NEWS
mfGARCH 0.2.2 (2026-01-13)
- Minor adjustments to pass new CRAN checks
mfGARCH 0.2.1 (2021-06-17)
- Better parameters for Hessian approximation makes HAC standard errors more robust
mfGARCH 0.2.0 (2020-05-12)
- Better error management for OPG standard errors
mfGARCH 0.1.9 (2019-12-04)
- Compatibility with R 4.0.0
mfGARCH 0.1.8 (2019-07-30)
- More precise error messages
- More robust estimation methods
- OPG standard errors are calculated as well
- Additional simulation option for RVol(22) and RV(22) as dependent variables
mfGARCH 0.1.7 (2018-08-06)
- Improved documentation for simulation functions
- Bugfix for simulating when using student-t
- Added K = K.two = 1, i.e. two covariates each with one lag
- Added K > 0 and K.two = 1 for unrestricted beta-weighting scheme
mfGARCH 0.1.6
- Hessian matrix more accurate
mfGARCH 0.1.5 (2018-06-28)
- Support for two covariates
mfGARCH 0.1.4 (2018-06-19)
- Predict function bugfix
- Better error messages
- Bugfix for calculating the variance ratio
mfGARCH 0.1.3 (2018-05-24)
- New generic plot function
mfGARCH 0.1.2 (2018-02-19)