ES Backtesting & Dual LM Extensions

fEGarch 1.0.2 (2025-09-11)

required package update for RcppArmadillo update to Armadillo 15.0.*
a bug was fixed, where for the nonparametric scale estimation always the automated bandwidth selection under long-memory errors was employed, even for short-memory models; now the functions select the appropriate bandwidth selection algorithm correctly for short- and long-memory models
a safety measure was included to avoid that the log-likelihood can become -Inf
math formulas were fully removed from the README, because they were not displayed properly on CRAN
some minor typos were corrected in the README

a bug was fixed, where for most models except for EGARCH-type models the mean estimate was not considered properly in volatility forecasts
a bug was fixed, where for EGARCH-family models rolling point forecasts under the (skewed) ALD were erroneous
the mathematical formula in the README was not displayed correctly on the CRAN servers and was therefore removed entirely
the package description was adjusted to contain also information on the the more advanced models and backtesting capabilities of the package, making it easier for users to see what to expect from the package
the package title was adjusted to contain more information on the package's contents, making it easier for users to see what to expect from the package
a bug was fixed in the computation of the hessian matrix, where now it is caught if a hessian is not invertible through solve() and the fitting functions therefore now don't stop due to an error anymore
an additional dataset UKinflation was added to the package to show applications of the package beyond return data
some examples in the README were adjusted / added