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Forum: NMOF 0.26-0 available

Posted by: Enrico Schumann
Date: 2012-09-21 05:36
Summary: NMOF 0.26-0 available
Project: NMOF

Content:

v0.26-0 (2012-09-19)

o Vignettes (except for one) are now built offline
to reduce build/check time for R-Forge/CRAN.
(As suggested by Kasper Daniel Hansen in this post:
https://stat.ethz.ch/pipermail/r-devel/2012-September/064810.html )

o Small changes in documentation.

v0.25-9 (2012-09-19)

o Added functions 'vanillaOptionEuropean',
'VanillaOptionAmerican' and 'vanillaOptionImpliedVol'.

o Test files have been reorganised (there are now about
700 unit tests; they all can be run from
/unitTests/runTests.R).

o New maintainer e-mail address.

v0.25-8 (2012-08-28)

o all opt-functions now return 'initial.state' (which is
the value of '.Random.seed' when the function is
called). All the warnings of '?Random' apply (in
particular, see section 'Note'); the preferred way
is still to set a seed explicitly with 'set.seed'.

v0.25-7 (2012-08-17)

o minor internal changes (the only visible update are small
changes in some of the examples)

v0.25-6 (2012-08-07)

o Package 'parallel' is now suggested. In functions gridSearch,
restartOpt, bracket: with method "multicore" the functions
first check if package 'parallel' is available; if not, they
look for package 'multicore'

o 'restartOpt' has a new argument 'best.only': if TRUE,
only the best run is reported. Default is FALSE.

v0.25-5 (2012-07-20)

o Added checks in DEopt that vectorised functions
return objects of correct size (will be added to PSopt
and GAopt as well).

o Removed NEWS.Rd (NEWS now back to plain text).

v0.25-4 (2012-07-03)

o Added checks on the parameters for 'callCF'; added
new arguments 'uniroot.control', which allows to pass
the settings for 'uniroot' (to compute implied vol),
and 'uniroot.info'.
(Computation of implied vol would fail when spot equalled
strike and r equalled q; thanks to Douglas McLean for
reporting this case.)

v0.25-3 (2012-06-22)

o Small changes in the vignettes (mostly layout).

o Code examples in subdirectory 'NMOFex' updated.

v0.25-2 (2012-06-17)

o Small changes in the vignettes (mostly layout).

o In 'TAopt', 'LSopt': if 'x0' is not a function, it is
initialised with 'eval(x0)'; thus, it can be an expression.

o Several minor internal changes.

v0.25-1 (2012-05-22)

o Edited some of the examples in the documentation; minor
modifications in docs.

o Code examples in subdirectory 'NMOFex' updated.

Latest News

Latest NMOF releases

Enrico Schumann - 2014-01-06 14:51 -

NMOF 0.27-0 released (CRAN and R-Forge)

Enrico Schumann - 2012-11-29 21:18 -

NMOF 0.26-0 available

Enrico Schumann - 2012-09-21 05:36 -

NMOF 0.25-0 on R-Forge

Enrico Schumann - 2012-04-22 16:50 -

NMOF 0.24-0 on R-Forge

Enrico Schumann - 2012-04-13 06:44 -

 

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