bigtime 0.2.1

• Dependency on Rcpp version >=1.0.7 added to the DESCRIPTION

bigtime 0.2.0

• sparseVAR, sparseVARMA, sparseVARX are all more efficient and faster now
• All estimation functions return corresponding S3 classes
• fitted and residuals functions were implemented for VAR, VARMA, VARX
• diagnostics_plot was implemented for VAR, VARMA, VARX
• plot_cv was implemented; Allows to investigate the behavior in CV
• sparseVAR, sparseVARMA and sparseVARX can now use information criteria to select the optimal penalization
• simVAR allow for the simulation of VAR models using different sparsity patterns; utility functions summary and plot were also implemented for simulated VARs
• Default selection procedure in sparseVAR, sparseVARMA and sparseVARX changed to “none”. Will return a 3D array of estimations from this version on, unless a different selection procedure is chosen. WARNING: This can break old code!
• recursiveforecast was implemented for VAR models.
• is.stable was implemented for VAR models
• in plot_cv, directforecast, and lagmatrix the model argument was removed. Functions know automatically what model was used. WARNING: This can break old code!
• All model functions will give warnings if the given data is not standardized
• added example data for VAR, VARMA, and VARX

bigtime 0.1.0

• First release on CRAN