Code repository changed from R-Forge to Codeberg at: https://codeberg.org/zeileis/fxregime/
Added basic altdoc page with overview and documentation at: https://zeileis.codeberg.page/fxregime/
Improvement in refit.fxregimes() that works in both
R >= 4.0.0 and also R < 4.0.0.
Small improvements for R CMD check.
Depends/Imports has been streamlined. Only zoo and
strucchange are in Depends now. R (>= 2.14.0) is now
required.
The vignettes have been moved from inst/doc/ to
vignettes/ in the source package.
Only car::linearHypothesis() is employed in
fxregime now. The old car::linear.hypothesis()
has been deprecated for a while and is now not longer supported by
fxpegtest().
Fixed lines() method for fxregimes
objects.
Recompressed data sets in package to reduce file storage requirements.
Some technical changes for new R 2.14.0, e.g., adding Authors@R
in DESCRIPTION, recompressing data, etc.
fxpegtest() to use
linearHypothesis() instead of
linear.hypothesis() in case car 2.0-0 or
greater is installed.Release to accompany forthcoming publication of the methodology in Computational Statistics & Data Analysis. doi:10.1016/j.csda.2009.12.005
Updated version of FXRatesCHF data: continued until
2010-02-12 (previous version 2009-08-14).
Added optional high performance computing support by means of the
foreach package for the fxregime() function.
This can be leveraged to alleviate the computational burden in the
dynamic programming approach. Simply register a parallel backend (e.g.,
by means of doMC or doSNOW) and call
fxregime() with additional argument
hpc = "foreach".
Updated version of FXRatesCHF data: The data
continues until 2009-08-14 (only 2008-01-04 in the previous version).
The column VEB was renamed to the new VEF to reflect that Venezuela went
from the old Bolivar to the Bolivar Forte (divided by 1000 due to
inflation).
The CNY vignette was updated/extended to the new data.
\itemize in Rd files for new R-devel.Added a confint() method for fxregimes
objects. For this, a bread() method for fxlm
objects was added and the results of the estfun() method
were rescaled.
Second CRAN version of the fxregime package,
accompanying Report 70, https://epub.wu-wien.ac.at/. This is an updated version
of Report 56, using an extended data period and slightly modified
currency baskets but leading to qualitatively similar results.
The vignettes for CNY and INR have been updated to reproduce Report 70, rather than 56.
fxregime package,
accompanying Report 56, https://epub.wu-wien.ac.at/