NEWS
bayesianVARs 0.1.4 (2024-09-06)
- 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 (2024-06-25)
- bugfix concerning VAR with factor structure on errors with homoscedastic factors.
bayesianVARs 0.1.2 (2024-01-20)
- 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 (2024-01-17)
- Fixed clang-UBSAN issue.
- Fixed undefined figure references in vignette.
bayesianVARs 0.1.0 (2024-01-13)