2023-10-20  Enrico Schumann  <es@enricoschumann.net>

	* DESCRIPTION (Version): 2.8-0

	* man/*.Rd: fix many links

2023-10-15  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Ritter): fix removal of empty lines

        * R/internals.R (mcList): add 'affinity.list'

2023-07-31  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Ritter): adapt to new file
        format

2023-03-25  Enrico Schumann  <es@enricoschumann.net>

        * R/options.R (vanillaOptionEuropean): compute
        "DvegaDspot" and "DvegaDvol"

2023-03-01  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minMAD): copy neighbourhood
        function from "neighbours" package

2023-02-28  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minMAD): add function

2023-01-24  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (trackingPortfolio): add
        argument 'ls.algo' for specifying settings for
        method 'ls'
        (trackingPortfolio): no longer require 'var'
        when 'R' is specified

2023-01-13  Enrico Schumann  <es@enricoschumann.net>

        * R/callHestoncf.R (callHestoncf): add argument
        'uniroot.control' for passing settings for
        'uniroot', and 'uniroot.info'

2022-10-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.7-1

        * man/*: documentation updates

2022-08-19  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.7-0

2022-06-29  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): safeguard download so
        that the function evaluates to NULL when the
        download fails. That behaviour had been intended as
        least since 2020-01-23 [see ChangeLog], but had so
        far depended on the return value of 'download.file'.

2022-03-22  Enrico Schumann  <es@enricoschumann.net>

        * R/options.R (vanillaOptionAmerican): the function
        now works even for very small values for M (M <= 3)

2022-03-16  Enrico Schumann  <es@enricoschumann.net>

        * R/options.R (barrierOptionEuropean): add function

2022-03-09  Enrico Schumann  <es@enricoschumann.net>

        * R/mc.R (gbm): the function gains an argument
        "antithetic", with default FALSE. If TRUE, only
        npaths/2 paths are created and then duplicated with
        switched sign

2022-01-27  Enrico Schumann  <es@enricoschumann.net>

        * R/mc.R (gbm, gbb): both functions gain an argument
        "exp.result", with default TRUE. If FALSE, the log
        paths are returned
        (gbb): the function gets an argument "log", with
        default FALSE, which matches the previous behaviour

2022-01-26  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.6-0

2021-12-29  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (group_constraints_matrices):
        fix group constraints with a single group

2021-11-12  Enrico Schumann  <es@enricoschumann.net>

        * R/randomReturns.R (randomReturns): specially
        handle case rho == 1. Also, add an argument
        "exact"; if TRUE, the created matrix has exact
        means, standard deviations and
        correlations. Default is FALSE.

2022-05-10  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.5-1

        * man/*,vignettes/*,inst/tinytest/*: add
        tests whether suggested packages 'quadprog' and
        'Rglpk' are available

2021-10-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.5-0

2021-09-28  Enrico Schumann  <es@enricoschumann.net>

        * R/gridSearch.R (gridSearch): allow
        non-numeric input arguments, e.g. factors or
        character vectors, specified in argument
        "levels". Used only if argument 'asList' is
        TRUE.

2021-07-22  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Ritter): add function, which
        downloads IPO data from Jay Ritter

2021-05-30  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): trim whitespace
        from "industry_group"

2021-04-09  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.4-1

        * R/*opt.R: set default value of 'printBar' to
        'interactive()' in optimisation functions

        * inst/tinytest/test_portfolio.R: run several
        tests only locally

2021-04-01  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.4-0

2021-03-30  Enrico Schumann  <es@enricoschumann.net>

        * inst/tinytest/test_portfolio.R: use more
        tolerance in tests

2021-03-23  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support univariate
        dataset "Portfolios Formed on ME"

2021-03-12  Enrico Schumann  <es@enricoschumann.net>

        * R/randomReturns.R (randomReturns): 'rho' may
        now be a correlation matrix

2021-02-22  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minCVaR): support wmin/wmax
        other than the defaults (thanks to Peter Garnry
        for reporting on GitHub)
        (minCVaR): support group constraints

        * R/market_data.R (French): the function no
        longer fails when a column is are NA; more
        tweaks to process files

        * R/callHestoncf.R (callHestoncf): new \dots
        argument for passing arguments to 'integrate'

