Changes in version 0.5.0 (2023-01-27)                  

Extra functionality

  - Adds the option to generate forward simulations. See
    ?predict.statespacer for details.

Bug Fixes

  - Fixes the returning of NA when calling Cholesky() without a format.

                 Changes in version 0.4.1 (2022-05-10)                  

Removed dependency

  - Removes the dependency on the YieldCurve package by including an
    updated FedYieldCurve dataset in the statespacer package. See
    ?FedYieldCurve for details.

                 Changes in version 0.4.0 (2020-11-19)                  

Extra functionality

  - Introduces the simulation smoother for drawing random samples
    conditional on the observed data. See ?SimSmoother for details.

Performance improvements

  - Extraction of components now done a bit more efficiently.

Bug fixes

  - Fixed incrementation of initialisation_steps during initialisation
    when the dependent variable was missing.

                 Changes in version 0.3.0 (2020-09-15)                  

Performance improvements

  - Kalman Filter and Smoother now fully written in c++.

Extra functionality

  - Computation of diagnostics now optional using diagnostics = TRUE.
  - Added full system matrices to the statespacer object.
  - Added predicted, filtered, and forecasted P_star and P_inf.

Bug fixes

  - Fixed bug in predicting using explanatory variables.
  - Fixed edge case in adding explanatory variables. The bug occurred
    when there was only 1 explanatory variable and 1 dependent variable
    supplied, causing the Z system matrix to be a vector instead of an
    array.

                 Changes in version 0.2.1 (2020-07-15)                  

Bug fixes

  - Patch for macOS. On macOS, assignment of nested lists is handled a
    bit differently than on other platforms. For instance, if first <-
    list(), then assigning first$second[[["third"]] <- 1 returns on
    Windows (and other platforms) a list named first, that contains
    another list named second, that contains a named element third equal
    to an unnamed length 1 numerical vector. On macOS though, it returns
    a list named first, that contains a named element second equal to a
    named (third) length 1 numerical vector. So second is a list on the
    other platforms, while being a named numerical vector on macOS. This
    caused a bug on macOS while computing standard errors.

                 Changes in version 0.2.0 (2020-07-13)                  

Breaking changes

  - API change by making use of S3 classes and methods:
    
      - Replaced StateSpaceFit() for statespacer().
    
      - Replaced StateSpaceEval(...) for statespacer(..., fit = FALSE).
    
      - statespacer() returns a list object of class statespacer.
    
      - Replaced StateSpaceForecast() for the S3 method
        predict.statespacer().

Performance improvements

  - Major:
    
      - Calculation of loglikelihood now done using c++. Major
        performance improvement as the loglikelihood potentially gets
        calculated a lot of times by the optimisation procedure.

  - Minor:
    
      - Making use of crossprod and tcrossprod.
    
      - Improved efficiency of the computation of standard_errors.
    
      - y_temp outside of LogLikelihood function.
    
      - Easier to find proper initial values, reducing time spent on
        trial and error by the user.

Extra functionality

  - Printing progress now optional using verbose = TRUE.

  - Computation of standard_errors now optional using standard_errors =
    TRUE.

                 Changes in version 0.1.0 (2020-05-16)                  

  - Initial release to CRAN!