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NEWS.md

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RBATS 0.2.1

  • Included forecast method for dlm.fit objects.
  • Added some unit-test to validate the forecast method.

RBATS 0.2.0

  • Filter and smooth operations written in C++.
  • Included Autoregressive and Transfer Function models.
  • Added a extract method for dlm class to extracting the fitting information.
  • Removed variance_law argument.
  • Removed forecast and updated methods from dlm class.
  • Removed dglm class.

RBATS 0.1.0

  • First release version written in R.