HTDV 0.2.0

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.

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.

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.

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).