BigVAR v 1.1.2 (Release date: 2023-01-10) ============== Changes: * Minor bug fixes in lag matrix construction BigVAR v 1.1.1 (Release date: 2022-09-28) ============== Changes: * Minor bug fixes * Correct compiler warning raised by cran checks BigVAR v 1.1.0 (Release date: 2022-03-16) ============== Changes: * Major code reorganization and simplification * Minor bug fixes in predict method and penalty grid construction * Added options for rolling out of sample evaluation * Added additional choices for loss function (L1, Huber) * Added SCAD and MCP penalties