Changes in version 2.1.0 (2024-04-15) - Function SDFCoefficients added. - Function FGXFactorsTest added. Changes in version 2.0.0 (2023-11-30) - Function HJMisspecificationTest adapted to the use of excess returns. - Function IterativeKleibergenPaap2006BetaRankTest added. - Function GKRFactorScreening added. - Function HACcovariance added. - Function HJMisspecificationTest extended and renamed HJMisspecificationDistance. Changes in version 1.0.0 (2023-09-18) - Function IFRP extended and renamed TFRP. - Function OptimalAdaptiveIFRP extended and renamed OracleTFRP. - Function AdaptiveIFRP deleted. - Function ChenFang2019BetaRankTest added. - Function HJMisspecificationTest added. Changes in version 0.1.0 (2023-05-15) - (15/05/2023) Version 0.1.0 published on CRAN (The Comprehensive R Archive Network). Changes in version 0.0.1 - Added a NEWS.md file to track changes to the package.