NEWS.md

In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models

VARshrink 0.3.1

• Date: 2019-09-25
• The vignette is reduced in order to compile quicker.
• The R codes include examples.
• In VARshrink(), if method="ns", then type="const" is switched to type="none" and type="both" is switched to type="season" in order to avoid to estimate the constant term. This is because estimated parameters by the 'NS' can result in unexpected errors on the functions borrowed from the package vars.

VARshrink 0.3.0

• Date: 2019-08-13
• The pdf article was moved to a separate folder "article_jss/" and ignored from package building.
• The html article was created as a vignette in the "vignettes/" folder.
• Package was built and checked for submission to CRAN.

VARshrink documentation built on Oct. 9, 2019, 5:06 p.m.