quantdr 1.2.0

Major changes

• Add the ValAR.R function for estimating the one-step ahead Value-at-Risk
• Adjust bandwidth selection for cqs.R and llqr.R to accommodate for Value-at-Risk calculation

Minor changes

• Update the vignette to include explanations for the ValAR.R function
• Choose one bandwidth in case llqrcv.R outputs more (if there is a tie)
• Add the PerformanceAnalytics under Suggests in DESCRIPTION to accommodate for the example in the ValAR.R function
• Add tests for the ValAR.R function

quantdr 1.1.0

Major changes

• Fix error in llqr.R function when x0 is provided
• Replace the lm function in cqs.R to save computational time

Minor changes

• Fix typos in vignette and update the plots using the ggplot2 package
• Update all the plots in README using the ggplot2 package
• Add the ggplot2 under Suggests in DESCRIPTION

quantdr 1.0.0

• First release