rstan 2.26.0
array syntax.VAR
argument for a
VAR(1) model.VB
as a sampling algorithm
option. bmgarch now takes VB
and the standard
MCMC
argument in sampling_algorithm. VB
is
inherited from rstan
and is still experimental - use with
caution.loo
function now takes m
-ahead argument
for the “backward” approximation allowing one to tune the forcast to
arbitrary steps ahead.
Fixed package dependency versions.
Initial CRAN release