NEWS

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esback 0.3.1 (2023-09-03)

• Fix documentation issue

esback 0.3.0 (2020-06-09)

• Update references.
• Bump for CRAN submission.

esback 0.2.2

• Fix typo in parameter documentation.
• Don't require parameter "q" in esr_backtest when backtest version is 1 or 3.

esback 0.2.1

• Adjust estimation of the intercept ESR backtest

esback 0.2.0

• Merge esr_backtest and esr_backtest_intercept in one function and add an additional esr backtest version
• Account for misspecification in the covariance estimation
• Add additional ES backtests
• Clean-up and refactoring

esback 0.1.1

• Add the loss function

esback 0.1.0

• Initial commit