NEWS.md

version 1.8.0

• simulate_rvine for simulating from an adjusted multivariate copula

version 1.1.0

• Fix weird bug on horizon > max.in.maturities

version 1.0.0

• rename ESGtoolkit to esgtoolkit (announced here)
• include ycinter and ycextra (from package ycinterextra, discontinued and unilaterally removed from CRAN)

version 0.6.2

• Important: Starting with 1.0.0, the next version, it will be renamed as: 'esgtoolkit' (to finally remove all my active packages from CRAN)

version 0.6.0

• include hermite cubic spline and Smith-Wilson methods for curve interpolation

version 0.5.0

• Calculate returns or log-returns for multivariate time series with calculatereturns
• Specify start (the time of the first observation, see stats::ts for examples) for simulations in simdiff and simshocks

version 0.4.0

• use spline interpolation (stats::spline) for forward rates

version 0.3.0

• Use VineCopula package instead of CDVine (archived) for dependency simulation (means there's also now VineCopula's R-Vine Copulas simulation)
• Remove roxygen2 comments
• Create website with pkgdown, including docs --> https://techtonique.github.io/esgtoolkit/

version 0.2.0

• refactor files
• add reproductibility seeds
• update vignette
• update LICENSE

version 0.1.0

• Initial version