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   <FONT COLOR="#7F0000">Rmetrics</FONT></FONT></FONT></B>
   <FONT FACE="Arial,Helvetica,Monaco"><B><FONT SIZE="3">
   <FONT COLOR="#7F0000">Updates, Changes, and Enhancements</FONT></FONT></FONT> 
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    2005-12-18 Built 221.10065</FONT></FONT>
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<PRE>

This file reports the most recent updates, changes and enhancements made
to the packages included in the Rmetrics environment. The packages are:

fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, fPortfolio

________________________________________________________________________________ 
Rmetrics VERSION 221.10065

2005-02-19 Rmetrics
    Rmetrics has been compiled for R Version 2.2.1
    
2006-02-12 fCalendar
    The explicit setting to timezone GMT is no longer necessary.

2006-02-12 fSeries
    The long awaites GARCH functions are now available for simulating,
    modelling, and forecasting GARCH and APARCH time series processes.  
    
+++ many other smaller improvements and fixings ...
    
________________________________________________________________________________ 
Rmetrics VERSION 220.10064

2005-12-01 fSeries: GarchModelling
    Major improvements could be achieved for the fSeries Package for GARCH
    Modelling, although the GARCH modelling functions are still in an
    experimental state and not yet finished.
    
2005-12-01 fCalendar: timeDate and timeSeries
    A paper was submitted to JSS describing 'timeDate' and 'timeSeries' 
    Classes. A draft can be downloaded from www.rmetrics.org.
    
2005-12-01
    Updates of the following files (if it was necessary) are now available:
    CHANGES.html, COPYING.html, COPYRIGHT.html, FAQ.html, README.html
    DocFactSheet.pdf, DocRefCard.pdf, DocRmetrics.pdf

________________________________________________________________________________ 
Rmetrics VERSION 220.10063
Rmetrics VERSION 211.10062

2005-11-02
    This is a preliminary version with smaller modifications, updates, and
    additions compared to Rmetrics 201.0061.
    
    Not yet updated is the documentation included in DocFactSheet.pdf
    Doc, DocRefcard.pdf, and DocRmetrics.pdf. These documents have Version
    211.10062. This update is under progress.
    
    The major effort was invested to make under both environments MS Windows  
    and Linux Rmetrics running based on the new compiler suite with
    gfortran. Please note, that I have done this move for Rmetrics already 
    under MS Windows, although this is not yet done for R. The reason why
    I have done this, is that I develop under MS Windows, and that I wan't
    support two systems based on different compiler suites. The Mac Version
    is not yet tested, but hopefully it will run without any problems.
    
________________________________________________________________________________
Rmetrics VERSION 201.10061

2005-07-25 fBasics: X1-BasicsData
    A data set named 'usddem30u.csv' with high frequency USDDEM bid
    and ask rates has been added.

2005-07-25 fBasics: B4-DistributionFits
    A function named 'stableFit' for the estimation of the distributional 
    parameters of the stable distribution has been added.

2005-07-25 fBasics: A1-WebDataImport
    A function named 'forecastsImport' for the download of time series 
    data from www.forecasts.org has been added.
    
2005-07-22 fBasics: B4-StableDistribution
    A function named 'stableFit' for the estimation of the distributional 
    parameters of the stable distribution has been added.

2005-07-04 fMultivar: A1-BivariateTools
    Density functions for the bivariate Logistic, Laplace, original
    Kotz, and Exponential Power Distribution have bee added.

2005-06-19 fSeries: X3-TsayData
    The data sets from Ruey Tsay's book "Analysis of Financial Time
    Series" have been added.

2005-06-18 fMultivar: A0-BivariateTools
    Bivariate normal and Student-t Distribution are now available
    in this chapter. They are named "[dpr]norm2d" and "[dpr]t2d".
    
2005-06-18 fMultivar: A2-MultivariateDistribution
    This chapter has been moved from "fPortfolio" to "fMultivar".

2005-06-10 fBasics: A0-BasicPlots
    A grey palette named 'greyPal' has been added, like the 'rainbow' 
    palette for colors. Additionally internal functions .hex.to.dec 
    and .dec.to.hex are availalble changing number coding between 
    heximal and decimal number systems.

2005-06-10 fMultivar: A0-BivariateTools
    A new chapter has been added with three new functions for bivariate
    data modelling. The functions include a 2D grid generator, a kernel 
    density estimator and a histogram counter.

2005-06-06 fSeries: xmpJarqueBeraTest
    Examples for the finite sample Jarque Bera Lagrange and
    augmented Lagrange multiplier tests have been added.

2005-06-06 fSeries: C2-UnitrootDistribution
    Functions for the computation of the probability and quantiles
    for the Augmented Dickey Fuller test have been added.

