ChangeLog Package fAssets 2022-10-07 geobosh * replaced a call of deprecated colStdevs() with colSds(). * replaced a number of calls like `if(class(x) == ...` with suitable `inherits()` calls. This fixes several warnings from CRAN check. * removed LazyData from DESCRIPTION (fixes a warning from CRAN check). 2014-30-10 tsetz * ecodist, mvnormtest and energy are import packages again since otherwise some functions within fPortfolio will not work. 2014-09-17 tsetz * ChangeLog, DESCRIPTION: Updated ChangeLog and DESCRIPTION files after submission to CRAN * NAMESPACE: Updated NAMESPACE; functions with a dot in front are no longer exported. 2012-09-24 chalabi * DESCRIPTION: Updated maintainer field. * NAMESPACE, R/zzz.Deprecated.R: Removed external C call. 2011-09-23 mmaechler * DESCRIPTION: remove deprecated "LazyLoad" entry 2010-10-26 chalabi * NAMESPACE: updated NAMESPACE 2010-07-23 chalabi * inst/DocCopying.pdf: removed DocCopying.pdf license is already specified in DESCRIPTION file 2010-04-14 chalabi * NAMESPACE: updated NAMESPACE 2010-04-11 wuertz * R/assets-arrange.R, R/assets-fit.R, R/assets-lpm.R, R/assets-mcr.R, R/assets-meancov.R, R/assets-outliers.R, R/assets-portfolio.R, R/assets-select.R, R/assets-simulate.R, R/assets-test.R, R/assetsArrange.R, R/assetsFit.R, R/assetsLPM.R, R/assetsMCR.R, R/assetsMeanCov.R, R/assetsOutliers.R, R/assetsPfolio.R, R/assetsSelect.R, R/assetsSim.R, R/assetsTest.R: some files renamed for consistency 2010-02-21 dscott * ChangeLog, R/zzz.R, src/Makevars: Minor changes so passes check * ChangeLog, R/plot-pairs.R, R/zzz.R, src/Makevars: minor changes to plot-pairs.R and fixed dll with alteration to zzz.R and src/Makevars 2009-11-22 wuertz * R/stats-distance.R: mutinfo function modified * R/zzz.R, src/ecodist.c: C code modified to work all C programs together * R/stats-distance.R, src/ecodist.c: C Code added ecodist.c * NAMESPACE, R/builtin-ecodist.R, R/stats-distance.R: namespace updated * R/builtin-ecodist.R: function name modified * R/stats-distance.R: code modified * R/builtin-ecodist.R, R/stats-distance.R: distance measures added (undocumented) 2009-10-26 wuertz * man/assetsMCR.Rd: man page examples corrected * NAMESPACE, R/assetsMCR.R, R/assetsPfolio.R, R/zzz.Deprecated.R, man/assetsMCR.Rd: assetsMCR.R and .Rd script added for marginal contribution to covariance risk 2009-09-28 chalabi * DESCRIPTION: updated version number * ChangeLog, DESCRIPTION: updated DESCR and ChangeLog * NAMESPACE: new NAMESPACE structure which should ease maintenance of packages. * DESCRIPTION, NAMESPACE: Merge branch 'devel-timeSeries' Conflicts: pkg/timeSeries/R/base-Extract.R pkg/timeSeries/R/timeSeries.R 2009-05-06 wuertz * R/builtin-shrinkTawny.R: shrink from tawny added als builtin * R/assetsMeanCov.R: Mean Cov functionality extended 2009-05-01 wuertz * R/assetsMeanCov.R, R/builtin-arwMvoutlier.R: hidden robut covariance stimator .arwMeanCov added 2009-04-29 wuertz * R/assetsMeanCov.R: comment added 2009-04-28 wuertz * R/builtin-mst.R, R/builtin-robust.R, man/assetsMeanCov.Rd: new robust cov estimators added * NAMESPACE: namespace new functions added * R/builtin-DEoptim.R, R/builtin-corpcor.R, R/builtin-corrgram.R, R/builtin-covRobust.R, R/builtin-donostahRobust.R, R/builtin-energy.R, R/builtin-mstApe.R, R/builtin-rmtTawny.R, R/builtin-shrinkTawny.R: more information added to