2021-01-19  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.3-1

        * R/market_data.R (Shiller): support additional
        columns; construct dates as monthly sequence
        instead of parsing the dates in the file

2020-10-31  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minCVaR): new arguments
        'min.return' and 'm' for specifying a
        minimum-return restriction

2020-10-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.2-2

        * inst/tinytest: exclude tests after spurious
        error on CRAN machine

2020-10-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.2-1

        * man/optionData.Rd: update URLs, as
        requested by CRAN

2020-10-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.2-0

2020-10-14  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): use 'basename' on
        the dataset, so that the complete ftp-link to a
        dataset can be used

2020-08-19  Enrico Schumann  <es@enricoschumann.net>

        * R/TAopt.R (TAopt): new option 'drop0',to be
        passed via 'algo'

2020-07-29  Enrico Schumann  <es@enricoschumann.net>

        * vignettes/portfolio.Rnw: add vignette on
        portfolio-selection functions

2020-06-23  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (group_constraints_matrices):
        fix how constraints matrices are set up (thanks
        to 'clcsar' for reporting on GitHub); allow
        group labels

2020-06-10  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (trackingPortfolio): export function

2020-06-10  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (trackingPortfolio): add function (not
        yet exported); see
        http://enricoschumann.net/notes/return-based-tracking-portfolios.html

2020-05-12  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): for industry portfolios,
        also export "Sum of BE/Sum of ME". The data are
        attached as an attribute "sumBE.sumME". All
        data-frames attached as attributes now have the
        timestamps as rownames.

2020-04-27  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R: support further datasets, such as
        "Bivariate sorts on Size, B/M, OP and Inv"

2020-04-11  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minCVaR): add function; see
        http://enricoschumann.net/notes/minimising-conditional-var.html

2020-04-01  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.1-0

2020-03-17  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): provide more
        information for share issuance dataset

2020-02-20  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): adapt function to
        changed format (momentum monthly/yearly)

2020-02-17  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minvar,mvFrontier,mvPortfolio):
        the functions gain arguments 'groups',
        'groups.wmin' and 'groups.wmax', which allow to
        specify group constraints

2020-01-23  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French,Shiller): if download
        fails, return NULL invisibly

2019-12-30  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Shiller): adapt function to
        new file format (reordered sheets)

2019-12-25  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (mvPortfolio): new argument
        'lambda' for specifying a risk--reward
        trade-off

2019-12-11  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): improve parsing of
        not-explicitly-supported _daily_ datasets

2019-11-24  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Shiller): adapt function to
        new file format

2019-11-16  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): improve parsing of
        not-explicitly-supported datasets

2019-10-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 2.0-1

        * DESCRIPTION (Suggests): add 'PMwR'

2019-10-17  Enrico Schumann  <es@enricoschumann.net>

        * R/TAopt.R (TA.info): add the
        objective-function value of currently best
        solution, 'OF.xbest', to the data that
        'TA.info' provides

2019-10-11  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support
        "Portfolios_Formed_on_NI_CSV.zip",
        "Portfolios_Formed_on_RESVAR_CSV.zip"

        * DESCRIPTION (ByteCompile): set to 'yes' again

2019-10-07  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minvar): require 'quadprog'
        only for method "qp"

2019-09-26  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (ByteCompile): remove explicit setting

2019-09-13  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): fix special
        datasets 'market' and 'rf'

2019-09-08  Enrico Schumann  <es@enricoschumann.net>

        * R/randomReturns.R (randomReturns): add function

        * R/greedySearch.R (greedySearch): add function

        * R/showExample.R, internals.R: replace the
        vector 'Chapters' (which is not exported) with
        'Chapters1' and 'Chapters2' (the chapter names of
        the first and second edition)

2019-08-23  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): new argument
        'adjust.frequency': if TRUE (the default),
        frequency is set to TRUE if the dataset looks
        like a daily file

2019-06-27  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Shiller): suppress warnings
        that are issued with new version of 'readxl'

2019-06-26  Enrico Schumann  <es@enricoschumann.net>

        * R/DEopt.R, PSopt.R (DEopt, PSopt): DEopt and
        PSopt gain a 'drop' option. If FALSE, the
        dimension attribute of a solution is kept when
        the population is evaluated via a loop,
        i.e. functions receive a one-column
        matrix. Note that the defaults differ for both
        functions, so that the functions behave as
        before.

