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ChangeLog
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2025-02-14 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.10-2
* NEWS: updated many links from http to https
2025-01-30 Enrico Schumann <[email protected]>
* R/market_data.R (French): update list of
supported data files
2025-01-09 Enrico Schumann <[email protected]>
* R/market_data.R (French): support
'Europe_5_Factors_CSV.zip'
2024-11-03 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.10-1
* man/NS.Rd: remove code example, as it failed on
a CRAN machine and the failure could not be
reproduced elsewhere
2024-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.10-0
* R/market_data.R (Shiller): adapt regex; set
default of argument 'url' to NULL, since old link
is no longer working
* R/market_data.R (Ritter): adapt to new column
headers in latest files; column names are now made
lower case
* man/*.Rd: updated many links to https
2024-10-18 Enrico Schumann <[email protected]>
* R/MRC.R: add function, based on
https://quant.stackexchange.com/questions/80370/risk-parity-portfolio-from-scenario-optimization/80453#80453
2024-09-10 Enrico Schumann <[email protected]>
* R/market_data.R: slightly rearrange code for case
when 'na.rm' is TRUE, to avoid the (harmless)
warning when there are no finite values
2024-07-26 Enrico Schumann <[email protected]>
* inst/tinytest/test_heston.R: add tests, using
reference prices from Alan Lewis' blog
2024-04-07 Enrico Schumann <[email protected]>
* inst/unitTests/unitTests2.R: removed (emptied) file
2024-03-21 Enrico Schumann <[email protected]>
* R/market_data.R: use zoo::zoo to fix namespace
* inst/tinytest/test_bracketing.R: add testfile
* R/market_data.R (Shiller): implement new URL of file;
if argument "url" is not explicitly defined, the
function uses the new URL
2024-03-20 Enrico Schumann <[email protected]>
* R/bracket.R (bracketing): fix bug introduced in
version 2.9-0
* R/market_data.R (French): new argument
"return.class", with default value 'data.frame';
a single alternative value 'zoo' is supported
2024-02-20 Enrico Schumann <[email protected]>
* R/market_data.R (French): support dataset
"F-F_Research_Data_5_Factors_2x3_daily_CSV.zip"
2023-12-29 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.9-0
2023-12-28 Enrico Schumann <[email protected]>
* inst/tinytest/test_trackingPortfolio.R: make test
less stringent
2023-12-25 Enrico Schumann <[email protected]>
* R/bracket.R (bracketing): directly compare signs,
instead of the sign of products, which works better
when 'fun' evaluates to /exactly/ zero
2023-10-24 Enrico Schumann <[email protected]>
* R/approxTR.R (approxBondReturn): new function, which
approximates the total return of a bond by its
duration & convexity, as described in Swinkels(2019)
2023-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.8-0
* man/*.Rd: fix many links
2023-10-15 Enrico Schumann <[email protected]>
* R/market_data.R (Ritter): fix removal of empty lines
* R/internals.R (mcList): add 'affinity.list'
2023-07-31 Enrico Schumann <[email protected]>
* R/market_data.R (Ritter): adapt to new file
format
2023-03-25 Enrico Schumann <[email protected]>
* R/options.R (vanillaOptionEuropean): compute
"DvegaDspot" and "DvegaDvol"
2023-03-01 Enrico Schumann <[email protected]>
* R/portfolio.R (minMAD): copy neighbourhood
function from "neighbours" package
2023-02-28 Enrico Schumann <[email protected]>
* R/portfolio.R (minMAD): add function
2023-01-24 Enrico Schumann <[email protected]>
* R/portfolio.R (trackingPortfolio): add
argument 'ls.algo' for specifying settings for
method 'ls'
(trackingPortfolio): no longer require 'var'
when 'R' is specified
2023-01-13 Enrico Schumann <[email protected]>
* R/callHestoncf.R (callHestoncf): add argument
'uniroot.control' for passing settings for
'uniroot', and 'uniroot.info'
2022-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.7-1
* man/*: documentation updates
2022-08-19 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.7-0
2022-06-29 Enrico Schumann <[email protected]>
* R/market_data.R (French): safeguard download so
that the function evaluates to NULL when the
download fails. That behaviour had been intended as
least since 2020-01-23 [see ChangeLog], but had so
far depended on the return value of 'download.file'.
