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NEWS.md

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version 1.1.0

  • Fix weird bug on horizon > max.in.maturities

version 1.0.0

  • rename ESGtoolkit to esgtoolkit (announced here)
  • include ycinter and ycextra (from package ycinterextra, discontinued and unilaterally removed from CRAN)

version 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)

version 0.6.0

  • include hermite cubic spline and Smith-Wilson methods for curve interpolation

version 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

version 0.4.0

  • use spline interpolation (stats::spline) for forward rates

version 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/

version 0.2.0

  • refactor files
  • add reproductibility seeds
  • update vignette
  • update LICENSE

version 0.1.0

  • Initial version