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New version: TermStructureModels v0.6.2 - #167944

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New version: TermStructureModels v0.6.2#167944
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Added decomp_yields and decomp_macros to term_premium for decomposing other yield datasets while keeping the estimated model fixed (p=1).
Added yields_est to forecasting functions so forecast histories can differ from estimation data.
Reworked JSZ kappaQ sampling using a tailored independent MH proposal based on a joint Student t approximation, with optimized initialization.
Added proposal_NM_maxiter=0: values greater than 0 enable Nelder-Mead before LBFGS and control its maximum iterations, helping improve the starting point when proposal optimization performs poorly.
Fixed AFNS prior weighting, NUTS state updates and warmup handling, prior variance scaling, prior density calculations, and macro-variable variance updates.
Corrected PCA sample alignment and EH/TP forecasting, including forecasts extending beyond the scenario horizon.
Generalized hard-coded parameter transformations and aligned the lower bound for nu0 across optimization methods.
Added proposal preparation progress messages and clarified input documentation.
Updated NUTS integration for Turing 0.48. Removed the kappaQ_proposal_mode and proposal_time_limit keywords.

UUID: 7e9258e2-c4b0-4fc1-89eb-9ad7f6b40598
Repo: https://github.com/econPreference/TermStructureModels.jl.git
Tree: 0a2ba16d57ef981a11edaacd69059d84df8e90f7

Registrator tree SHA: 50f504d641745716a5b3eabaf681d3a4937d2ae3
JuliaRegistrator referenced this pull request in econPreference/TermStructureModels.jl Sep 11, 2026
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Please close this PR. Version 0.6.3 has already been registered through #167943, so this 0.6.2 registration is no longer needed. Sorry for the confusion.

@JuliaTagBot JuliaTagBot added the AutoMerge: last run blocked by comment PR blocked by one or more comments lacking the string [noblock]. label Sep 12, 2026
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