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Credit goes to cran.r-project.org
Changes in Version 1.0.0
Added ability to estimate TVP-VAR-SV under dynamic triple gamma, as described in Knaus and Frühwirth-Schnatter (2023)
doi:10.48550/arXiv.2312.10487
.
Added functionality to calculate Log Predictive Density Score (LPDS) for an estimated model