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lpirfs 0.1.1
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@AdaemmerP AdaemmerP released this 12 Jul 13:48
· 357 commits to master since this release
v.0.1.1
383edc2

lpirfs 0.1.1

Improvements

  • The dependency to the mFilter package is removed. The HP-filter is now written in C++ which
    vastly improves efficiency.

  • A problem with a C++ function is resolved so that the package can also be installed on Oracle Solaris.

  • Renamed functions:

original name new name
lm_function get_resids_ols
reduced_var get_mat_chol
find_lag_c get_vals_lagcrit
newey_west_c newey_west
switching_series get_vals_switching

lpirfs 0.1.0

  • Preparation for CRAN release.
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