Changes in version 0.1.0.9000                      

  - Reworded the package title to comply with CRAN policy (no longer
    starts with "An R Package for...").

                 Changes in version 0.1.0 (2026-07-11)                  

  - Initial CRAN release.
  - Five factor extraction methods for asset pricing and macroeconomic
    forecasting:
      - Principal Component Analysis (pca_est())
      - Partial Least Squares (pls_est())
      - Scaled PCA (spca_est()), Huang, Jiang, Li, Tong, and Zhou (2022)
        doi:10.1287/mnsc.2021.4020
      - Reduced-Rank Approach (rra_est()), He, Huang, Li, and Zhou
        (2023) doi:10.1287/mnsc.2022.4563
      - Instrumented PCA (ipca_est()), Kelly, Pruitt, and Su (2019)
        doi:10.1016/j.jfineco.2019.05.001
  - Unified sdim_fit() wrapper with print(), summary(), plot(), and
    predict() methods.
  - Factor evaluation utility (eval_factors()) reporting R-squared,
    trace R-squared, and canonical correlations against benchmark
    factors.
  - Out-of-sample forecasting helpers: oos_standardize(),
    select_ar_lag_sic(), estimate_ar_res(), estimate_ardl_multi().
  - Bundled datasets replicating results from the source papers:
    grunfeld, he2023_factors, he2023_ff17vw, he2023_ff30vw,
    he2023_ff48vw, he2023_ff48ew, he2023_ff5, he2023_dacheng202,
    huang2022_ip, huang2022_macro.
  - Four vignettes: package overview, Huang et al. (2022) Table 4
    replication, He et al. (2023) Table 3 replication, and IPCA on the
    Grunfeld panel.