NEWS

Changes in Version 2.0.5

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

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

Overhauled plotting functions. The default is now shaded areas instead of lines and more customisation 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 predctive density.
Objects returned from the shrinkTVP function are now of class shrinkTVP and not shrinkTVP_res.