2022-03-22 Enrico Schumann <[email protected]>
* R/options.R (vanillaOptionAmerican): the function
now works even for very small values for M (M <= 3)
2022-03-16 Enrico Schumann <[email protected]>
* R/options.R (barrierOptionEuropean): add function
2022-03-09 Enrico Schumann <[email protected]>
* R/mc.R (gbm): the function gains an argument
"antithetic", with default FALSE. If TRUE, only
npaths/2 paths are created and then duplicated with
switched sign
2022-01-27 Enrico Schumann <[email protected]>
* R/mc.R (gbm, gbb): both functions gain an argument
"exp.result", with default TRUE. If FALSE, the log
paths are returned
(gbb): the function gets an argument "log", with
default FALSE, which matches the previous behaviour
2022-01-26 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.6-0
2021-12-29 Enrico Schumann <[email protected]>
* R/portfolio.R (group_constraints_matrices):
fix group constraints with a single group
2021-11-12 Enrico Schumann <[email protected]>
* R/randomReturns.R (randomReturns): specially
handle case rho == 1. Also, add an argument
"exact"; if TRUE, the created matrix has exact
means, standard deviations and
correlations. Default is FALSE.
2022-05-10 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.5-1
* man/*,vignettes/*,inst/tinytest/*: add
tests whether suggested packages 'quadprog' and
'Rglpk' are available
2021-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.5-0
2021-09-28 Enrico Schumann <[email protected]>
* R/gridSearch.R (gridSearch): allow
non-numeric input arguments, e.g. factors or
character vectors, specified in argument
"levels". Used only if argument 'asList' is
TRUE.
2021-07-22 Enrico Schumann <[email protected]>
* R/market_data.R (Ritter): add function, which
downloads IPO data from Jay Ritter
2021-05-30 Enrico Schumann <[email protected]>
* R/market_data.R (French): trim whitespace
from "industry_group"
2021-04-09 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.4-1
* R/*opt.R: set default value of 'printBar' to
'interactive()' in optimisation functions
* inst/tinytest/test_portfolio.R: run several
tests only locally
2021-04-01 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.4-0
2021-03-30 Enrico Schumann <[email protected]>
* inst/tinytest/test_portfolio.R: use more
tolerance in tests
2021-03-23 Enrico Schumann <[email protected]>
* R/market_data.R (French): support univariate
dataset "Portfolios Formed on ME"
2021-03-12 Enrico Schumann <[email protected]>
* R/randomReturns.R (randomReturns): 'rho' may
now be a correlation matrix
2021-02-22 Enrico Schumann <[email protected]>
* R/portfolio.R (minCVaR): support wmin/wmax
other than the defaults (thanks to Peter Garnry
for reporting on GitHub)
(minCVaR): support group constraints
* R/market_data.R (French): the function no
longer fails when a column is are NA; more
tweaks to process files
* R/callHestoncf.R (callHestoncf): new \dots
argument for passing arguments to 'integrate'
2021-01-19 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.3-1
* R/market_data.R (Shiller): support additional
columns; construct dates as monthly sequence
instead of parsing the dates in the file
2020-10-31 Enrico Schumann <[email protected]>
* R/portfolio.R (minCVaR): new arguments
'min.return' and 'm' for specifying a
minimum-return restriction
2020-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.2-2
* inst/tinytest: exclude tests after spurious
error on CRAN machine
2020-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.2-1
* man/optionData.Rd: update URLs, as
requested by CRAN
2020-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.2-0
2020-10-14 Enrico Schumann <[email protected]>
* R/market_data.R (French): use 'basename' on
the dataset, so that the complete ftp-link to a
dataset can be used
2020-08-19 Enrico Schumann <[email protected]>
* R/TAopt.R (TAopt): new option 'drop0',to be
passed via 'algo'
2020-07-29 Enrico Schumann <[email protected]>
* vignettes/portfolio.Rnw: add vignette on
portfolio-selection functions
2020-06-23 Enrico Schumann <[email protected]>
* R/portfolio.R (group_constraints_matrices):
fix how constraints matrices are set up (thanks
to 'clcsar' for reporting on GitHub); allow
group labels
2020-06-10 Enrico Schumann <[email protected]>
* R/portfolio.R (trackingPortfolio): export function
2020-06-10 Enrico Schumann <[email protected]>
* R/portfolio.R (trackingPortfolio): add function (not
yet exported); see
https://enricoschumann.net/notes/return-based-tracking-portfolios.html
2020-05-12 Enrico Schumann <[email protected]>
* R/market_data.R (French): for industry portfolios,
also export "Sum of BE/Sum of ME". The data are
attached as an attribute "sumBE.sumME". All
data-frames attached as attributes now have the
timestamps as rownames.
