Change in Version 2.4.6
- improved memory usage and garbage collection in irf function

Change in Version 2.4.4/5
- Implementation of the corrigendum of Carriero, Chan, Clark, and Marcellino (2021, Journal of Econometrics)
- added the horseshoe prior (Makalic and Schmidt, 2015, IEEE Signal Processing Letters)
- better memory usage
- new features:
  - plag can now be differently specified for endogenous and weakly exogenous variables
- bugfix in Ex argument in `bgvar`
- bugfix in summary command
- bugfix with Wex.restr
- bugfix in monthlyData
- bugfix in GFEVD
- bugfix in summary

Change in Version 2.4.2/3
- bugfix in fevd; added additional check

Change in Version 2.4.1
- bugfix in Rcpp code (occured when using SSVS prior and save.shrink.store=TRUE)
- bugfixes in vignette
- update of monthlyData dataset

Change in Version 2.4.0
- bugfix in plotting fitted values
- per default no save of containers of shrinkage parameter - decreases significantly memory usage
- restructure of example data sets
- change print method of rmse / lps

Change in Version 2.3.1
- small adaptions in help files.
- changed some functions to S3 method
- changed default options of bgvar()
- renaming of functions
- bugfix(es) with external variables

Change in Version 2.3.0
- added reader function for Excel
- updated vignette with own section for reading data from excel

Change in Version 2.2.2
- small fix in BVAR_linear.cpp

Change in Version 2.2.1
- small update to clear errors in CRAN Checks
- added output of 'bgvar' function. Now directly shows the number of stable draws when using the function.
- added a missing reference in vignette

Change in Version 2.2.0
- complete redesign of 'irf' function
  - computation of irf now in C++
  - makes use of parallel computing via RcppParallel
  - additional argument with 'shockinfo'
- two new functions: get_shockinfo() and add_shockinfo() as helper function for designing shockinfo argument in irf computation
- introduction of 'expert' settings to reduce number of arguments in main functions (bgvar and irf)
- conditional predictions now possible within predict function
- synchronization of parameter names with accompanied paper
- minor bug fixes

Change in Version 2.1.4
- updated backends of new 'stochvol' package
- added dataset 'eerDatasmall' to check functionality of package faster
- minor bug fixes

Change in Version 2.1.3
- fixed typo in vignette

Changes in Version 2.1.2
- adapted various roxygen articles
- summary output needs now less space
- citations are adapted with Working paper

Changes in Version 2.1.1
- changed argument names of 'bgvar' to be more similar to existing Bayesian packages
  - 'saves' is now 'draws'
  - 'burns' is now 'burnin'
- changed argument name of 'predict' to be more similar to existing Bayesian packages
  - 'fhorz' is now 'n.ahead'
- added new class 'bgvar.summary' with print method
- loglikelihood is saved in class 'logLik'
- print methods have now no own helpfile (not necessary)
- deleted some printing to the console and use now consistently cat()
- rename of some functions
- changes related to multithreading
  - not dependent on foreach and doparallal any more
  - parLapply for Windows platforms
  - mclapply for non-Windows platforms
  - user can also specify own apply function
- adapted class 'logLik.bgvar' to class 'logLik'
- added 'print' method for classes 'bgvar.hd', 'bgvar.irf', 'bgvar.fevd'
- changed argument of 'nhor' to 'n.ahead' of function irf() and gfevd()

Changes in Version 2.0.1
- bug fixes in Rcpp code (wrong overloading of std::pow)

Changes in Version 2.0
- added truly exogenous variables to the estimation function
- verbosity option now available for all functions
- user par settings are not affected by BGVAR any more

Changes in Version 2.0
- First CRAN release version.