Changes in version 0.6.2 (2023-05-13)                  

  - Fix bug in loss function "esr_loss".

                 Changes in version 0.6.1 (2023-03-22)                  

  - Resolve compiler warnings.

                 Changes in version 0.6.0 (2022-04-09)                  

  - Estimation of model parameters in eq. (28): return starting values
    if the numerical optimization algorithms do not terminate
    successfully instead of raising an error.

                 Changes in version 0.5.0 (2019-11-15)                  

  - Account for misspecification in the covariance estimator
  - Include information on published paper

                 Changes in version 0.4.0 (2019-01-09)                  

  - Allow different covariates in the quantile and the expected
    shortfall regression
  - Restructure the package using the recommendations provided here:
    http://www.milbo.org/doc/modguide.pdf
  - Remove unused pieces of code and simplify handling

                        Changes in version 0.3.2                        

Improved speed of the semi-parametric covariance estimator

                 Changes in version 0.3.1 (2017-08-22)                  

Fixed an overloaded ‘pow(int&, int)’ bug (Solaris), improved the help
files and marked several functions as internal.

                 Changes in version 0.3.0 (2017-08-17)                  

Bump version for CRAN release

                        Changes in version 0.2.2                        

Clean imports in description

                        Changes in version 0.2.1                        

Add the residuals methods

                        Changes in version 0.2.0                        

Add the semi-parametric estimator of the truncated conditional variance

                        Changes in version 0.1.9                        

Replace the random restart optimizer with the iterated local search

                        Changes in version 0.1.8                        

Move GenSA to the optional packages

                        Changes in version 0.1.7                        

Add estimation of the truncated conditional variance using the skewed
Student-t distribution.

                        Changes in version 0.1.6                        

Remove the one_shot estimation method: use random_restart instead.

                        Changes in version 0.1.4                        

Added an estimator of the asymptotic covariance of the two-step
estimator

                        Changes in version 0.1.3                        

Added a (extremely fast but less precise) two-step estimator

                        Changes in version 0.1.2                        

Added new specification functions

                        Changes in version 0.1.1                        

Added the Z-estimator

                        Changes in version 0.1.0                        

Initial release