Changes in version 0.1.8 (2026-01-09) - made changes to some function examples. Changes in version 0.1.7 - Made change in trycatch error message for HLRTest() to better describe optimization issues. - Made minor changes to article.R example file. Changes in version 0.1.6 (2025-10-23) - Updated MLE estimation following deprecation of hin>=0 (inequality constraint direction) in slsqr - Changed OLS unbiased estimates of models with k=1 to be consistent with MLE estimates. Package is for testing more than estimation so comparison with MLE-based tetsing is prioritized. - Changed use of arma::is_finite(X) to std::isfinite(X) because former is now deprecated. Changes in version 0.1.5 (2025-02-24) - patch to compile following (Rcpp) Armadillo update (i.e., added proper namespace scopeas_scalar). Changes in version 0.1.2 (2024-05-31) - Made change to MSARmdl(), MSVARmdl(), and HMmdl(). Specifically, when msmu or msvar is FALSE, output list copies single regime value for each k regime. This is needed for simulating the null when either msmu or msvar is FALSE in LMCLRTest() and MMCLRTest(). - Added option to use different number of initial values for estimating MSMs with observed data vs. for null distribution (see documentation for LMCLRTest() and MMCLRTest()). - Updated USGNP data set to include 2022 Q3. - MMCLRTest() now has the option to add lower and upper bounds for autoregressive coefficients and transition probabilities to help reduce errors from polyroot() when optimizing. MMC_bounds() has been updated to reflect this. - DLMMCTest() now has the option to add lower and upper bounds for autoregressive coefficients to help reduce errors from polyroot() when optimizing. DLMMC_bounds() has been created for this. - Fixed error in bootCV() used by CHPTest(). When NaN occurs, new draw is used. - Added option to allow user to specify 'mle_theta_low' and 'mle_theta_upp' which determine the lower and upper bounds for optimization in HMmdl(), MSARmdl(), and MSVARmdl() when "method='MLE'" is specified. - print.CHPTest() now used two lines to print description. - In HLRTest() user can now define entire grid for transition probabilities. - added new optional optimization routine for HLRparamSearch() (nloptr::slsqp() can be used now). - Fixed bug in HLRTest() where grid for sigma options are properly used now. - Now using nearest_spd() from pracma instead of nearPD() from lmf package. - Added classes for simulation functions - Added new methods, namely: coef, fitted, predict, summary, residuals, nobs, plot - Made changes to print method. - Changed methods for models, namely: logLiklihood now uses logLik, and aic and bic now use AIC and BIC methods. - Updated USGNP dataset to include data up to end of 2023. - Updated README.md file with usage of new methods. - Updated DESCRIPTION file for changed dependencies and new version. Changes in version 0.1.1 (2023-01-31) - Made changes to MMC LRT related functions for obtaining null distribution of statistical test. - Added more examples. Examples that take long to complete are commented out but serve to get familiar with usage. - Fixed bug related to using init_theta (setting initial values of parameters) when estimating Markov models (i.e. MSARmdl(), HMmdl(), and MSVARmdl()). - Fixed bug in MMC_bound() when k0>1 - Updated DESCRIPTION file for new version. Changes in version 0.1.0 (2022-10-19) - Added a NEWS.md file to track changes to the package. - Added a README.md file to describe the package. - First public version of package.