2020-04-27 Enrico Schumann <[email protected]>
* R/market_data.R: support further datasets, such as
"Bivariate sorts on Size, B/M, OP and Inv"
2020-04-11 Enrico Schumann <[email protected]>
* R/portfolio.R (minCVaR): add function; see
https://enricoschumann.net/notes/minimising-conditional-var.html
2020-04-01 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.1-0
2020-03-17 Enrico Schumann <[email protected]>
* R/market_data.R (French): provide more
information for share issuance dataset
2020-02-20 Enrico Schumann <[email protected]>
* R/market_data.R (French): adapt function to
changed format (momentum monthly/yearly)
2020-02-17 Enrico Schumann <[email protected]>
* R/portfolio.R (minvar,mvFrontier,mvPortfolio):
the functions gain arguments 'groups',
'groups.wmin' and 'groups.wmax', which allow to
specify group constraints
2020-01-23 Enrico Schumann <[email protected]>
* R/market_data.R (French,Shiller): if download
fails, return NULL invisibly
2019-12-30 Enrico Schumann <[email protected]>
* R/market_data.R (Shiller): adapt function to
new file format (reordered sheets)
2019-12-25 Enrico Schumann <[email protected]>
* R/portfolio.R (mvPortfolio): new argument
'lambda' for specifying a risk--reward
trade-off
2019-12-11 Enrico Schumann <[email protected]>
* R/market_data.R (French): improve parsing of
not-explicitly-supported _daily_ datasets
2019-11-24 Enrico Schumann <[email protected]>
* R/market_data.R (Shiller): adapt function to
new file format
2019-11-16 Enrico Schumann <[email protected]>
* R/market_data.R (French): improve parsing of
not-explicitly-supported datasets
2019-10-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 2.0-1
* DESCRIPTION (Suggests): add 'PMwR'
2019-10-17 Enrico Schumann <[email protected]>
* R/TAopt.R (TA.info): add the
objective-function value of currently best
solution, 'OF.xbest', to the data that
'TA.info' provides
2019-10-11 Enrico Schumann <[email protected]>
* R/market_data.R (French): support
"Portfolios_Formed_on_NI_CSV.zip",
"Portfolios_Formed_on_RESVAR_CSV.zip"
* DESCRIPTION (ByteCompile): set to 'yes' again
2019-10-07 Enrico Schumann <[email protected]>
* R/portfolio.R (minvar): require 'quadprog'
only for method "qp"
2019-09-26 Enrico Schumann <[email protected]>
* DESCRIPTION (ByteCompile): remove explicit setting
2019-09-13 Enrico Schumann <[email protected]>
* R/market_data.R (French): fix special
datasets 'market' and 'rf'
2019-09-08 Enrico Schumann <[email protected]>
* R/randomReturns.R (randomReturns): add function
* R/greedySearch.R (greedySearch): add function
* R/showExample.R, internals.R: replace the
vector 'Chapters' (which is not exported) with
'Chapters1' and 'Chapters2' (the chapter names of
the first and second edition)
2019-08-23 Enrico Schumann <[email protected]>
* R/market_data.R (French): new argument
'adjust.frequency': if TRUE (the default),
frequency is set to TRUE if the dataset looks
like a daily file
2019-06-27 Enrico Schumann <[email protected]>
* R/market_data.R (Shiller): suppress warnings
that are issued with new version of 'readxl'
2019-06-26 Enrico Schumann <[email protected]>
* R/DEopt.R, PSopt.R (DEopt, PSopt): DEopt and
PSopt gain a 'drop' option. If FALSE, the
dimension attribute of a solution is kept when
the population is evaluated via a loop,
i.e. functions receive a one-column
matrix. Note that the defaults differ for both
functions, so that the functions behave as
before.
