- Added
predict
function that makes it possible to simulate future volatility and log-returns. plot
has a newforecast
argument that makes it possible to include forecasted volatility.- The degrees of freedom for the
t
model is estimated on log scale and shifted by 2 so that it is guaranteed to be greater than 2. This is to ensure that the variance is finite. - Changed parameter names from
phi_logit
andrho_logit
tologit_phi
andlogit_rho
to be consistent with other parameter names. - Updated README.
- Updated documentation.
- CRAN release