2005-06-06 fBasics: C2-OneSampleTests
    Functions for the finite sample Jarque Bera Lagrange and
    augmented Lagrange multiplier tests have been added.

2005-06-06 fBasics: C1-TestsClass
    Utility functions for plotting and interpolating finite sample
    test statistics from tables have been added. 
    
    + many other smaller improvements and fixings ...
    
________________________________________________________________________________   
Rmetrics VERSION 201.10060   

2005-05-12 fSeries: xmpGarchpqModelling
    An example file has been added which shows step by step how to
    program functions for Garch(p,q) modelling, including functions
    for simulation, parameter estimation and forecasting.
    
2005-05-12 fSeries: A3-GarchOxModelling
    Ox Interface for GARCH modelling has been updated to version
    G@ARCH 4.0.

2005-05-12 fSeries: A1-ArmaModelling
    A new optional argument named "rseed" added to function "armaSim".
    This allows to set the random number seed.

2005-05-04 fOptions: E2-GammaFunctions
    Bug in "erf" removed.

2005-05-02 fBasics: A2-BasicStatistics
    The function "stdev" computes the standard deviation for a vector
    or matrix and was introduced for SPlus compatibility. Under R use 
    the function "sd".    
    
2005-05-02 fMultivar: B1-MatrixAddon:
    A function named "pdl" has been added which returns a regressor  
    matrix suitable for polynomial distributed lags. 
    
2005-05-02 fMultivar: B1-MatrixAddon:
    A function named "tslag" has beeen added which returns a lagged/led 
    vector or matrix for given time series data.    
       
2005-05-02 fBasics: A2-BasicStatistics
    The function "basicStats" now allows also for matrix, data frame
    and timeSeries inputs.

2005-04-28 fCalendar: C1-timeSeriesClass
    The time Series class got a new slot named "@recordIDs". The
    slot is represented by a data.frame whcih can be used for
    data record identification. This may be useful for FX data
    sets to name the contributor, to keep delays from the feed
    or other information. For Futures this may for example name
    the futures contract.
    
2005-04-28 fCalendar: C1-timeSeriesClass
    The arguments named "colNames" have been changed to "units", 
    so that the naming of columns becomes unique in all 'timeSeries'
    functions. Some time series functions got an additional
    "units" argument.

2005-04-27 fCalendar: A1-timeDateClass
    New functions for objects of class 'timeDate' have been added: 
    "isWeekday", "isWeekend", "isBizday", "weekDay".
     
2005-04-27 fCalendar: A1-timeDateClass
    The ISO-8601 midnight standard has been implemented. Now 
    "2005-01-01 24:00:00" is a valid date/time string.
    
2005-04-27 fCalendar: A1-timeDateClass
    A bug in the ordering of dates for unordered 'timeDate' objects
    has been removed.

    + many other smaller improvements and fixings ...
    
________________________________________________________________________________
Rmetrics VERSION 201.10059

2005-04-18 released

2005-04-05 fSseries: A3-LongMemoryModeling
    Nine functions have been added to estimate the self-similarity
    or Hurst exponent from a long-range dependent time series process

2005-04-03 fSseries: A3-LongMemoryModeling
    Three  functions have been add to simulate fractional Gaussian
    noise.

2005-04-03 fSseries: A3-LongMemoryModeling
    Five functions have been add to simulate fractional Brownian
    motion.

2005-03-25 fBasics
    The basics package a been splitted into two parts. All the time, date
    and calendar functions have been moved into a new package named
    fCalender.

2005-03-23 fPortfolio
    The portfolio package has been started. Topics about multivariate
    distributions, assets modelling, drawdown statistics, value-at-risk
    modelling, Markowitz portfolio, two assets portfolio and data sets
    have been added.
    
2005-03-21 fPortfolio: A1-MultivariateDistribution
    This is a collection and description of functions to compute 
    multivariate densities and probabilities from skew normal and 
    skew Student-t distribution functions. Furthermore, multivariate 
    random daviates can be generated, and for multivariate data, 
    the parameters of the underlying distribution can be estimated 
    by the maximum log-likelihood estimation.
    
2005-03-20 fPortfolio: A2-AssetsModelling
    This is a collection and description of functions which generate 
    multivariate artficial data sets of assets, which fit the parameters 
    to a multivariate normal, skew normal, or (skew) Student-t distribution
    and which compute some benchmark statistics. In addition a function
    is provided which allows for the selection and clustering of individual
    assets from portfolios using hierarchical and k-means clustering
    approaches.
    
2005-03-19 fPortfolio: A3-DrawdownStatistics
    This is a collection and description of functions which compute 
    drawdown statistics. Included are density, distribution function,  
    and random generation for the maximum drawdown distribution. In 
    addition the expectation of drawdowns for Brownian motion can be 
    computed.
    