2019-06-25 Enrico Schumann <[email protected]>
* R/market_data.R (French): support
"10_Portfolios_Prior_12_2_CSV.zip" and
"10_Portfolios_Prior_12_2_Daily_CSV.zip"
2019-06-20 Enrico Schumann <[email protected]>
* R/resampleC.R (resampleC): if 'cormat' is a
single number, it is expanded into a constant
correlation matrix (this has worked before, but
only for the case of two series)
2019-05-16 Enrico Schumann <[email protected]>
* R/market_data.R (French): support
"F-F_Momentum_Factor_CSV.zip"
2019-04-16 Enrico Schumann <[email protected]>
* R/market_data.R (French): support datasets
"market" and "rf"
2019-04-01 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.6-0
* R/market_data.R (French): support more
datasets
2018-12-31 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.5-0
* R/TAopt.R (TAopt): new option
'thresholds.only'. If TRUE, TAopt computes only
threshold sequence and then exits.
2018-10-20 Enrico Schumann <[email protected]>
* R/market_data.R (French): support more
datasets
2018-09-22 Enrico Schumann <[email protected]>
* R/market_data.R (French): support datasets
"siccodes12" and "siccodes49"; improve output
formatting
2018-09-16 Enrico Schumann <[email protected]>
* R/market_data.R (French): fix data
interpretation for "me_breakpoints"
2018-09-04 Enrico Schumann <[email protected]>
* R/market_data.R (French): support datasets
"me_breakpoints", "industry49_defs"
2018-08-29 Enrico Schumann <[email protected]>
* R/market_data.R (Shiller, French): add
'dest.dir' argument: downloaded files are
stored in this directory and reused when a
download is done on the same day
2018-08-08 Enrico Schumann <[email protected]>
* R/portfolio.R (mvFrontier): the function
gains a new argument 'rf', as in "risk-free
rate". When specified, the frontier will be
computed including a cash position.
2018-07-21 Enrico Schumann <[email protected]>
* R/market_data.R (Shiller): fix date coersion
2018-07-03 Enrico Schumann <[email protected]>
* R/market_data.R (French): support dataset
'ff3'
2018-06-27 Enrico Schumann <[email protected]>
* R/portfolio.R (mvPortfolio): add function
2018-06-23 Enrico Schumann <[email protected]>
* DESCRIPTION (Suggests): remove 'snow', as
requested by CRAN
(Version): 1.4-3
* inst/NMOFex/*: code examples have been
removed (but remain available from
https://enricoschumann.net)
2018-06-19 Enrico Schumann <[email protected]>
* DESCRIPTION (Suggests): add 'readxl'
2018-06-12 Enrico Schumann <[email protected]>
* R/market_data.R (French): new argument
'na.rm'; support for "industry49" dataset,
monthly and daily
2018-05-18 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.4-2
(Suggests): add package 'snow', as requested by
CRAN
2018-05-08 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.4-1
(ByteCompile): remove explicit setting
(Authors@R): add ORCID
2018-05-04 Enrico Schumann <[email protected]>
* R/market_data.R (French): add function
2018-05-01 Enrico Schumann <[email protected]>
* R/market_data.R (Shiller): add function
2018-04-24 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.4-0
2018-02-21 Enrico Schumann <[email protected]>
* R/colSubset.R (colSubset): explicitly set
LAPACK=FALSE (the default already); see
https://stat.ethz.ch/pipermail/r-devel/2018-January/075398.html
2017-12-06 Enrico Schumann <[email protected]>
* R/TAopt.R (TAopt): new option 'nI', for
number of iterations. If specified, it will
override 'nS'. The option makes it easier to
switch between functions 'LSopt', 'TAopt' and
'SAopt'.
