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bmgarch 2.0.0

• All stan models are rewritten to match the new rstan 2.26.0 array syntax.

bmgarch 1.1.0

• Meanstructure now also takes the VAR argument for a VAR(1) model.
• Added variational Bayes 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.
• Updated rstantools to facilitate rstan upgrade (according to rstan developer guide)
• standat now checks for constant vectors in data, and returns error if there’s no variance (cf. discourse mc-stan)

bmgarch 1.0.1

• 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.

bmgarch 1.0.0

Initial CRAN release

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.