2019-06-25  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support
        "10_Portfolios_Prior_12_2_CSV.zip" and
        "10_Portfolios_Prior_12_2_Daily_CSV.zip"

2019-06-20  Enrico Schumann  <es@enricoschumann.net>

        * R/resampleC.R (resampleC): if 'cormat' is a
        single number, it is expanded into a constant
        correlation matrix (this has worked before, but
        only for the case of two series)

2019-05-16  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support
        "F-F_Momentum_Factor_CSV.zip"

2019-04-16  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support datasets
        "market" and "rf"

2019-04-01  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.6-0

        * R/market_data.R (French): support more
        datasets

2018-12-31  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.5-0

        * R/TAopt.R (TAopt): new option
        'thresholds.only'. If TRUE, TAopt computes only
        threshold sequence and then exits.

2018-10-20  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support more
        datasets

2018-09-22  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support datasets
        "siccodes12" and "siccodes49"; improve output
        formatting

2018-09-16  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): fix data
        interpretation for "me_breakpoints"

2018-09-04  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support datasets
        "me_breakpoints", "industry49_defs"

2018-08-29  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Shiller, French): add
        'dest.dir' argument: downloaded files are
        stored in this directory and reused when a
        download is done on the same day

2018-08-08  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (mvFrontier): the function
        gains a new argument 'rf', as in "risk-free
        rate". When specified, the frontier will be
        computed including a cash position.

2018-07-21  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Shiller): fix date coersion

2018-07-03  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): support dataset
        'ff3'

2018-06-27  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (mvPortfolio): add function

2018-06-23  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Suggests): remove 'snow', as
        requested by CRAN
        (Version): 1.4-3

        * inst/NMOFex/*: code examples have been
        removed (but remain available from
        http://enricoschumann.net)

2018-06-19  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Suggests): add 'readxl'

2018-06-12  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): new argument
        'na.rm'; support for "industry49" dataset,
        monthly and daily

2018-05-18  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.4-2
        (Suggests): add package 'snow', as requested by
        CRAN

2018-05-08  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.4-1
        (ByteCompile): remove explicit setting
        (Authors@R): add ORCID

2018-05-04  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (French): add function

2018-05-01  Enrico Schumann  <es@enricoschumann.net>

        * R/market_data.R (Shiller): add function

2018-04-24  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.4-0

2018-02-21  Enrico Schumann  <es@enricoschumann.net>

        * R/colSubset.R (colSubset): explicitly set
        LAPACK=FALSE (the default already); see
        https://stat.ethz.ch/pipermail/r-devel/2018-January/075398.html

2017-12-06  Enrico Schumann  <es@enricoschumann.net>

        * R/TAopt.R (TAopt): new option 'nI', for
        number of iterations. If specified, it will
        override 'nS'. The option makes it easier to
        switch between functions 'LSopt', 'TAopt' and
        'SAopt'.

        * R/SAopt.R (SAopt): new option nI

        * R/LSopt.R (LSopt): new option nI

2017-12-05  Enrico Schumann  <es@enricoschumann.net>

        * R/bonds.R (convexity): add function

2017-12-05  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.3-0

2017-10-27  Enrico Schumann  <es@enricoschumann.net>

        * vignettes/LSqueens.Rnw: add vignette

2017-10-19  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.2-2

        * R/*: remove unnecessary whitespace, remove
        commented code

        * man/*: update references

2017-10-10  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.2-1

        * R/portfolio.R (minvar): remove (harmless)
        warning when weight-limit vectors have
        length > 1

        * inst/unitTests/unitTests_portfolio.R
        (test.minvar): add tests

        * man/NMOF-package.Rd: add more links

        * man/pm.Rd: fix equation format

2017-09-12  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.2-0

        * R/bundFuture.R
        (bundFuture,bundFutureImpliedRate): add
        functions

2017-05-01  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.1-0

        * man/divRatio.Rd: document and export 'divRatio'

2017-04-23  Enrico Schumann  <es@enricoschumann.net>

        * R/divRatio.R: add function

2017-04-20  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.0-2
        (ByteCompile): set to no

