3. 2017-21-07 * Added warning if the optimizer does not converge. 2017-23-07 * DESCRIPTION (Version): New version is 0.2.4. * ghskt distribution removed. This will be insered in a future release. 2017-07-09 * DESCRIPTION (Version): New version is 0.2.5. * DQ test now also includes one lagged value of y^2 with other regressors. 2017-10-20 * Bug: "recipe for target `Moments.o' failed" present with some compiler has been solved. 2017-11-16 * Bugs fixed related to R CMD check --test-dir=inst/ExtensionTests and R CMD check run-dontrun 2017-11-16 * DESCRIPTION (Version): New version is 0.2.6. * Bug fix when Dist = "mvnorm" 2018-04-12 * DESCRIPTION (Version): New version is 0.2.7. * New dependence from cubature. * New method ES is defined for objects of the class uGASFit, uGASSim, uGASRoll, and uGASFor. 2018-05-22 * DESCRIPTION (Version): New version is 0.2.8. * Bug fix for CRPS evaluation: labels for left and right tails were switched. * Bug fix in iidTest for PIT 2018-09-18 * DESCRIPTION (Version): New version is 0.2.9. * Moving towards STRICT_R_HEADERS by default 2020-04-24 * DESCRIPTION (Version): New version is 0.3.1. * Bug fix "violates the C++ One Definition Rule" 2020-04-25 * DESCRIPTION (Version): New version is 0.3.2. * README modified (point directly to JSS). * Remove GAS website because not conform with https. * Update doc with citation GAS. 2022-03-02 * DESCRIPTION (Version): New version is 0.3.4. * Bug fix to cope with new Rcpp version. * http -> https