- Added a distribution_list function to validate and return
an object of class
tsmodel.distribution_list
which holds a validated list oftsmodel.distribution
objects for use in multivariate models. - Added method to convert tsmodel.distribution and tsmodel.distribution_list objects to a long form data table for easier export to databases.
- Added methods for tsconvolve, tscoskew and tscokurt which are used in the upcoming tsmarch package independent factor conditional density model.
- Added a
NEWS.md
file to track changes to the package. - Removed Changelog.
- Fixed the as.Date error in the tests for the oldrel version checks.
- Release to CRAN
- Added additional methods of halflife, unconditional and pit for use with tsgarch and tsarma.
- Converted documentation to Roxygen and performed some clean up.
- Added a tsmoments method
- Bumped the version to 0.3.0 to be consistent with major changes in other packages with the same version.
- Added a tscalibrate method
- Added additional estimate_ad method for new plugin packages which use automatic differentiation.
- Fix to tsgrowth documentation
- Fix to prediction plots to allow missing values in observed series (ylim fixed for na.rm)
- Fix to tsreport method (previously dispatched to report rather than tsreport).
- Added Changelog to package