vasicekfit 0.2.0

• predict(type = "response") with alpha = NULL now returns the conditional mean loss rate (the effective PD), Phi(qnorm(p) + sum kappa_j u_j), matching the convention of predict.glm(). Previously it returned pnorm() of the linear predictor, which is the conditional median; that quantity is now available via alpha = 0.5.
• vcov(), confint(), and summary() gain a type argument. type = "HAC" computes heteroskedasticity- and autocorrelation-consistent standard errors via sandwich::lrvar(); extra arguments are forwarded to it. The default type = "iid" is unchanged. sandwich is a suggested dependency.

vasicekfit 0.1.0

• Initial CRAN release.