2004-01-31 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-19. * INDEX: Removed. 2003-12-15 Dirk Eddelbuettel * DESCRIPTION (Version): New version is 0.9-18. * R/finance.R (plotOHLC): Use segments() with vector arguments. 2003-11-06 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-17. * man/summary.garch.Rd: * man/summary.arma.Rd: Fix codoc default value problem/typo. 2003-10-10 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-16. * R/arma.R (print.summary.arma): * R/garch.R (print.summary.garch): * man/arma-methods.Rd: * man/garch-methods.Rd: * man/summary.arma.Rd: * man/summary.garch.Rd: print.coefmat() is deprecated and replaced by printCoefmat() in R 1.8. 2003-08-27 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-15. * README: Cosmetic change. * R/finance.R (get.hist.quote): Treat the case when the submitted data from Yahoo contains information concerning dividends (problem and solution reported by Achmim Zeileis ). 2003-07-09 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-14. * R/finance.R (plotOHLC): Correct bug when setting the ylim argument (reported by Dirk Eddelbuettel). * R/irts.R: * man/irts-functions.Rd: rename function interpolate to approx.irts. 2003-07-08 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-13. * man/arma-methods.Rd: * man/garch-methods.Rd: Remove over-documented argument 'signif.stars' from \arguments. 2003-06-06 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-12. * R/finance.R (get.hist.quote): Work around addressed in 0.9-11 was not good enough. 2003-04-22 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-11. * R/finance.R (get.hist.quote): Work around a problem in 1.7.0 (PR#2815 and also reported by Lars W. Hansen ). 2003-03-04 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-10. * R/finance.R: change check for the case of an unknown quote. * man/arma-methods.Rd * man/garch-methods.Rd * man/plotOHLC.Rd * man/portfolio.optim.Rd * man/read.ts.Rd * man/seqplot.ts.Rd * man/surrogate.Rd * man/terasvirta.test.Rd * man/white.test.Rd: cosmetic changes. * R/irts.R: * man/irts-functions.Rd: * man/irts-methods.Rd: * man/irts.Rd: add new class for irregularly spaced time-series. 2003-02-19 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-9. * README: update. * R/finance.R: * man/plotOHLC.Rd: add new argument origin such that it works smoothly together with get.hist.quote() (problem spotted by Michael Parzen ). 2003-02-05 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-8. * README: cleanup. * R/finance.R * man/get.hist.quote.Rd: add new argument origin and change YAHOO query (it seems that YAHOO has slightly changed the query syntax to access historical data). * R/garch.R * man/garch-methods.Rd: add new method logLik.garch. * man/garch.Rd: cosmetic change. 2003-01-22 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-7. * R/tsutils.R (print.resample.statistic): Call print with named 'digits' argument [S4 method dispatch]. 2002-11-22 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-6. * R/garch.R (garch): Also had .C("pred_garch") without 'genuine'. Guess to use FALSE here. 2002-11-21 Kurt Hornik * DESCRIPTION (Version): New version is 0.9-5. * R/garch.R (predict.garch): .C("pred_garch") needs to pass 'genuine' as well (spotted by Fan and Duncan Murdoch ). 2002-09-09 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-3. * INDEX: * README: cleanup and update. * man/garch.Rd * man/bds.test.Rd: correct bugs in documentation. * man/tsbootstrap.Rd: improve documentation. * man/runs.test.Rd: * R/test.R: new implementation of runs.test which was wrong for versions <= 0.9-2. 2002-06-28 Kurt Hornik * DESCRIPTION: New version is 0.9-2. * R/garch.R (garch): Replace Machine() by .Machine as the former is deprecated in R 1.6. 2002-06-19 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-1. * INDEX: * TITLE: * R/zzz.R: Cleanup and cosmetic changes. * man/maxdrawdown.Rd: * man/sharpe.Rd: * man/sterling.Rd: * R/finance.R: Improved version of maxdrawdown and new functions sharpe and sterling. 2002-04-26 Adrian Trapletti * DESCRIPTION (Version): New version is 0.9-0. * man/amif.Rd: * man/plot.amif.Rd: * R/cor.R: * misc/README: * misc/mutinfo-1.21b.tar.gz * src/tsutils.c: Removed non-GPL code. * man/bootstrap.Rd: * man/surrogate.Rd: * man/tsbootstrap.Rd: * R/tsutils.R: Improved version of time series bootstrap which allows a block of blocks bootstrap. The function bootstrap is renamed to tsbootstrap. * DESCRIPTION: * README: Cleanup. * man/arma.Rd: Cosmetic change. 2001-11-30 Adrian Trapletti * DESCRIPTION (Version): New version is 0.8-4. * man/plotOHLC.Rd: Improve documentation. * R/zzz.R: Cosmetic change. 2001-11-08 Adrian Trapletti * DESCRIPTION (Version): New version is 0.8-3. * man/bootstrap.Rd: * R/tsutils.R: * src/boot.c: Improve documentation, error messages, and code. 2001-10-29 Adrian Trapletti * DESCRIPTION (Version): New version is 0.8-2. * man/get.hist.quote.Rd: * R/finance.R: Change default value for argument `quote' of `get.hist.quote()'. * man/maxdrawdown.Rd: * R/finance.R: * src/tsutils.c: Simpler and more informative implementation of max drawdown statistic. * man/plotOHLC.Rd: * R/finance.R: New function which plots open-high-low-close bar charts. 2001-10-18 Adrian Trapletti * DESCRIPTION: Cleanup. New version is 0.8-1. * README: Cleanup. 2001-10-12 Adrian Trapletti * DESCRIPTION (Version): New version is 0.8-0. * R/tsutils.R: Call .C with `mode = "double"' everywhere. * man/maxdrawdown.Rd: * R/finance.R: * src/tsutils.c: Fast implementation of max drawdown statistic. 2001-08-27 Adrian Trapletti * DESCRIPTION (Version): New version is 0.7-6. * src/arma.c: Correct nasty bug concerning accessing the parameter intercept. * man/portfolio.optim.Rd: * R/finance.R: Integration of a patch of Dirk Eddelbuettel for `portfolio.optim()' that allows inequality restrictions on the portfolio weights and a specification of the covariance matrix. 2001-08-20 Kurt Hornik * DESCRIPTION (Version): New version is 0.7-5. * man/tseries.internal.Rd: Renamed to tseries-internal.Rd. * man/arma-methods.Rd: * man/garch-methods.Rd: * man/plot.amif.Rd: * man/summary.arma.Rd: * man/summary.garch.Rd: New files. * R/*.R: * man/*.Rd: Fix generic/method inconsistencies. 2001-08-19 Kurt Hornik * man/tseries.internal.Rd: Change keyword `misc' to `internal'. * R/tsutils.R: TnF fix. 2001-07-15 Kurt Hornik * DESCRIPTION (Version): New version is 0.7-4. * R/test.R: * man/terasvirta.test.Rd: * man/white.test.Rd: Use `Chisq' instead of `chisq' for argument `type'. 2001-07-06 Kurt Hornik * DESCRIPTION (Depends): No longer depends on chron. * R/finance.R: Rewrite get.hist.quote() to use R internal POSIX date/time classes and allow for retrieval of several quotes and volume at once. * man/get.hist.quote.Rd: Changed accordingly. 2001-06-18 Kurt Hornik * DESCRIPTION (Version): New version is 0.7-2. (Depends): Redo according to R-exts. Detailed info now in `README'. * man/na.remove.Rd: Sync code and documented usage. * ChangeLog: finally started.