Changes in version 0.2.2 (2026-01-13) - Minor adjustments to pass new CRAN checks Changes in version 0.2.1 (2021-06-17) - Better parameters for Hessian approximation makes HAC standard errors more robust Changes in version 0.2.0 (2020-05-12) - Better error management for OPG standard errors Changes in version 0.1.9 (2019-12-04) - Compatibility with R 4.0.0 Changes in version 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 Changes in version 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 Changes in version 0.1.6 - Hessian matrix more accurate Changes in version 0.1.5 (2018-06-28) - Support for two covariates Changes in version 0.1.4 (2018-06-19) - Predict function bugfix - Better error messages - Bugfix for calculating the variance ratio Changes in version 0.1.3 (2018-05-24) - New generic plot function Changes in version 0.1.2 (2018-02-19) - First release on CRAN