https://github.com/cran/tseries
Tip revision: 4194f9dc397a96317701ed34bf563dc5adf72a52 authored by Kurt.Hornik on 19 October 2001, 00:00:00 UTC
version 0.8-2
version 0.8-2
Tip revision: 4194f9d
ChangeLog
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.