https://github.com/cran/tseries
Tip revision: f0919d51d4e793cc907fc2cdc7072dbb12644e96 authored by Kurt.Hornik on 19 June 2002, 00:00:00 UTC
version 0.9-1
version 0.9-1
Tip revision: f0919d5
ChangeLog
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.