* R/SAopt.R (SAopt): new option nI
* R/LSopt.R (LSopt): new option nI
2017-12-05 Enrico Schumann <[email protected]>
* R/bonds.R (convexity): add function
2017-12-05 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.3-0
2017-10-27 Enrico Schumann <[email protected]>
* vignettes/LSqueens.Rnw: add vignette
2017-10-19 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.2-2
* R/*: remove unnecessary whitespace, remove
commented code
* man/*: update references
2017-10-10 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.2-1
* R/portfolio.R (minvar): remove (harmless)
warning when weight-limit vectors have
length > 1
* inst/unitTests/unitTests_portfolio.R
(test.minvar): add tests
* man/NMOF-package.Rd: add more links
* man/pm.Rd: fix equation format
2017-09-12 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.2-0
* R/bundFuture.R
(bundFuture,bundFutureImpliedRate): add
functions
2017-05-01 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.1-0
* man/divRatio.Rd: document and export 'divRatio'
2017-04-23 Enrico Schumann <[email protected]>
* R/divRatio.R: add function
2017-04-20 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.0-2
(ByteCompile): set to no
* R/pm.R (cm): with no data points below
'threshold', a lower conditional moment is set
to zero instead of NaN; with no data points
above 'threshold', an upper conditional moment
is set to zero (the function is not exported)
2017-04-05 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.0-1
(ByteCompile): set to yes
* R/pm.R (cm): fix computation of conditional
moment (function is not exported)
2017-04-01 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 1.0-0
* R/resampleC.R (resampleC): if only two series
are passed, 'cormat' can be a single number (the
correlation)
* R/TAopt.R (TA.info): 'OF.sampling' is TRUE
when the algorithm samples the objective
function and FALSE during the actual
optimisation
* R/TAopt.R (TAopt): improved printed output
when 'printDetail' and 'printBar' are both TRUE
2017-03-31 Enrico Schumann <[email protected]>
* R/portfolio.R (minvar): allow Inf and -Inf as
maximum/minimum weights
2017-03-21 Enrico Schumann <[email protected]>
* R/portfolio.R (mv_frontier,mvFrontier):
rename 'mv_frontier' to 'mvFrontier'
(mvFrontier): 'm' is now recycled if of length 1;
add check whether 'quadprog' is available
2017-03-18 Enrico Schumann <[email protected]>
* R/portfolio.R (minvar): the result gains an
attribute 'variance', which returns the
portfolio variance
2017-03-15 Enrico Schumann <[email protected]>
* R/LSopt.R (LSopt): add new option
'OF.target', which lets the algorithm stop when
a desired objective-function value is reached
* NAMESPACE: import 'graphics::legend'
2017-03-10 Enrico Schumann <[email protected]>
* R/SAopt.R: safeguard computation of initial
temperature
2017-03-01 Enrico Schumann <[email protected]>
* man/DEopt.Rd, GAopt.Rd, PSopt.Rd: fix
documentation of 'xlist'
2017-02-15 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.99-0
* NAMESPACE: export 'minvar'
* R/portfolio.R (minvar): add check whether
'quadprog' is available
* man/minvar.Rd: add file
* man/SAopt.Rd: update docs
2017-02-01 Enrico Schumann <[email protected]>
* inst/unitTests/unitTestsSAopt.R (test.SAopt):
add unit tests for 'SAopt'
2017-01-31 Enrico Schumann <[email protected]>
* R/CPPIgap.R (CPPI): Add function and docs
* R/SAopt.R (SAopt): add function
(SA.info): add function
(print.SAopt): add function, not exported
(plot.SAopt): add function, not exported
2016-11-30 Enrico Schumann <[email protected]>
* vignettes/repair.Rnw: set 'max.print' and
'width' options
2016-11-25 Enrico Schumann <[email protected]>
* R/restartOpt.R (restartOpt): do no longer use
which.min, which silently drops NAs, to
determine best solution
* R/portfolio.R (erc): fixed -- 'wmin' and
'wmax' were ignored
(erc): 'wmin' and 'wmax' may now be vectors,
specifying holding-size constraints for each
asset
2016-10-19 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.40-0
* R/xtContractValue.R (xtTickValue): add function
2016-09-30 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.39-0
* R/xtContractValue.R (xtContractValue): add function
2016-09-03 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.38-0
* man/TAopt.Rd, LSopt.Rd: update behaviour of
'printDetail'