        * R/pm.R (cm): with no data points below
        'threshold', a lower conditional moment is set
        to zero instead of NaN; with no data points
        above 'threshold', an upper conditional moment
        is set to zero (the function is not exported)

2017-04-05  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.0-1
        (ByteCompile): set to yes

        * R/pm.R (cm): fix computation of conditional
        moment (function is not exported)

2017-04-01  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 1.0-0

        * R/resampleC.R (resampleC): if only two series
        are passed, 'cormat' can be a single number (the
        correlation)

        * R/TAopt.R (TA.info): 'OF.sampling' is TRUE
        when the algorithm samples the objective
        function and FALSE during the actual
        optimisation

        * R/TAopt.R (TAopt): improved printed output
        when 'printDetail' and 'printBar' are both TRUE

2017-03-31  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minvar): allow Inf and -Inf as
        maximum/minimum weights

2017-03-21  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (mv_frontier,mvFrontier):
        rename 'mv_frontier' to 'mvFrontier'
        (mvFrontier): 'm' is now recycled if of length 1;
        add check whether 'quadprog' is available

2017-03-18  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (minvar): the result gains an
        attribute 'variance', which returns the
        portfolio variance

2017-03-15  Enrico Schumann  <es@enricoschumann.net>

        * R/LSopt.R (LSopt): add new option
        'OF.target', which lets the algorithm stop when
        a desired objective-function value is reached

        * NAMESPACE: import 'graphics::legend'

2017-03-10  Enrico Schumann  <es@enricoschumann.net>

        * R/SAopt.R: safeguard computation of initial
        temperature

2017-03-01  Enrico Schumann  <es@enricoschumann.net>

        * man/DEopt.Rd, GAopt.Rd, PSopt.Rd: fix
        documentation of 'xlist'

2017-02-15  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.99-0

        * NAMESPACE: export 'minvar'

        * R/portfolio.R (minvar): add check whether
        'quadprog' is available

        * man/minvar.Rd: add file

        * man/SAopt.Rd: update docs

2017-02-01  Enrico Schumann  <es@enricoschumann.net>

        * inst/unitTests/unitTestsSAopt.R (test.SAopt):
        add unit tests for 'SAopt'

2017-01-31  Enrico Schumann  <es@enricoschumann.net>

        * R/CPPIgap.R (CPPI): Add function and docs

        * R/SAopt.R (SAopt): add function
        (SA.info): add function
        (print.SAopt): add function, not exported
        (plot.SAopt): add function, not exported

2016-11-30  Enrico Schumann  <es@enricoschumann.net>

        * vignettes/repair.Rnw: set 'max.print' and
        'width' options

2016-11-25  Enrico Schumann  <es@enricoschumann.net>

        * R/restartOpt.R (restartOpt): do no longer use
        which.min, which silently drops NAs, to
        determine best solution

        * R/portfolio.R (erc): fixed -- 'wmin' and
        'wmax' were ignored
        (erc): 'wmin' and 'wmax' may now be vectors,
        specifying holding-size constraints for each
        asset

2016-10-19  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.40-0

        * R/xtContractValue.R (xtTickValue): add function

2016-09-30  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.39-0

        * R/xtContractValue.R (xtContractValue): add function

2016-09-03  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.38-0

        * man/TAopt.Rd, LSopt.Rd: update behaviour of
        'printDetail'

        * R/portfolio.R (minvar, mv_frontier): use `::`
        notation for 'solve.QP'

2016-09-02  Enrico Schumann  <es@enricoschumann.net>

        * R/LSopt: switch off printBar if
        'printDetail > 1'

2016-08-29  Enrico Schumann  <es@enricoschumann.net>

        * R/portfolio.R (erc): experimental -- add
        functions for computing ERC, min-variance
        portfolios [not exported]

2016-08-27  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-6

        * R/mc.R (gbb): fixed -- 'gbb' failed when only
        a single path was to be computed

        * inst/unitTests/unitTests_mc.R (test.gbm): add
        tests

2016-08-23  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-5

        * man/mc.Rd: add fanplot example

        * inst/CITATION: add NMOF manual

2016-07-12  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-4

        * R/DEopt.R (DEopt): fixed -- function now also
        works for univariate models; reported by
        Torsten von Bartenwerffer