2005-03-18 fPortfolio: B1-VaRModelling
    This is a collection and description of functions to compute 
    Value-at-Risk and related risk measures for a portfolio of assets. 
    In addition utility functions are available to compute the maximum 
    loss, to calculate the total return, and to plot a histogram of
    the total return.
    
2005-03-17 fPortfolio: B2-MarkowitzPortfolio
    This is a collection and description of functions which investigate 
    the efficient frontier for a Markowitz portfolio from a given return 
    series \code{x} in the mean-variance sense when short selling is 
    forbidden. Tangency, equal weigths, and Monte Carlo portfolios can 
    also be evaluated.
    
2005-03-14 fPortfolio: B3-TwoAssetsPortfolio
    This is a collection and description of functions which investigate 
    the efficient frontier for a two assets portfolio from a given return 
    series \code{x} in the mean-variance and CVaR sense when short selling 
    is forbidden. 
    
2005-03-12 fSeries: A1-ArmaModelling
    Two new functions have been added. "armaToeplitz" allows to compute
    the covariance matrix from autocovariances, and "armaFischer"
    computes the Fischer information matrix for an ARMA time series
    process. 

2005-03-03 fMultivar: X1-MultivarData
    Four new data sets have been added for the examples: 'CobbDouglas' and
    'logCobbDouglas' data for the Cobb-Douglas productivity function as
    used in exaple 7.10 in the book of D.N. Gujarati; 'Greene4Table131'
    US yearly investment data as listed in the book of W. Greene, 'pr45'
    sales and durable goods data as used in the book of R.S. Pyndick and 
    D.L. Rubinfeld.
    
2005-03-02 fMultivar: B1-MatrixAddon
    Functions vec and vech have been added, that stack a matrix and the 
    lower triangle matrix.
    
2005-03-02 fBasics: HyperbolicDistribution
    Functions for the computation of the generalized hyperbolic distribution
    have been added: dgh, pgh, qgh, and rgh.

2005-02-28 fSeries: GarchDistributions
    The three chapters C2-SkewNormalDistribution, C2-SkewNormalDistribution,
    C2-SkewGedDistribution have been merged to one, named C2-GarchDistributions.
    C5-GarchDistributionFits has thus been renamed to C5-GarchDistributionFits.

2005-01-22 fBasics: HyperbolicDistribution
    Functions to compute probability, density, quantiles and to generate
    random deviates in 2nd, 3rd and 4th parameterization for the hyperbolic
    distribution have been added. Furthermore, functions have been 
    implemented to compute the hyperbolic mode in all four parameterizations.
    
2005-01-21 fBasics: StableDistribution
    Functions to compute probability, density, quantiles and to generate
    random deviates in "S1" and "S2" parameterizations for the stable
    distribution have been added. Furthermore, afunction have been 
    implemented to compute the stable mode.
    
2004-12-12 fMultivar: MatrixAddon
    A function to compute the exponential of a square matrix has been
    added.

2004-11-17 fSeries: fMultivar
    The package 'fSeries' has become too "fat", so I partitioned it into
    twp parts: 'fSeries' and 'fMultivar'. The first part now holds functions
    for the analysis of time series including ARMA Modelling, GARCH
    Modelling and Hypothesis Testing, the second part holds now functions
    for time series anlaysis with regression methods and functions
    for the technical anlaysis including rolling analysis and benchmarks.
      
2004-11-16 fBasics: B4-ClassicalTests/B5-StylizedFacts
    The script file "B4-ClassicalTests" has become too big, so we divided
    them into three new parts named "B4-TestsClass", "B5-OneSampleTests",
    and "B6-TwoSampleTests". The script file "B5-StylizedFacts" has been 
    renamed "B7-StylizedFacts". This information is given for those who 
    are interested in the source code and internal structure of the Rmetrics 
    packages.
 
2004-11-14 fBasics: ClassicalTests
    We made some changes on the classical test functions. We have 
    introduced an S4 object of class "fHTEST" which describes the
    classical tests, we have added the usual arguments "title" and
    "description" to the argument list, and the output of the test
    now gives more information than the typical printing of R's S3 
    object "htest".
    
2004-11-13 fBasics: SPlusCompatibility
    These are R functions which we made available for SPlus, including 
    - General Functions: strsplit, match.fun, cov, forwardsolve, %x%, 
      data, NROW, NCOL, sd, nlm, optim, download.file.
    - Tests: bartlett.test, fligner.test, kruskal.test.    
    These functions may be helpful for porting Rmetrics functions
    to SPlus.    

2004-11-11 fSeries: garchSim
    The function "garchSim" was not working properly when not all model
    parameters where explicitely specified in the argument list.
    Missing parameters are now added correctly. [Note, that the "garch" 
    functions will be replaced soon by a new completely rewritten 
    package in the near future.]

