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CRAN v0.5.0

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@mitchelloharawild mitchelloharawild released this 26 Nov 09:45
· 65 commits to main since this release

New features

  • Added the IRF() generic and appropriate mable methods for computing
    impulse response functions from fitted models.
  • It is now possible to generate() bootstrap sample paths for
    multivariate models.

Improvements

  • Added support for multivariate model forecasting with transformation using
    sample paths.
  • Performance improvements relating to forecasting with transformations and
    sample paths.
  • Forecast plots now explicitly use marginal distributions for plotting
    forecast intervals from multivariate distributions.
  • Added optional progress reporting when producing forecasts, it can be
    enabled using progressr::with_progress()

Bug fixes

  • Fixed issue with autoplot() and length 1 forecasts (#400).