Changelog • esgtoolkit

simulate_rvine for simulating from an adjusted multivariate copula

Fix weird bug on horizon > max.in.maturities

rename ESGtoolkit to esgtoolkit (announced here)
include ycinter and ycextra (from package ycinterextra, discontinued and unilaterally removed from CRAN)

Important: Starting with 1.0.0, the next version, it will be renamed as: ‘esgtoolkit’ (to finally remove all my active packages from CRAN)

include hermite cubic spline and Smith-Wilson methods for curve interpolation

Calculate returns or log-returns for multivariate time series with calculatereturns
Specify start (the time of the first observation, see stats::ts for examples) for simulations in simdiff and simshocks

use spline interpolation (stats::spline) for forward rates

Use VineCopula package instead of CDVine (archived) for dependency simulation (means there’s also now VineCopula’s R-Vine Copulas simulation)
Remove roxygen2 comments
Create website with pkgdown, including docs –> https://techtonique.github.io/esgtoolkit/

refactor files
add reproductibility seeds
update vignette
update LICENSE

Initial version