bayesianVARs 0.1.4

• For consistency with other functions, from now on prior_intercept in bvar() specifies standard deviations instead of variances.
• Bug fix concerning ‘additional check’ valgrind. Seems to pass the check now. Thanks to Brian Ripley for reporting the bug.

bayesianVARs 0.1.3

• bugfix concerning VAR with factor structure on errors with homoscedastic factors.

bayesianVARs 0.1.2

• Added minimum version to factorstochvol in the Imports field of the DESCRIPTION file in order to avoid unnecessary building errors. Thanks to Sergey Fedorov for pointing this out.
• vcov.bayesianVARs_bvar method now can be specified for specific time-points.
• bugfix in cpp function which constructs variance-covariance matrices. If a Cholesky structure for the errors had been specified, exported functions such as vcov, predict and fitted were affected.

bayesianVARs 0.1.1

• Fixed clang-UBSAN issue.
• Fixed undefined figure references in vignette.

bayesianVARs 0.1.0

• Initial CRAN submission.