Changes in version 3.1.1 (2026-01-08) - Fixed a bug in the method for calculating fitted values for dynamic shrinkage models when only one covariate is present - Fixed issues with links to functions in other packages in the documentation - Fixed various issues with links in the vignette Changes in version 3.1.0 (2025-06-02) - Exported all dynamic steps via inst/include/shrinkTVP.h - Fixed bug in forecasting functions for dynamic shrinkage - Fixed bug that prevented shaded argument in plot.mcmc.tvp from working Changes in version 3.0.2 - Some updates in the documentation, particularly references to multivariate extension shrinkTVPVAR - Moved to newer roxygen2 version - Added on.exit() to better handle user par settings Changes in version 3.0.1 (2024-02-18) - Added capability to estimate models under the dynamic triple gamma prior (as in Knaus and Frühwirth-Schnatter \doi{10.48550/arXiv.2312.10487}) - Fixed a bug in resample_alpha - Fixed an issue on Debian Changes in version 2.1.1 (2023-11-22) - Added a more robust solve method for armadillo matrices - Fixed issues with exported Bhattacharya and Rue algorithm - Fixed issue with the usenames option for xcolor in the vignette Changes in version 2.0.6 (2022-10-18) - Fixed a bug in LPDS() - Fixed issues on Fedora and Debian - Changed compiler flag -DARMA_DONT_PRINT_ERRORS to -DARMA_WARN_LEVEL=0 Changes in version 2.0.5 (2022-02-03) - Modified shrinkTVP.ltx to work with new jss.cls Changes in version 2.0.4 (2021-11-26) - Added CITATION file - Modified DESCRIPTION as well as some documentation files Changes in version 2.0.3 (2021-10-21) - Fixed a bug in the sampling step for c_xi (Thanks to Tony Chernis for pointing it out) - Fixed a bug in the sampling step for a_tau (Thanks to Wenjie Zhao for pointing it out) - Added DG_MH_step to exported functions - Fixed some typos in the documentation - Added a newline to the print() function Changes in version 2.0.2 (2021-05-13) - Moved to stochvol 3.0 - Fixed an issue with the exported version sample_TG_TVP function - Fixed an issue with the exported Bhattacharya algorithm - define STRICT_R_HEADERS, include float.h, adjust some constants Changes in version 2.0.1 (2020-11-09) - Fixed an issue on Solaris Changes in version 2.0 (2020-11-05) - Added option to use triple gamma prior - Added one-step update function updateTVP for modular use in other samplers - Added convenience methods (residuals.shrinkTVP, fitted.shrinkTVP, etc...) - Re-factored C++ code, improving on speed in some places - Added forecast_shrinkTVP (and associated plot.forecast_shrinkTVP method), which allows for forecasting - All C++ functions are now exported for use in other packages - simTVP now allows user to adjust parameters governing SV process - Re-factored plot.shrinkTVP to use layout() instead of par(mfrow = ...) - Bug fixes - Updated the vignette Changes in version 1.1.1 (2019-10-06) - Updated the vignette. Changes in version 1.1.0 (2019-10-06) - Overhauled plotting functions. The default is now shaded areas instead of lines and more customization options are available. - plot.mcmc.tvp now also adds time series information to the x-axis labels, thanks to zoo::index. - Changed the way LPDS are calculated, moving them from the shrinkTVP function to a dedicated LPDS function. - Added the new eval_pred_dens function, which allows the user to evaluate the one-step ahead predictive density. - Objects returned from the shrinkTVP function are now of class shrinkTVP and not shrinkTVP_res. Changes in version 1.0.2 (2019-08-07) - Added a vignette - Bug fixes Changes in version 1.0.1 (2019-07-15) - plot.mcmc.tvp now adds a horizontal line at 0 - Added a nicer print method for shrinkTVP_res objects - Fixed some typos and errors in the documentation