2004-10-29 fExtremes: gpdFit
    The residual statistics and the information about threshold value
    and the number of exceedances have been added to the summary report. 
    Now, beside numeric vectors also univariate time series objects 
    are accepted as input arguments.
    
2004-10-29 fExtremes: MdaPlots
    Now, beside numeric vectors also univariate time series objects 
    are accepted as input arguments.

2004-10-29 fExtremes: gevFit
    The residual statistics has been added to the summary report. 
    Now, beside numeric vectors also univariate time series objects 
    are accepted as input arguments.
    
2004-10-29 fExtremes: gevglmFit
    The residual statistics has been added to the summary report.
    Now, beside numeric vectors also univariate time series objects 
    are accepted as input arguments.
    
2004-10-27 fExtremes: data/*
    The "bmw", "danish" and "siemens" data are now 2 column data frame 
    objects with the first column as ISO-8601 character dates %Y-%m-%d 
    and the second column as numeric values. Formerly they were numeric
    vectors with POSIX date attributes. Now these data records can 
    easily be transformed to 'timeSeries' objects and used in the same
    way as under SPlus.

2004-10-16 fOptions: xmpfOptions
    Bug removed. Internal function 'readf.fOptions00Index' corrected
    as '.readf.fOptions00Index'. Now the fOptions examples should work.

2004-10-16 fOptions: BesselFunctions
    Modified Bessel Functions of the first and second kind for integer
    order together with their derivatives have been added. The functions
    are entirely written in S.

2004-10-14 fOptions: EBMDistribution
    Examples have been added to the help file. In addition a bug was
    fixed: An internal used variable for the computation of the second 
    derivative of the reciprocal Gamma and Johnson Type I distribution
    was missing.
   
    + many other smaller improvements and fixings ...
    
________________________________________________________________________________
Rmetrics VERSION 200.10058


2004-10-11 Rmetrics
    The new version is now proofed to be conform with R Version 2.0 for
    all its functions.

2004-10-03 fSeries: ArmaStatistics
    The functions from the "ArmaStatisticts" collection have been merged
    with the collection of "ArmaModelling" functions.
    
2004-10-01 Rmetrics:
    The naming of the source and manual page files follows now a unique
    naming convention.
    
2004-09-27 fSeries: demo/funSeries
    Three new functions have been added to the "funSeries.R" file in the
    demo directory: "tslag" - computes lagged or leading vector/matrix 
    of selected order(s), "pdl" - creates a regressor matrix for 
    polynomial distributed lags, and "disaggregate" - disaggregates 
    a vector or time series from low to high frequency.

2004-09-21 fBasics: BasicStatistics
    All column and row statistics functions now allow for 'timeSeries' 
    objects and any other 'rectangular' objects which can be transformed 
    to a matrix as input.
    
2004-09-19 fSeries: RollingAnalysis
    All rolling anslysis functions now allow for univariate 'timeSeries' 
    objects and  any other objects which can be transformed to a vector 
    as input.
    
2004-09-19 fSeries: TseriesTests
    All test functions now allow for univariate 'timeSeries' objects and 
    any other objects which can be transformed to a vector as input.
    
2004-09-19 fBasics: DistributionFits
    All fitting functions now allow for univariate 'timeSeries' objects 
    and any other objects which can be transformed to a vector as input.
    
2004-09-19 fBasics: StylizedFacts
    All stylized facts functions now allow for univariate 'timeSeries' 
    objects and any other objects which can be transformed to a vector 
    as input.
    
2004-09-19 fBasics: ClassicalTests
    All test functions now allow for univariate 'timeSeries' objects and 
    any other objects which can be transformed to a vector as input.

2004-09-18 fOptions: EBMDistributions, GammaFunctions, HypergeometricFunctions
    Three new Chapters have been introduced with functions to compute
    distributions, the error, gamma and related functions, and the 
    confluent hypergeometric functions. These functions are useful in the
    field of Exponential Brownian Motion and for the valuation of 
    Asian Options. The demo file "demo/funOptions.R" where the functions 
    where originally listed is now obsolete.

2004-09-14 fSeries: UnitrootDistribution
    Two functions to compute the cumulative probability, punitroot, 
    and the quantiles, qunitroot, of the unit root test statistics 
    have been added. The functions are based on the Fortran routine 
    and the tables published by J.G. McKinnon 1988.
    
2004-09-10 fSeries: black.ts.csv
    A data file which contains real monthly stock return data from January  
    1978 to December 1987 which are constructed from Berndt's (1991) 
    data set have been added.
    
2004-09-10 fSeries: LongMemoryModelling
    Functions to simulate the long memory behaviour of an univariate 
    time series process have been added. Inclided are Beran's, 
    Durbin's, and Paxson's method to generate Fractional Gaussian
    Noise.

