CRAN Update 10

• Add historical decompositions and RMSE/LPS, and WAIC for analysis
• Improve the algorithm to draw sign restrictions
  • Shocks are now built and checked per variable
• Fix the CRAN NOTE on missing tangle output
• Update FRED-datasets to 2023-10 vintage
  • Newer FRED-QD files include (unannounced) small naming changes

CRAN Update 9

• Fix bug from last update, where automatic ARIMA-priors where sqrt'd twice
  • Thanks to Michael Wolf for pointing this out, and
  • many thanks to Nirai Tomass for discovering the bug
• Update FRED-MD and FRED-QD datasets to the 2023-02 vintage

CRAN Update 8

• Fix bug where warnings caused an error during automatic ARIMA-based priors
  • Thanks to Martin Feldkircher for pointing this out

CRAN Update 7 / JSS Release

• Add reference to the new JSS publication
• Update FRED-QD and FRED-MD datasets to 2021-10
• Fix minor issues with vignette (e.g. fixed dataset, references, etc)
• Add verbosity to ARIMA-based automatic prior settings
• Add hook to simplify use of shared generics with vars

CRAN Update 6 / JSS Editing

• Add identification via zero- and sign-restrictions (see Arias et al. 2018).
• Prepare for tidy outputs using BVARverse.
• Minor fixes (typos, references, documentation, internals).

CRAN Update 5 / JSS Revision 2

Major release

Thanks to users, reviewers, and colleagues for plenty of inputs! This release adds new functions, improves existing ones, significantly speeds up estimation, fixes bugs, adds documentation and unit tests. The highlights are:

• A new vignette with a lot of background, additional information, and some applied examples.
• The monthly FRED-MD dataset is now also included, thanks to the people at the Fed.
• New transformation helpers speed up data preparation (see fred_transform()).
• Conditional forecasts are now supported by predict().
• Estimation should now be between twice and ten times as fast.

See NEWS.md for a full list of changes.

CRAN Update 4 / Impulse Response Hotfix

Fixed impulse response calculation by removing a stray transpose of the coefficient matrix. Thanks to Maximilian Böck for helping us track this down. Prepared for the next major release by including messages on changing functionality.

CRAN Update 3 / FRED-QD ODC-BY 1.0

Cleared up licensing of the FRED-QD dataset - it is now available under a modified ODC-BY 1.0 license, which is available in the LICENSE file.

CRAN Update 2 / JSS Revision 1

Add more standard methods and functionalities. Test thoroughly from v0.1.6 and fix remaining and new bugs. Moved from MASS to mvtnorm and add LICENSE, CITATION and NEWS.md files.

Internal Release 1

Preparation for v0.2.0

Internal release addressing several JSS comments.
Added a variety of methods, reworked naming scheme, fixed bugs with confidence bands, R dependency, et cetera.

Note that this is essentially a pre-release of v0.2.0 that will not make its way to CRAN. Some features still need to be added and a lot of testing and CI work is still required.