builtin function, builtins added for shrink and rmt from tawny and bayes stein from alexios * R/assetsMeanCov.R: bayes stein, ledoit wolf, and rmt covariance estimator added 2009-04-19 chalabi * DESCRIPTION: added explicit version number in Depends field for key packages 2009-04-08 ellis * R/plot-pairs.R: added function to compute color space for correlation matrix plot 2009-04-02 chalabi * DESCRIPTION: more explicit depends and suggests field in DESC file. * DESCRIPTION: updated DESC file 2009-03-13 wuertz * R/assetsTest.R: small fix done * R/assetsTest.R: fixed 2009-02-09 wuertz * NAMESPACE, R/assetsArrange.R, R/assetsMeanCov.R, R/assetsStats.R, R/plot-risk.R, R/plot-stars.R, R/zzz.Deprecated.R, R/zzz.R, inst/unitTests/runit.AssetsMeanCov.R, man/00fAssets-package.Rd, man/VaRModelling.Rd, man/assetsArrange.Rd, man/assetsFit.Rd, man/assetsLPM.Rd, man/assetsMeanCov.Rd, man/assetsOutliers.Rd, man/assetsPfolio.Rd, man/assetsSelect.Rd, man/assetsSim.Rd, man/assetsStats.Rd, man/assetsTest.Rd, man/boxPlot.Rd, man/class-fASSETS.Rd, man/covEllipsesPlot.Rd, man/pairsPlot.Rd, man/plot-binning.Rd, man/plot-boxplot.Rd, man/plot-ellipses.Rd, man/plot-hist.Rd, man/plot-mst.Rd, man/plot-pairs.Rd, man/plot-qqplot.Rd, man/plot-risk.Rd, man/plot-series.Rd, man/plot-similarity.Rd, man/plot-stars.Rd, man/seriesPlot.Rd, man/similarityPlot.Rd, man/starsPlot.Rd: help pages and documentation essentiall improved, all functions, arguments and retur5ned values should now be documented 2009-02-08 wuertz * R/builtin-corrgram.R, R/buitin-corrgram.R: package reorganized, script files * R/assetsArrange.R, R/assetsFit.R, R/assetsLPM.R, R/assetsMeanCov.R, R/assetsOutliers.R, R/assetsPfolio.R, R/assetsSelect.R, R/assetsSim.R, R/assetsStats.R, R/assetsTest.R, R/panel-diagonal.R, R/plot-panels.R, R/plot-qqplot.R, R/zzz.Deprecated.R: script files reorganized * R/panel-diagonal.R, R/plot-panels.R, R/plotPanels.R: reorganization of files * R/assetsFit.R, R/assetsPfolio.R, R/assetsRisk.R, R/class-fASSETS.R, R/plot-binning.R, R/plot-boxplot.R, R/plot-ellipses.R, R/plot-hist.R, R/plot-mst.R, R/plot-pairs.R, R/plot-panels.R, R/plotPanels.R: script files freorganisation * R/VaRModelling.R, R/assetsRisk.R, R/exampleCovData.R, R/fixBinHistogram.R, R/plot-binning.R, R/plot-correlation.R, R/plot-covEllipses.R, R/plot-ellipses.R, R/plot-histPairs.R, R/plot-minSpanTree.R, R/plot-mst.R, R/plot-pairsPanels.R, R/plot-panels.R: files renamed * R/assetsArrange.R, R/assetsFit.R, R/assetsMeanCov.R, R/assetsOutliers.R, R/assetsSelect.R, R/assetsStats.R, R/assetsTest.R, R/builtin-robust.R, R/exampleCovData.R, R/fixBinHistogram.R, R/plot-correlation.R, R/plot-histPairs.R, R/plot-stars.R, R/zzz.Deprecated.R: reorginization of files 2009-01-27 wuertz * R/plot-pairs.R: warnings hidden for pairs() if tick = 0 2009-01-16 chalabi * man/assetsLPM.Rd, man/assetsMeanCov.Rd, man/seriesPlot.Rd: fixed warning with new Rd parser 2009-01-04 wuertz * NAMESPACE, R/assetsMeanCov.R, R/assetsOutliers.R, R/outlierDetection.R, man/assetsMeanCov.Rd, man/assetsOutliers.Rd: internal function .assetsOutlierDetection moved to assetsOutlier, documented and added to NAMESPACE 2009-01-02 wuertz * R/plot-boxplot.R: default abline removed from box plot * R/plot-stars.R: stars plot, plot argument corrected 2008-12-31 wuertz * R/assetsSelect.R, man/assetsSelect.Rd: small modifications