https://github.com/cran/tseries
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Tip revision: f0b7fa0f18daa3995b82dd4799709b5988bd5247 authored by Kurt Hornik on 04 October 2006, 00:00:00 UTC
version 0.10-7
Tip revision: f0b7fa0
ChangeLog
2006-10-04  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.10-7.
	(License): Standardize.
	* COPYING: Removed.

2006-09-10  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.10-6.
	(Imports): Add graphics and utils.

2006-09-09  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* NAMESPACE: Import graphics and utils.

2006-09-07  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.10-5.
	(Imports): Add utils.

	* NAMESPACE: Add some imports from utils.

	* R/zzz.R: .First.lib needs to be .onAttach.

2006-08-11  Achim Zeileis  <Achim.Zeileis@R-project.org>

	* DESCRIPTION: added "stats" dependency, new version
	is 0.10-4.
	* NAMESPACE: added import("stats")

2006-06-27  G. Grothendieck <ggrothendieck@gmail.com>

	* R/finance.R (get.hist.quote)
	* man/get.hist.quote.Rd:
	added 'drop=' argument to get.hist.quote.  Defaults to FALSE
	(i.e., previous behavior).

2006-06-26  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.10-2.

	* inst/CITATION: New file.

2006-05-10  Achim Zeileis  <Achim.Zeileis@R-project.org>

	* DESCRIPTION (Version): New version is 0.10-1.

2006-05-09  Achim Zeileis  <Achim.Zeileis@R-project.org>

	* R/finance.R (get.hist.quote)
	* man/get.hist.quote.Rd:
	handled `method' argument as in download.file(), so 
	that it can be set via options(download.file.method = "...")

2006-04-07  Achim Zeileis  <Achim.Zeileis@R-project.org>

	* R/finance.R (get.hist.quote)
	* man/get.hist.quote.Rd:
	added quiet argument passed on to download.file(), defaults
	to FALSE (i.e., previous behaviour)

2005-10-24  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.10-0.
	(Depends): Require R >= 2.2.0.

	* NAMESPACE: Added.

	* man/irts-methods.Rd: Use \method markup for [ usage entries.

2005-09-07  Achim Zeileis  <Achim.Zeileis@R-project.org>
	
	* DESCRIPTION (Version): New version is 0.9-30,
	Depends on zoo, suggests its.	
	* R/finance.R (get.hist.quote): can return now "zoo", "ts" and
	"its" series.
	* man/get.hist.quote.Rd: added retclass argument.
	* man/plotOHLC.Rd: adapted to get.hist.quote().

2005-09-06  Adrian Trapletti  <a.trapletti@swissonline.ch>
	
	* README: Update contributers.
	* R/finance.R (get.hist.quote): 
	* man/get.hist.quote.Rd:
	Improved error messages and documentation.

2005-09-03  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-29.
	* R/finance.R (get.hist.quote): 
	* man/get.hist.quote.Rd:
	New provider 'oanda' to get.hist.quote() [by A Trapletti].

2005-08-29  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-28.

2005-08-28  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* man/irts-methods.Rd: Link to plot.ts rather than the defunct
	plot.mts (spotted by BDR).

2005-04-20  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-26.

	* src/Makevars: New file.

	* src/dsumsl.f:
	Convert from FORTRAN 66 to FORTRAN 77 as per instructions.
	Remove code for D1MACH/I1MACH (in R) and the BLAS subroutines
	DCOPY and DDOT.

2005-04-01  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-25.

	* R/finance.R (get.hist.quote): Use Date rather than POSIXct,
	suggested by Gabor Grothendieck <ggrothendieck@myway.com>.

2004-11-12  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-24.

	* R/finance.R (get.hist.quote): 
	* man/get.hist.quote.Rd:
	Add argument 'compression' to get.hist.quote(), provided by BBands
	<BBands@bollingerbands.com>.

2004-08-05  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-23.

	* data/*.R: 
	Remove explicit calls to require() for package stats, and instead
	use stats::ts() to ensure that stats gets attached.

2004-07-20  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-22.

	* man/get.hist.quote.Rd: 
	* man/plotOHLC.Rd: 
	Change symbol for S&P 500 from ^spc to ^gspc, argh.
	Try wrapping examples inside a suitable test for connectivity to
	quote.yahoo.com rather than \dontrun{}, so that we can figure out
	when examples fail more easily.

2004-03-23  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-20.

	* R/finance.R (portfolio.optim.default): 
	* R/test.R (white.test.default, white.test.ts): 
	* R/zzz.R (.First.lib):
	Adjust for changes in R 1.9.0.

2004-01-31  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* DESCRIPTION (Version): New version is 0.9-19.

	* INDEX: Removed.

2003-12-15  Dirk Eddelbuettel  <edd@debian.org>

	* DESCRIPTION (Version): New version is 0.9-18.
	
	* R/finance.R (plotOHLC): Use segments() with vector arguments.

2003-11-06  Kurt Hornik  <Kurt.Hornik@wu-wien.ac.at>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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 <a.trapletti@bluewin.ch>

	* 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 
	<zeileis@ci.tuwien.ac.at>).
	
2003-07-09  Adrian Trapletti <a.trapletti@bluewin.ch>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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 <lwhansen@usa.net>).

2003-03-04  Adrian Trapletti <a.trapletti@bluewin.ch>

	* 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 <a.trapletti@bluewin.ch>

	* 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 <fmparzen@gsb.uchicago.edu>).

2003-02-05  Adrian Trapletti <a.trapletti@bluewin.ch>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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 <xiao.gang.fan1@libertysurf.fr>
	and Duncan Murdoch <dmurdoch@pair.com>).

2002-09-09  Adrian Trapletti <a.trapletti@bluewin.ch>

	* 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  <Kurt.Hornik@wu-wien.ac.at>

	* 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 <a.trapletti@bluewin.ch>

	* 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 <a.trapletti@bluewin.ch>

	* 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 <a.trapletti@bluewin.ch>

	* DESCRIPTION (Version): New version is 0.8-4.	

	* man/plotOHLC.Rd: Improve documentation.
	
	* R/zzz.R: Cosmetic change.
	
2001-11-08  Adrian Trapletti <a.trapletti@bluewin.ch>

	* 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 <a.trapletti@bluewin.ch>

	* 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 <a.trapletti@bluewin.ch>

	* DESCRIPTION: Cleanup. New version is 0.8-1.
	
	* README: Cleanup.

2001-10-12  Adrian Trapletti <a.trapletti@bluewin.ch>

	* 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 <a.trapletti@bluewin.ch>

	* 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  <Kurt.Hornik@ci.tuwien.ac.at>

	* 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  <Kurt.Hornik@ci.tuwien.ac.at>

	* man/tseries.internal.Rd: Change keyword `misc' to `internal'.

	* R/tsutils.R: TnF fix.

2001-07-15  Kurt Hornik  <Kurt.Hornik@ci.tuwien.ac.at>

	* 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  <Kurt.Hornik@ci.tuwien.ac.at>

	* 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  <Kurt.Hornik@ci.tuwien.ac.at>

	* 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.

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