* R/portfolio.R (minvar, mv_frontier): use `::`
notation for 'solve.QP'
2016-09-02 Enrico Schumann <[email protected]>
* R/LSopt: switch off printBar if
'printDetail > 1'
2016-08-29 Enrico Schumann <[email protected]>
* R/portfolio.R (erc): experimental -- add
functions for computing ERC, min-variance
portfolios [not exported]
2016-08-27 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-6
* R/mc.R (gbb): fixed -- 'gbb' failed when only
a single path was to be computed
* inst/unitTests/unitTests_mc.R (test.gbm): add
tests
2016-08-23 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-5
* man/mc.Rd: add fanplot example
* inst/CITATION: add NMOF manual
2016-07-12 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-4
* R/DEopt.R (DEopt): fixed -- function now also
works for univariate models; reported by
Torsten von Bartenwerffer
2016-07-06 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-3
* R/TAopt.R (TAopt): add new option
'OF.target', which lets the algorithm stop when
a desired objective-function value is reached
2016-06-08 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-2
* R/TAopt.R (TA.info): add 'xbest' to the data
that 'TA.info' provides
2016-05-24 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-1
* R/testFun.R (tfEggholder): new test function
2016-04-12 Enrico Schumann <[email protected]>
* README.org: add RSS feed; format improvements
* vignettes/An_overview.Rnw: add link to RSS feed
* inst/unitTests/runTests.R: fixed -- 'testFileRegexp'
was wrong and so unit test were not run
2016-04-11 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.37-0
* R/TAopt.R (print.TAopt): return 'invisible(x)'
* R/TAopt.R (plot.TAopt): new argument 'plot.type';
use 'do.call' for invoking plot
2016-04-07 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.36-5
* R/repairMatrix.R (repairMatrix): new argument
'eps', which specifies the replacement value for
negative eigenvalues
2016-04-05 Enrico Schumann <[email protected]>
* DESCRIPTION (Description): add ISBN
2016-03-02 Enrico Schumann <[email protected]>
* NAMESPACE: import 'lines', 'grey' from package
'grDevices'/'graphics'
2016-02-23 Enrico Schumann <[email protected]>
* R/TAopt.R (TAopt): Experimental. An argument 'classify' can now
be specified (passed through 'algo' settings). Default is FALSE;
if TRUE, the result gets a class attribute 'TAopt'. Methods for
'plot' and 'print' have been added.
2015-12-08 Enrico Schumann <[email protected]>
* man/*: added \concept to several help files
2015-11-18 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.36-4
* R/bracket.R (bracketing): the resulting matrix's columns are
named 'lower' and 'upper'
* inst/unitTests/unitTests2.R (test.bracketing): updated unit
tests to include column names
2015-11-09 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.36-3
* R/restartOpt.R (restartOpt): when 'cl' is specified and 'method'
is identical to 'loop', the function will now issue a warning
before changing method to 'snow'
* R/DEopt.R (DEopt and other files): updated invocations of
'makeInteger'
* R/internals.R (makeInteger): use 'sQuote' to quote argument name
2015-10-16 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.36-2
* NAMESPACE: explicitly import functions from all packages other
than 'base': 'grDevices', 'graphics', 'stats', 'utils'
2015-07-22 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.36-1
* R/TAopt.R (TAopt): more informative error message when objective
function evaluates to NA during computation of thresholds
2015-06-23 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.36-0
* NAMESPACE: export 'LS.info'
* R/LSopt.R (LS.info): added function
* man/LS.info.Rd: added file
2015-06-04 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.35-1
2015-06-03 Enrico Schumann <[email protected]>
* man/callMerton.Rd: small correction in parameter description
(suggested by Laurs Leth)
2015-05-12 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.35-0
* R/pm.R (pm): new function 'pm' (partial moment)
2015-05-07 Enrico Schumann <[email protected]>
* R/EuropeanCallBE.R (EuropeanCallBE): remove unnecessary final
assignment
2015-05-05 Enrico Schumann <[email protected]>
* DESCRIPTION (Version): 0.34-2
* R/DEopt.R (DEopt): fixed -- 'DEopt' did not properly handle
'minmaxConstr', which could result in solutions that violated the