VAR
argument for a VAR(1) model.VB
as a sampling algorithm option. bmgarch now takes VB
and the standard MCMC
argument in sampling_algorithm. VB
is inherited from rstan
and is still experimental - use with caution.loo
function now takes m
-ahead argument for the “backward” approximation allowing one to tune the forcast to arbitrary steps ahead.
Fixed package dependency versions.
Initial CRAN release