NEWS
esgtoolkit 1.1.0
- Fix weird bug on
horizon > max.in.maturities
esgtoolkit 1.0.0
- rename
ESGtoolkit to esgtoolkit (announced here)
- include
ycinter and ycextra (from package ycinterextra, discontinued and unilaterally removed from CRAN)
esgtoolkit 0.6.2
- Important: Starting with 1.0.0, the next version, it will be renamed as: 'esgtoolkit' (to finally remove all my active packages from CRAN)
esgtoolkit 0.6.0
- include hermite cubic spline and Smith-Wilson methods for curve interpolation
esgtoolkit 0.5.0
- Calculate returns or log-returns for multivariate time series with
calculatereturns
- Specify
start (the time of the first observation, see stats::ts for examples) for simulations in simdiff and simshocks
esgtoolkit 0.4.0
- use spline interpolation (stats::spline) for forward rates
esgtoolkit 0.3.0
- Use VineCopula package instead of CDVine (archived) for dependency simulation (means there's also now VineCopula's R-Vine Copulas simulation)
- Remove roxygen2 comments
- Create website with pkgdown, including docs --> https://techtonique.github.io/esgtoolkit/
esgtoolkit 0.2.0
- refactor files
- add reproductibility seeds
- update vignette
- update LICENSE
esgtoolkit 0.1.0