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/