bvartools 0.2.5

Added function covar_vector_to_matrix.
Added function sur_const_to_tvp.
Updated Rcpp dependency in DESCRIPTION file to version 1.0.12.
Added post_gamma_state_variance for posterior simulation of constant error variances of the state equation.
Added post_gamma_measurement_variance for posterior simulation of constant error variances of the measurement equation.
Renamed .prep_covar_data to covar_prepare_data and made it visible in R and also callable from C++.

bvartools 0.2.4

Using an updated version of Rcpp to address an issue with Rcpp::stop.
stochvol_ocsn2007 can handle multi-column input.
stochvol_ksc1998 can handle multi-column input.
Added post_normal_covar_tvp for posterior simulation of time varying, lower triangular covariance matrices.
Added post_normal_covar_const for posterior simulation of constant, lower triangular covariance matrices.

Fixed alias issue resulting from use of roxygen2.
Made kalman_dk callable from C++.
Stochastic volatility algorithms allow to set the offsetting constant manually.
Changed stoch_vol to a wrapper for stochvol_ksc1998.
Added stochastic volatility algorithm of Kim et al. (1998) in a separate function stochvol_ksc1998.
Added stochastic volatility algorithm of Omori et al. (2007) in function stochvol_ocsn2007.
Fixed bug with detection of deterministic terms in bvar.
Implemented recursive iterations for forecasts in C++.
Replaced erroneous | in C++ sampling functions by ||.

Addressed CRAN NOTE on CITATION file
Addressed the CRAN NOTE "Specified C++11: please drop specification unless essential" by dropping the specification from "src/Makevars"
Improved the treatment of bvar and bvec objects if Gibbs sampler fails.
Fix erroneous SUR-matrix generation for VEC models with r = 0 in .bvecalg.
Fix bug in .bvecalg and .bvectvpalg with the storing of posterior draws of beta.
Fix bug of predict.bvar, which could not handle only VARX models with contemporaneous exogenous variables only.
Model plot functions support boxplots.
Fix typos in documentation.

Added functionality for the simulation of models with time varying parameters, both for VAR and VEC models.
Added functionality for the simulation of models with stochastic volatility, both for VAR and VEC models.
Added a plot function for classes bvar and bvec for visual inspection of posterior draws.
Changed the generation of the output object in the Gibbs sampler functions bvaralg and bvecalg to make them more stable for especially large output.
Changed draw_posterior to a generic function and added the corresponding methods for BVAR, BVEC and DFM input.
Changed irf and fevd to generic functions.
Corrected typos in documentation.
thin_posterior methods were renamed to thin and are now methods of coda::thin.
Function irf allows to specify the size of a shock.
Fixed a bug in ssvs_prior concerning BVEC models.
Fixed a bug with the prior in the BVEC algorithm.

Changed thin_posterior to a generic function and added methods for BVAR, BVEC and dynamic factor model input.
Changed add_prior to a generic function and added methods for BVAR, BVEC and dynamic factor model input.
Added funcionality to estimate dynamic factor models (DFM).
predict requires to specify an object of class ts as input for argument exogen.
Additioal argument checks for add_priors methods.
Updated documentation in minnesota_prior and for add_prior methods.
Using \doi instead of \url in documentation

Omitted package Matrix from "Imports"" in DESCRIPTION, which caused a note in version 0.0.3.
Added function bvarpost for posterior simulation of BVAR models.
Added function bvecpost for posterior simulation of BVEC models.
Added function draw_posterior for estimation of multiple models.
Fixed erroneous calculation of structural forecast error variance decompositions.
More specification checks and increased robustness against erroneous model specificaions.
Function fevd calculates FEVDs based on means of posterior draws of FEVDs and not based on the means of the coefficient draws.
Function bvar and summary.bvar can deal with inclusion parameters.
Added funtion add_priors for easier construction of prior matrices for multiple models.
gen_var and gen_vec can produce multiple models.
Changed all argument names of predict.bvar to lower cases.

Changed all argument names of post_normal, post_normal_sur, post_coint_kls and post_coint_kls_sur to lower case letters.
Replaced output element in function ssvs from V_i to v_i.
Refined function minnesota_prior and added additional functionaliy.
Fixed error message when creating seasonal dummies with gen_var and gen_vec.
New data set us_macrodata.
Added additional checks in gen_vec.
Added functions inclusion_prior for the calculation of inclusion probability priors as used by bvs and ssvs.
Added summary functions.
Fixed conversion and collection of exogenous regressors in bvec_to_bvar.
Fixed detection of deterministic terms in bvec_to_bvar.
Updated documentation in kalman_dk.
irf contains a new argument keep_draws.
Additional checks in post_normal, post_normal_sur, post_coint_kls and post_coint_kls_sur.
Adapt vignette bvec.
Added loglik_normal for the calculation of a multivariate normal log-likelihood.

Updated vignette ssvs after the introduction of function ssvs_prior.
Added ssvs_prior for the calculation of prior matrices for the SSVS algorithm.
Added minnesota_prior for the calculation of the Minnesota prior.
Use unsigned integers for indices in Cpp code to address warnings during installation.
Better error handling in irf.
In post_coint_kls_sur the prior matrix g_i can be time varying.
bvar and predict also work only with deterministic terms, i.e. p can be zero.
Use SVD to obtain a draw of beta in post_coint_kls and post_coint_kls_sur.
predict allows for p = 1.
Add legend to plot.bvarfevd.