2004-09-08 fSeries: klein.csv
    A data file which contains data for Klein's (1950) simple econometric 
    model of the US economy has been added.
    
2004-09-08 fSeries: xmpZWChapter03
    Demo files with examples from Chapter 3 of the book of Zivot and
    Wang "Modeling Financial Time Series with Splus" have been added.

2004-09-03 fSeries: RollingAnalysis
    Caused by a typing error the function 'rollMean' failed when the 
    argument 'trim' was set to FALSE. This has been corrected.

2004-09-03 fSeries: EquationsModelling
    We have added functions to perform fits of systems of regression 
    equations. The underlying functions are those from the contributed 
    R-package 'systemfit' written by Jeff D. Hamann and Arne Henningsen.
    'systemfit' offers functions for fitting linear structural equations 
    using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), 
    Seemingly Unrelated Regression (SUR), Two-Stage Least Squares (2SLS), 
    Weighted Two-Stage Least Squares (W2SLS) or Three-Stage Least 
    Squares (3SLS). The wrapper fullfills the naming conventions of 
    Rmetrics, returns a S4 objects, and allows for 'timeSeries' objects 
    as input. In addition a S-Plus like Finmetrics function 'SUR' is 
    made available. 
    
2004-09-03 fSeries: xmpEqnsGreenfeld
    An example to estimate Grunfeld's Model Data with OLS and SUR was
    added. Different stock prices often move in the same direction at 
    a given point in time. The SUR technique may provide more efficient 
    estimates than OLS in this situation. The example was used by Zellner 
    in his classic. 1962 paper on seemingly unrelated regressions. 
   
2004-09-03 fSeries: kmenta.csv
    A data file which contains partly contrived data from Kmenta (1986) has
    been added, constructed to illustrate estimation of a simultaneous 
    equation models.
    
2004-09-02 fBasics: HolidayCalendars 
    The function 'fjulian' got a new argument 'swap' making the old
    one 'cc' obsolute. This change was inspired by the POSIX standard.
    'swap' is an integer value which determines when dates without
    the century specifications swap from the 19th to 20th century,
    by default the value is 20, i.e. we swap 1920.

2004-09-02 fBasics: WebImport
    A new function named 'fredImport' has been added which allows for 
    downloading daily financial market data from the St. Louis FED.
    The import functions got a new argument 'sep' which allows to
    specify the field separator in the data file, usually an Excel
    *.csv file. The default is a semicolon.

2004-08-05 fSeries: DESCRIPTION
    The package 'modreg' has been merged into 'stats', so we have
    removed it from the dependency list in the description file.
    This caused for Mac OSX operated system a failure.

2004-08-05 fSeries: surex1.ts.csv
    A data file has been added which contains monthly sampled exchange 
    rate spot returns and forward premium data ranging from March 1976 to 
    June 1996 for the following currencies: USD vs. CAD, DEM, FFR, ITL,
    JPY and GBP.  

2004-07-07 fSeries: nelsonplosser.csv
    The Nelson-Plosser data set containing the fourteen US economic time
    series used by Nelson and Plosser in their seminal paper has been added.
    
2004-07-07 fSeries: xmpAparchModelling
    The four demos "xmpAparchInnovations", "xmpAparchSimulation",
    "xmpAparchEstimation", and "xmpAparchNYSERES" have been merged
    to one new demo named "xmpAparchModelling" to reduce a little bit 
    the large number of example files.
    
2004-07-07 fSeries: xmpArmaModelling
    The two demos "xmpArmaAnalysis", and "xmpArmaModelling", have been
    merged to one new demo named "xmpArmaModelling" to reduce a little
    bit the large number of example files.
    
2004-07-07 fBasics: xmpImportInternet
    The three demos "xmpImportYahoo", "xmpImportEconomagics", and
    "xmpImportForecasts"  have been merged to one new demo named 
    "xmpImportInternet" to reduce a little bit the large number of 
    example files.
 
2004-07-07 fBasics: xmpXtsBusinessTime
    The four demos "xmpXtsDailyWeeklyHists", "xmpXtsInterpolation",
    "xmpXtsDeSeasonalization", and "xmpXtsDeVolatilization" have been
    merged to one new demo named "xmpXtsBusinessTime" to reduce a
    little bit the large number of example files.
   
    + many other smaller improvements and fixings ...
        
  
________________________________________________________________________________
Rmetrics VERSION 1091.10057


2004-07-04 Rmetrics
    The new version is now proofed to be Debian license conform 
    for all its functions.
    
2004-07-04 FAQ
    The FAQ file has been updated, now the FAQ's are providing more 
    information about Rmetrics.     
    
2004-07-04 fBasics/R
    In function .FirstLib we set a timezone if none found in 
    environment variables or options, as suggested by Dirk Eddelbuettel, 
    thanks Dirk.
    