2016-07-06  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-3

        * R/TAopt.R (TAopt): add new option
        'OF.target', which lets the algorithm stop when
        a desired objective-function value is reached

2016-06-08  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-2

        * R/TAopt.R (TA.info): add 'xbest' to the data
        that 'TA.info' provides

2016-05-24  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-1

        * R/testFun.R (tfEggholder): new test function

2016-04-12  Enrico Schumann  <es@enricoschumann.net>

        * README.org: add RSS feed; format improvements

        * vignettes/An_overview.Rnw: add link to RSS feed

        * inst/unitTests/runTests.R: fixed -- 'testFileRegexp'
        was wrong and so unit test were not run

2016-04-11  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.37-0

        * R/TAopt.R (print.TAopt): return 'invisible(x)'

        * R/TAopt.R (plot.TAopt): new argument 'plot.type';
        use 'do.call' for invoking plot

2016-04-07  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.36-5

        * R/repairMatrix.R (repairMatrix): new argument
        'eps', which specifies the replacement value for
        negative eigenvalues

2016-04-05  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Description): add ISBN

2016-03-02  Enrico Schumann  <es@enricoschumann.net>

        * NAMESPACE: import 'lines', 'grey' from package
        'grDevices'/'graphics'

2016-02-23  Enrico Schumann  <es@enricoschumann.net>

        * R/TAopt.R (TAopt): Experimental. An argument 'classify' can now
        be specified (passed through 'algo' settings). Default is FALSE;
        if TRUE, the result gets a class attribute 'TAopt'. Methods for
        'plot' and 'print' have been added.

2015-12-08  Enrico Schumann  <es@enricoschumann.net>

        * man/*: added \concept to several help files

2015-11-18  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.36-4

        * R/bracket.R (bracketing): the resulting matrix's columns are
        named 'lower' and 'upper'

        * inst/unitTests/unitTests2.R (test.bracketing): updated unit
        tests to include column names

2015-11-09  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.36-3

        * R/restartOpt.R (restartOpt): when 'cl' is specified and 'method'
        is identical to 'loop', the function will now issue a warning
        before changing method to 'snow'

        * R/DEopt.R (DEopt and other files): updated invocations of
        'makeInteger'

        * R/internals.R (makeInteger): use 'sQuote' to quote argument name

2015-10-16  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.36-2

        * NAMESPACE: explicitly import functions from all packages other
        than 'base': 'grDevices', 'graphics', 'stats', 'utils'

2015-07-22  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.36-1

        * R/TAopt.R (TAopt): more informative error message when objective
        function evaluates to NA during computation of thresholds

2015-06-23  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.36-0

        * NAMESPACE: export 'LS.info'

        * R/LSopt.R (LS.info): added function

        * man/LS.info.Rd: added file

2015-06-04  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.35-1

2015-06-03  Enrico Schumann  <es@enricoschumann.net>

        * man/callMerton.Rd: small correction in parameter description
        (suggested by Laurs Leth)

2015-05-12  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.35-0

        * R/pm.R (pm): new function 'pm' (partial moment)

2015-05-07  Enrico Schumann  <es@enricoschumann.net>

        * R/EuropeanCallBE.R (EuropeanCallBE): remove unnecessary final
        assignment

2015-05-05  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.34-2

        * R/DEopt.R (DEopt): fixed -- 'DEopt' did not properly handle
        'minmaxConstr', which could result in solutions that violated the
        box constraints. (Thanks to David Ashear for reporting.)

        * inst/unitTests/unitTestsDEopt.R: added test case for box
        constraints

2015-02-03  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.34-1

        * vignettes/: updated 'VignetteKeyword' as requested by the CRAN
        maintainers

2015-01-27  Enrico Schumann  <es@enricoschumann.net>

        * vignettes/.install_extras: added file (NMOF.bib now installed
        with vignettes)

2014-11-05  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Author): removed Author field (CRAN request)

2014-10-23  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.34-0

        * R/*: removed all 'require("parallel")' tests from 'GAopt',
        'bracketing', 'gridSearch' and 'restartOpt'

2014-09-09  Enrico Schumann  <es@enricoschumann.net>

        * man/NMOF-package.Rd: moved some examples out of 'dontrun'

