# tsgarch 1.0.4

* Now returning the series name of the data in the spec object for use in
multivariate models.
* If the hessian cannot be calculated in the first or second step for the scaling, then
a numerical approximation is used instead. There seems to be some instability
in the egarch-nig model for some datasets.
* Added R (>= 4.1.0) requirement for use of |> pipe.
* Added additional documentation on expected index for y which must be Date or POSIXct
(not yearmon or yearqtr).
* Replaced Rf_error with (Rf_error) per Rcpp team instructions.
* Fixed the macOS C++20/TMB build issue by redefining INFINITY as a double 
infinity before including TMB.hpp in src/TMB/tsgarch_TMBExports.cpp.
* Made test fixtures lazy in tests/testthat/helper-global.R with delayedAssign(), 
so expensive model estimates are only computed when needed.
* Reduced the heavy vignette simulation workload in vignettes/demonstration.Rmd 
from 500 x 10000 to 100 x 1000.
* Cleaned 1:nrow(...) usage in edited files by switching to seq_len(nrow(...)).






# tsgarch 1.0.3

* Added the log-likelihood vector to the returned fitted and filtered object
as this will be needed in the calculation of the standard errors in the upcoming
multivariate GARCH package.
* Added an extra option to the estimation method which adds the TMB object
to the returned estimation object. This can then be used to directly vary
the parameters and quickly extract information from the filtration. This
could be also achieved by the tsfilter method with a specification object
but is much slower. Use case is for the multivariate GARCH partitioned 
hessian calculation.
* Added plus overload method to combine together GARCH specifications to generate a
multi-specification object which can then be estimated in parallel. This
is required for 2-stage multivariate GARCH models. A separate to_multi_estimate
function is also added to instead convert a list of estimated objects to
a validated multi_estimate class. Extractors include fitted, residuals and sigma.
* Removed RcppArmadillo dependency and converted code to RcppEigen since it 
is already in use by TMB.
* Switched to using simulate for the parametric simulation for the predict method.
The bootstrap still remains the most valid approach as the out of sample distribution
is best approximated by the bootstrapped residuals rather than the imposed
parametric distribution with estimated parameters.
* For the bootstrap simulated prediction, the re-sampled standardized innovations
are now scaled to avoid bias.
* Fix to h=1 and nsim. Previously when h=1, nsim was set to zero.

# tsgarch 1.0.2

* Moved a unit tests back to original folder and added a tolerance
to the expectation per CRAN maintainers directions.

# tsgarch 1.0.1

* Moved a couple of unit tests to other folder to avoid checking on CRAN
since the M1 mac had different rounding errors than other architectures
for simulation tests.


# tsgarch 1.0.0

* Initial CRAN submission.
* Changes to initialization of recursion in the ARCH equation to be more consistent
with the literature. This leads to a more than doubling in the accuracy against the
FCP benchmark.
* Correction to EGARCH forecast to account for log bias.
* Added a couple more data series for benchmarking.
* Added a pdf vignette.
* Added demo html vignettes.
* Added extensive unit tests.