2004-06-30 fExtremes/R
    A new utility function named "gridVector" has been added which
    creates all grid points from two vectors which span a rectangular 
    grid.
    
2004-06-29 fOptions/demo
    A new example file named "funDensitiesEBM.R" has been added
    which adds some distributions and related functions which are
    useful in the theory of exponential Brownian Motion.
    The functions compute densities and probabilities for the 
    log-Normal distribution, the Gamma distribution, the 
    Reciprocal-Gamma distribution, and the Johnson Type-I
    distribution. Functions are made available for the compution
    of moments including the Normal, the log-Normal, the
    Reciprocal-Gamma, and the Asian-Option Density. In addition
    a function is given to compute numerically first and second
    derivatives of a given function.
        
2004-06-29 fOptions/demo
    A new example file named "funSpecFunsEBM.R" has been added
    with special mathematical functions which are used in the 
    theory of exponential Brownian Motion. The functions included 
    are: In Part I, the Error Function "erf", the Psi or Digamma
    Function "Psi", the Incomplete Gamma Function "igamma", the
    Gamma Function for complex arguments, and the Pochhammer Symbol
    "Pochhammer". In Part II, the Confluent Hypergeometric Functions 
    of the 1st Kind and 2nd Kind "kummerM" and "kummerU", the
    Whittaker Functions "whittakerM" and "whittakerW" and the
    Hermite Polynomials "hermiteH"

2004-06-29 fOptions/demo
    A new example file named "xmpSpecFunsEBM.R" has been added
    which shows how to use Gamma Functions, Confluent Hypergeometric
    and related functions under R.  
        
2004-06-29 fSeries/R
    New functions to fit the parameters by the maximum log-likelihood
    method for the symmetric and skew Normal, Student-t with unit 
    variance, and generalized error distribution have been added.
                
2004-06-28 fBasics/demo
    A new example file "xmpImportForecasts.R" has been added including
    a function named "forecastsImport" to download monthly financial 
    market data from the "www.forecasts.org" web site. 

2004-06-28 fBasics/R
    A new function named "keystatsImport" has been added which 
    downloads key statistic and fundamental data for equities from 
    Yahoo's web site.
       
2004-06-25 fBasics/R
    The function "as.timeSeries" got two additional arguments which
    allow to pass dimension names and the timeDate format in POSIX
    notation to the returned "timeSeries" object.

2004-06-25 fSeries/R
    New functions "[dpqr]ged" and "[dpqr]sged" have been added which 
    compute density, distribution function, quantile function and 
    generate random variates for the symmetric and skew generalized 
    error distribution.

2004-06-25 fSeries/R
    New functions "[dpqr]std" and "[dpqr]sstd" have been added which 
    compute density, distribution function, quantile function and  
    generate random variates for the symmetric and skew Student-t 
    distribution with unit variance.

2004-06-25 fSeries/R
    New functions "[dpqr]snorm" have been added which compute density, 
    distribution function, quantile function and generate random 
    variates for the skew normal distribution. 
        
2004-06-25 fSeries/demo
    A new example file "xmpDistTESTskew.R" has been added with 
    integration tests for the skew normal, for the skew Student-t 
    with unit variance, and for the skew GED distribution.      
                
2004-06-25 fSeries/R
    New functions have been added which compute the Haeviside "H" and
    related functions; just another sign function "Sign", the delta 
    function "delta", the boxcar function "boxcar" and the ramp 
    function "ramp".
        
2004-06-24 fOptions/demo
    The 3D Plot functions for the generalized Black-Scholes option 
    prices and the sensitivities have been moved to the examples 
    located in the demo directory.

2004-06-14 fSeries/data
    The data sets from the book "The Econometric Modelling of 
    Financial Time Series" (2nd Edition) written by Terence C.
    Mills have been added to the data directory.
    
    + many other smaller improvements and fixings ...
    

________________________________________________________________________________
fBasics VERSION 1090.10056


2004-06-13 fbasics
    Some minor internal updates have been made to Rmetrics, now
    coming with version number 190.10056


________________________________________________________________________________
Rmetrics VERSION 1090.10055


2004-06-13 Rmetrics
    The new version should be compiled out of the box on MS Windows
    Linux, and Mac OSX Platforms. I tested it under Windows XP and 
    Debian Linux, and OSX. Binary packages for MS Windows and Source 
    packages can be found on www.rmetrics.org.
        
2004-06-11 fSeries/demo
    A new demo named "xmpSeriesFilter.R" has been added which discusses 
    time series filters under R and which implements a R function for 
    the Hodrick-Prescott filter.
        
2004-06-11 fBasics/demo
    The three demo files "xmpCor*.R", dealing with autocorrelations,
    the Taylor effect and the long memory behaviour of the NYSE
    Composite have been merged into one demo file.
        
