v0.2.1 - Better parameters for Hessian approximation makes HAC standard errors more robust
v0.2.0 - Better error management for OPG standard errors
v0.1.9 - Compatibility with R 4.0.0
v0.1.8 - More precise error messages - More robust estimation methods - OPG standard errors are calculated as well - Additional simulation option for RVol(22) and RV(22) as dependent variables
v0.1.7 - Improved documentation for simulation functions - Bugfix for simulating when using student-t - Added K = K.two = 1, i.e. two covariates each with one lag - Added K > 0 and K.two = 1 for unrestricted beta-weighting scheme
v0.1.6 - Hessian matrix more accurate
v0.1.5 - Support for two covariates
v0.1.4 - Predict function bugfix - Better error messages - Bugfix for calculating the variance ratio
v0.1.3 - New generic plot function
v0.1.2 - First release on CRAN