quantdr 1.3.2
Minor changes
- Remove the dependency with the dr package, which will be removed
from CRAN soon. To do this, an internal dr function was added, that
performed the same functionality as the dr package.
quantdr 1.2.2
- This is a resubmission. The package was removed from CRAN due to
dependency issues with MTS package.
However, the dependence was removed when the 1.2.1 version was
submitted. The communication was not clear and, although the dependency
was resolved, the package was removed from CRAN.
quantdr 1.2.1
Minor changes
- Remove the dependency with the MTS package
quantdr 1.2.0
Major changes
- Add the ValAR.R function for estimating the one-step ahead
Value-at-Risk
- Adjust bandwidth selection for cqs.R and llqr.R to accommodate for
Value-at-Risk calculation
Minor changes
- Update the vignette to include explanations for the ValAR.R
function
- Choose one bandwidth in case llqrcv.R outputs more (if there is a
tie)
- Add the PerformanceAnalytics under Suggests in DESCRIPTION to
accommodate for the example in the ValAR.R function
- Add tests for the ValAR.R function
quantdr 1.1.0
Major changes
- Fix error in llqr.R function when x0 is provided
- Replace the lm function in cqs.R to save computational time
Minor changes
- Fix typos in vignette and update the plots using the ggplot2
package
- Update all the plots in README using the ggplot2 package
- Add the ggplot2 under Suggests in DESCRIPTION
quantdr 1.0.0