2004-06-11 fBasics/demo
    A new demo file named "xmpCalChron.R" has been added which shows 
    how to manage chronological objects from R's contributed "chron" 
    package. The topics include, generation of objects, representation 
    of objects, mathematical operations, and object transformations.
        
2004-06-11 fBasics/demo
    A new demo file named "xmpCalPosix.R" has been added which shows   
    how to manage POSIXt objects from R's "base" package. The topics 
    include, generation of objects, representation of objects, mathematical 
    operations, and object transformations.
        
2004-06-09 fSeries/demo
    A new demo file named "xmpChaosMaps.R" has been added which shows 
    how to write R functions which generate chaotic time series models. 
    The functions are: "henonSim" simulates data from Henon Map, "ikedaSim" 
    from the "Ikeda Map", "logisticSim" from Logistic Map, "lorentzSim" 
    from the Lorentz Map, and "roesslerSim, from the Roessler Map.
        
2004-06-08 fBasics/src
    Thanks to James McCulloch the Builtin Fortran program named 
    "fBasics-symstb.f" which is called by the functions "dsymstb" and 
    "psymstb" is now under the GNU  GPL license.
        
2004-06-08 fBasics/src
    Thanks to Tierry Terneau the Builtin C program named "DATE-char_date.c"
    which is called by the function "fjulian" is now under the GNU GPL 
    license.

2004-06-08 fBasics/R
    The function "alignDailySeries" has been extended to handle
    multivariate time series objects.
        
2004-06-08 fBasics/R
    New test functions for testing normality have been added. This
    includes as Builtin functions the functions from R's contributed
    package "nortest" and a function for the D'Agostina normal test.
    
    + many other smaller improvements and fixings ...
        
                
________________________________________________________________________________
Rmetrics VERSION 1090.10054


2004-06-07 Rmetrics
    The new version should be compiled out of the box both on MS
    Windows and Linux Platforms. I tested it under Windows XP and 
    Debian Linux. Binary packages and Source packages can be found
    on www.Rmetrics.org.

2004-06-07 fBasics/demo/xmpDistDFssd.R
    Demo file added which demonstrates how to estimate probability  
    densities using smoothing spline ANOVA models with cubic spline,  
    linear spline, or thin-plate spline marginals for numerical 
    variables.

2004-06-07 fBasics/demo/xmpDistDFecfd.R
    Demo File added which demonstrates how to compute or plot an 
    empirical cumulative distribution function.

2004-06-07 fSeries/data/dem2gbp.csv
    Benchmark data file for GARCH modeling added.

2004-06-07 fSeries/demo/xmpRollingAnalysis.R
    Demo file added which implements two functions computing a Simple 
    Moving Average "SMA" and an Exponential Moving Average "EWMA"
    which can be used together with the book "Modelling Financial 
    Time Series with SPlus" written by E. Zivot and J. Wang.

2004-06-07 fSeries/deno/xmpRegOLS.R
    Demo file added which implements a simple OLS function which can  
    be used together with the book "Modelling Financial Time Series 
    with SPlus" written by E. Zivot and J. Wang.

2004-06-07 fSeries/demo/xmpMatrixAddonNA.R
    Demo file added which demonstates how to manage missing
    values in a matrix object. Included are functions to remove,
    to substitute, to interpolate and to impute missing values.

2004-06-07 fSeries/demo/xmpGarchOx.R
    Demo file which demonstrates how to interface R with the
    GarchOx package running under Ox. Note, Ox and GarchOx are
    not part of this distribution.

2004-06-07 fSeries/demo/xmpChaosMaps.R
    Demo file added which demonstrates how to generate some chaotic 
    time series models. These include the Henon map, the Ikeda Map,
    the Logistic map, the Lorenz map and the Roessler Map.
        
2004-06-07 fExtremes/demo/xmpEDAlargenumPlot.R
    Demo file added with two R functions "sllnPlot" and "lilPlot" 
    where the first verifies Kolmogorov's Strong Law of Large 
    Numbers and the second verifies Hartman-Wintner's Law of the 
    iterated logarithm.

2004-06-07 fExtremes/demo/xmpDISTmoments.R
    Demo file added with two R functions "gevMoments" and 
    "gpdMoments" which compute true mean and variance for the 
    Generalized Extreme Value distribution and for the 
    Generalized Pareto distribution.
        
2004-06-07 fOptions/demo/xmpTREEtrinomialOption.R
    Demo file added which shows how to write a function to compute 
    the call and put price of an European or American style option 
    using a trinomial tree approach.
    
    + many other smaller improvements and fixings ...

        
________________________________________________________________________________
Rmetrics VERSION 1090.10053


2004-06-04 fBasics/demo/xmpZW-Chapter-2.R
    Demo files added with examples from Chapter 2 of the book
    of Zivot and Wang "Modeling Financial Time Series with Splus".

