Remove the dependency with the dr package, which will be removed from CRAN soon. To do this, an internal dr function was added, that performed the same functionality as the dr package.
quantdr 1.2.22022-05-09
This is a resubmission. The package was removed from CRAN due to dependency issues with MTS package.
However, the dependence was removed when the 1.2.1 version was submitted. The communication was not clear and, although the dependency was resolved, the package was removed from CRAN.
quantdr 1.2.12022-03-22
Minor changes
Remove the dependency with the MTS package
quantdr 1.2.02021-04-20
Major changes
Add the ValAR.R function for estimating the one-step ahead Value-at-Risk
Adjust bandwidth selection for cqs.R and llqr.R to accommodate for Value-at-Risk calculation
Minor changes
Update the vignette to include explanations for the ValAR.R function
Choose one bandwidth in case llqrcv.R outputs more (if there is a tie)
Add the PerformanceAnalytics under Suggests in DESCRIPTION to accommodate for the example in the ValAR.R function
Add tests for the ValAR.R function
quantdr 1.1.02020-12-15
Major changes
Fix error in llqr.R function when x0 is provided
Replace the lm function in cqs.R to save computational time
Minor changes
Fix typos in vignette and update the plots using the ggplot2 package
Update all the plots in README using the ggplot2 package