NEWS

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ksm 2026-06-06

New:

• Function lscv_kdens_symmat, mimicking lcv_kdens_symmat, to evaluate the least square cross validation criterion at multiple bandwidth
• Symmetric matrix normal least square cross validation criterion now implemented (lscv_kern_smnorm)
• New unit test codes for optimization and kernels
• Vignette now included

Bug fixes:

• Function lcv_kdens_symmat now returns the bandwidth maximizing the criterion

Changes:

• Leave-one-out cross validation methods now allow to lag h (default to 1) for selection criterion.
• Degrees of freedom for rWAR defaults to the dimension of the scale matrix provided, to ensure positive definiteness of the output.
• Simulation model 6 default degrees of freedom increased
• Change wrappers to return by default Rcpp vectors (since Rcpp::wrap returns column vectors as matrices).

ksm 2025-10-23

Initial release