Changes in version 0.2.0 (2026-05-02)                  

Validation release. The framework now ships with the executable evidence
of its calibration claims.

New: validation evidence shipped with the package

  - htdv_sim_summary: aggregated output of the pre-registered factorial
    Monte Carlo study (1024 cells × 500 replications × 3 inferential
    layers, 31 hours wall-clock on 16 cores, sign-corrected coverage).
  - htdv_empirical_benchmarks: three-dataset external validation against
    Stock-Watson (2007), Campbell-Shiller (1998), and the iid Welch
    baseline on US-Canada 10y yields.
  - New vignette HTDV-validation consolidates both validations with the
    per-layer reading and the persistence-ladder cross-cut.

New: simulation infrastructure

  - htdv_simstudy(): end-to-end factorial Monte Carlo runner with
    cell-level parallelism via parallel::mclapply and atomic per-cell
    caching that survives worker failures and supports resume.
  - htdv_simstudy_summary(): aggregate per-cell results.
  - htdv_simstudy_warnings(): flag cells where the Bayesian
    diagnostic-pass rate falls below a user-set threshold (typically
    high-persistence × small-sample corners where the AR(1) likelihood
    approaches its limit of identification).
  - New Stan model simstudy_two_sample.stan for two-sample AR(1)
    inference with shared autocorrelation.

Bug fixes

  - Sign convention in the simulation's HAR-Wald and
    stationary-bootstrap layers aligned with the Stan parameterization
    (delta = E[X_2] - E[X_1]). Earlier output had spuriously low HAR and
    bootstrap coverage for delta > 0 cells; the recover_coverage.R
    helper of the companion paper repository regenerates the corrected
    aggregates from the raw RDS.
  - Documentation references for Betancourt (2016) corrected to use
    <doi:10.48550/arXiv.1604.00695> (CRAN-mandated DOI form).
  - Package metadata: GitHub URL points to IsadoreNabi/HTDV; ORCID,
    email, and BugReports URL aligned in DESCRIPTION and CITATION.

                        Changes in version 0.1.0                        

Initial public release.

  - Hierarchical Bayesian fit via HMC (htdv_fit) with TAC, WSC, MPC,
    Whittle, and Composite likelihood backends.
  - Berger-robust posterior envelope (htdv_envelope).
  - Long-run variance with Andrews bandwidth (htdv_lrv).
  - Fixed-b HAR Wald test (htdv_fixedb).
  - Block bootstrap with Patton-Politis-White automatic block length
    (htdv_boot).
  - Adaptive conformal inference for dependent data (htdv_conformal).
  - ROPE decision, bridge-sampling Bayes factor, WAIC, leave-future-out
    CV, and predictive stacking (htdv_rope, htdv_bf, htdv_waic_lfo,
    htdv_stack).
  - MCMC diagnostics and posterior-predictive checks on dependence
    statistics (htdv_diagnostics, htdv_ppc).
  - Explicit numerical constants for TAC/WSC/MPC metric equivalence
    (htdv_equivalence_constants).