This is version 0.3.0.

Author: SebKrantz

DESCRIPTION

@@ -1,5 +1,5 @@
 Package: dfms
-Version: 0.2.2
+Version: 0.3.0
 Title: Dynamic Factor Models
 Authors@R: c(person("Sebastian", "Krantz", role = c("aut", "cre"), email = "[email protected]"),
              person("Rytis", "Bagdziunas", role = "aut"))

NEWS.md

@@ -1,4 +1,8 @@
-# dfms 0.2.1.9000
+# dfms 0.3.0
+
+* Added argument `quarterly.vars`, enabling mixed-frequency estimation with monthly and quarterly data following Banbura and Modugno (2014). The data matrix should contain the quarterly variables at the end of the matrix (after the monthly ones).
+
+# dfms 0.2.2
 
 * Replace Armadillo `inv_sympd()` by Armadillo `inv()` in C++ Kalman Filter to improve numerical robustness at a minor performance cost.