2004-06-04 Rmetrics 
    Code parts from contributed packages are now integrated as
    BUILTIN functions (invisible for the user). That makes
    Rmetrics running out of the box on an R default installation
    and allows for a better unit testing.
        
2004-06-03 Rmetrics 
    Rmetrics goes unit testing. I decided to use the RUnit package
    for unit testing under Rmetrics.

2004-06-03 fBasics 
    Internal GNU Ical time/date concept improved, so that timeDate
    operations become faster and now also run under Debian Linux.
        
2004-06-03 fExtremes/fOptions 
    are now running out of the box under Debian Linux.

2004-06-02 Rmetrics 
    All keywords in the help pages have been replaced with R's 
    standardized keywords from the KEYWORD.db Database.

2004-06-02 fSeries 
    New functions have been added supporting "Matrix Arithmetics 
    and Linear Algebra". The help page summarizes selected functions 
    available under R and addititional functions are documented 
    which have been added by Rmetrics.

2004-05-01 fBasics 
    The Fortran Code for the hyperbolic distribution "hyp" has been 
    withdrawn and is now replaced by pur R code. The Random number 
    Generator implements "rhyperb" from R's "HyperbolicDist" package 
    written by David Scott.

2004-05-29 fBasics 
    The "timeDate" and "timeSeries" classes have been added to 
    the Rmetrics "fBasics" package. Also available are examples
    from Chapter 2 for the book "Modelling Financial Time Series
    with SPlus" written E. Zivot and J. Wang.

2004-05-28 Rmetrics 
    MS Windows specific features have been removed from the packages. 
    This is a precondition to build the packages in the future also 
    under Linux and Mac OSX.

2004-05-19 Rmetrics 
    readline() function in examples replaced by xmp* functions which
    allow for an optional interactive prompt, so that R CMD CHECK no 
    longer fails when the examples ask for a prompt. 

2004-05-03 fBasics 
    Installer and Updater "menu" added for installing and updating 
    packages from the "Rmetrics" server, (MS Windows only).
    
2004-04-29 fBasics 
    webImport: The functions "economagicImport" and "yahooImport" got  
    a new argument named "try" for testing the Internet connection. 
    So the program doesn't fail any longer if the Internet is down.
        
        
________________________________________________________________________________
Rmetrics VERSION 1081


2004-04-22 fOptions
    Two new functions added for valution of options by the binomial 
    tree method. These are: "JRBinomialTreeOption" and 
    "TIANBinomialTreeOption".
    
2004-04-21 fExtremes
    All "*Fit" functions which the parameter estimation functions 
    from the "evir" and "ismev" packages have now a common print, 
    plot and summary S3 method which deliver their output in the 
    same form.
        
2004-03-21 fExtremes
    A new function "interactivePlot" was added which allows for 
    plots in different ways by an argument named "which". If which 
    is a character string named "all" all plots are created, if 
    which is a logical vector of the length of the number of plots, 
    those plots are created which elements of this vector set "TRUE", 
    or if which a a character string named named "ask" the plots 
    interact with their user.
        
2004-02-14 fOptions
    New functions have been added for the valuation of options 
    by Monte Carlo simulations. These are: "wienerPath", 
    "plainVanillaPayoff", "arithmeticAsianPayoff", and 
    "MonteCarloOption".
    
2004-01-29 fBasics
    data: "*.csv" data files have now as delimiter a semicaolon 
    instead of a comma, thus we use R's default for *.csv files.

2004-01-29 fBasics
    "print.coefmat" was deprecated in R's Version 1.8.1, thus we 
    have it replaced by the current function "printCoefmat".

2004-01-29 fBasics
    "yahooImport" was updated due to format changes.

2004-01-29 fBasics
    "skewness" now support as input data.frame and POSIX objects. 
    New methods
      skewness.default(), skewness.data.frame(),
      skewness.POSIXct() and skewness.POSIXlt()
    were added.

2004-01-29 fBasics
    "kurtosis" now support as input data.frame and POSIX objects. 
    New methods
      kurtosis.default(), kurtosis.data.frame()
      kurtosis.POSIXct() and kurtosis.POSIXlt()
    were added.
        
2004-01-29 fSeries
    "regFit" has now S4 print, plot, summary and predict methods. 
    All methods are now integrated in one function with argument 
    "method" for selection.
        
2004-01-29 fSeries
    "lmTest" has now integrated all tests in one functions with 
    argument "method" for selection. The individual functions can 
    be used through the underlying "lmtest" package.

2004-01-29 fSeries
    The collection "technicalAnalysis" was devided into two 
    collections, the first is still "technicalAnalysis", the 
    added one is named "benchmarkAnalysis".

2004-01-23 fBasics
    "src/chardate.c" removed, now using R-package "date"
        

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