bayesianVARs 0.1.5
- Bug fix which makes estimation possible of a VAR with factor
stochastic volatility structure on the errors with the restriction that
the loadings matrix has zeros above the diagonal. Thanks to Stefan Haan
for reporting the bug.
bayesianVARs 0.1.4
- For consistency with other functions, from now on prior_intercept in
bvar() specifies standard deviations instead of variances.
- Bug fix concerning ‘additional check’ valgrind. Seems to pass the
check now. Thanks to Brian Ripley for reporting the bug.
bayesianVARs 0.1.3
- bugfix concerning VAR with factor structure on errors with
homoscedastic factors.
bayesianVARs 0.1.2
- Added minimum version to factorstochvol in the Imports field of the
DESCRIPTION file in order to avoid unnecessary building errors. Thanks
to Sergey Fedorov for pointing this out.
- vcov.bayesianVARs_bvar method now can be specified for specific
time-points.
- bugfix in cpp function which constructs variance-covariance
matrices. If a Cholesky structure for the errors had been specified,
exported functions such as vcov, predict and fitted were affected.
bayesianVARs 0.1.1
- Fixed clang-UBSAN issue.
- Fixed undefined figure references in vignette.
bayesianVARs 0.1.0