- Added support for Tukey's g-and-h distribution.
- Fixed minor typos and bugs
-
Added functions for inference:
abc
,mcmc
,fdsa
. -
Added
fx
function which provides a demo analysis of exchange rate data.
-
Complete rewrite to make code more efficient and stable. This involves changes to the arguments required by the functions.
-
Added support for the generalised g-and-h distribution.
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Parameter validity can be checked with isValid now rather than check.params.
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gk.MLE and order statistics functions removed. Improve inference functions will appear in the next version.