VPSPulse Mirrors
High-Performance Open-Source Archive
NEWS
mfGARCH v0.2.2
- Minor adjustments to pass new CRAN checks
mfGARCH v0.2.1
- Better parameters for Hessian approximation makes HAC standard
errors more robust
mfGARCH v0.2.0
- Better error management for OPG standard errors
mfGARCH v0.1.9
- Compatibility with R 4.0.0
mfGARCH v0.1.8
- More precise error messages
- More robust estimation methods
- OPG standard errors are calculated as well
- Additional simulation option for RVol(22) and RV(22) as dependent
variables
mfGARCH v0.1.7
- Improved documentation for simulation functions
- Bugfix for simulating when using student-t
- Added K = K.two = 1, i.e. two covariates each with one lag
- Added K > 0 and K.two = 1 for unrestricted beta-weighting
scheme
mfGARCH v0.1.6
- Hessian matrix more accurate
mfGARCH v0.1.5
- Support for two covariates
mfGARCH v0.1.4
- Predict function bugfix
- Better error messages
- Bugfix for calculating the variance ratio
mfGARCH v0.1.3
- New generic plot function
mfGARCH v0.1.2