Changes in version 0.2.3 (2023-08-21)                  

  - package documentation adjusted due to breaking change in
    roxygen2 7.0.0

                 Changes in version 0.2.2 (2023-07-16)                  

  - verbose arguments added to functions sparseVAR and sparseVARX
  - correction lambda grid to hvaralgorithms
  - removal SystemRequirements: C++11

                 Changes in version 0.2.1 (2021-08-09)                  

  - Dependency on Rcpp version >=1.0.7 added to the DESCRIPTION.

                 Changes in version 0.2.0 (2021-06-24)                  

  - Important starting note: Please update all R packages on which
    bigtime depends upon installing bigtime from CRAN. We have been
    informed on errors occurring when using older versions of the Rcpp
    package on which bigtime depends. In version 0.2.1 of bigtime
    (currently only available on github), we have therefore added the
    dependency on Rcpp version >=1.0.7
  - sparseVAR, sparseVARMA, sparseVARX are all more efficient and faster
    now
  - All estimation functions return corresponding S3 classes
  - fitted and residuals functions were implemented for VAR, VARMA, VARX
  - diagnostics_plot was implemented for VAR, VARMA, VARX
  - plot_cv was implemented; Allows to investigate the behavior in CV
  - sparseVAR, sparseVARMA and sparseVARX can now use information
    criteria to select the optimal penalization
  - simVAR allow for the simulation of VAR models using different
    sparsity patterns; utility functions summary and plot were also
    implemented for simulated VARs
  - Default selection procedure in sparseVAR, sparseVARMA and sparseVARX
    changed to "none". Will return a 3D array of estimations from this
    version on, unless a different selection procedure is chosen.
    WARNING: This can break old code!
  - recursiveforecast was implemented for VAR models.
  - is.stable was implemented for VAR models
  - in plot_cv, directforecast, and lagmatrix the model argument was
    removed. Functions know automatically what model was used. WARNING:
    This can break old code!
  - All model functions will give warnings if the given data is not
    standardized
  - added example data for VAR, VARMA, and VARX

                 Changes in version 0.1.0 (2017-11-09)                  

  - First release on CRAN