- Fix weird bug on
horizon > max.in.maturities
- rename
ESGtoolkit
toesgtoolkit
(announced here) - include
ycinter
andycextra
(from packageycinterextra
, discontinued and unilaterally removed from CRAN)
- Important: Starting with 1.0.0, the next version, it will be renamed as: 'esgtoolkit' (to finally remove all my active packages from CRAN)
- include hermite cubic spline and Smith-Wilson methods for curve interpolation
- Calculate returns or log-returns for multivariate time series with
calculatereturns
- Specify
start
(the time of the first observation, seestats::ts
for examples) for simulations insimdiff
andsimshocks
- use spline interpolation (stats::spline) for forward rates
- 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/
- refactor files
- add reproductibility seeds
- update vignette
- update LICENSE
- Initial version