0.3.1 [2023-09-02]

Fix documentation issue

0.3.0 [2020-05-22]

Update references.
Bump for CRAN submission.

0.2.2 [2020-05-01]

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

0.2.1

Adjust estimation of the intercept ESR backtest

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

0.1.1

Add the loss function

0.1.0

Initial commit