2014-09-05  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Imports): added parallel (before in Suggests)

2014-08-22  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.33-0

        * man/NMOF-package.Rd: corrected regexp in examples

        * inst/CITATION: added address

        * vignettes/An_overview.Rnw: updated

2014-08-14  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.32-1

        * man/PSopt.Rd: small update (mention 'loopChangeV')

        * R/PSopt.R (PSopt): added tests that vectorised functions return
        objects of correct size

2014-05-01  Enrico Schumann  <es@enricoschumann.net>

        * R/integrate.R (xwGauss): use tolower before matching the method
        (xwGauss): removed line ends

2014-04-01  Enrico Schumann  <es@enricoschumann.net>

        * man/bonds.Rd: 'offset' can be a vector (that worked before as
        well, but is now documented)

2014-03-26  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.32-0

        * man/colSubset.Rd: escaped % in example

2014-03-24  Enrico Schumann  <es@enricoschumann.net>

        * vignettes/LSselect.Rnw: changed solution-representation from
        numeric to logical

2014-03-19  Enrico Schumann  <es@enricoschumann.net>

        * man/TA.info.Rd: added file

2014-03-18  Enrico Schumann  <es@enricoschumann.net>

        * NAMESPACE: added colSubset;
        added TA.info

2014-03-17  Enrico Schumann  <es@enricoschumann.net>

        * R/TAopt.R (TA.info()): added function

2014-02-25  Enrico Schumann  <es@enricoschumann.net>

        * man/colSubset.Rd: added file

        * R/colSubset.R (colSubset): added function

2014-02-21  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.31-2

        * vignettes/An_overview.Rnw: added links to mailing lists

        * man/optionData.Rd: removed call to 'data'

2014-01-06  Enrico Schumann  <es@enricoschumann.net>

        * R/randomp.R (random.p): 'sketch' of general function for
        creating random portfolios (not exported yet)

2013-12-31  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.31-1

        * vignettes/An_overview.Rnw: expanded overview vignette

2013-12-27  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.31-0

        * R/callMerton.R (callMerton): added implied vol computation

        * vignettes/an_overview.Rnw: added vignette

        * vignettes/LSselect.Rnw: updated (renamed variables)

2013-12-24  Enrico Schumann  <es@enricoschumann.net>

        * R/callMerton.R (callMerton): added function

2013-11-18  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.30-0

        * R/bonds.R (y2df): removed
        (duration): added function

2013-11-02  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.29-2

        * R/bonds.R (ytm): added argument 'offset'

2013-10-31  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.29-1

        * R/bonds.R (ytm): slightly faster

        * inst/unitTests/unitTestsBonds.R (test.ytm):
        added unit tests for 'ytm'

2013-10-13  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.29-0

        * R/drawdown.R: added drawdown

2013-09-27  Enrico Schumann  <es@enricoschumann.net>

        * man/NMOF-package.Rd: added (sub)sections

2013-09-04  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.28-2

        * vignettes/LSselect.Rnw: reduced number of restarts

        * vignettes/DEnss.Rnw: reduced number of restarts

        * vignettes/PSlms.Rnw: small adjustments (style)

        * R/options.R (vanillaOptionEuropean): removed old (commented)
        code; changed upper integration limits for method 'heston' to
        'Inf' (as in 'callCF')

2013-07-26  Enrico Schumann  <es@enricoschumann.net>

        * man/qTable.Rd: added hint to use 'cat' in vignettes

2013-07-22  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.28-1

        * R/callCF.R (callCF): changed upper integration limits to 'Inf'

        * R/callHestoncf.R (cfHeston): changed upper integration limits to
        'Inf'

        * inst/unitTests/unitTestscallCF.R (test.callCF): removed
        'vanillaOptionEuropean' definition

2013-06-10  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Suggests): removed snow

2013-06-06  Enrico Schumann  <es@enricoschumann.net>

        * R/internals.R (mcList): updated mcList -- added
        "mc.allow.recursive = TRUE" and changed "mc.cores" to
        getOption("cores", 2L)"

        * R/gridSearch.R (gridSearch): removed require("multicore")

        * R/GAopt.R (GAopt): removed require("multicore")

        * R/restartOpt.R: removed require("multicore")

        * R/bracket.R (bracketing): removed require("multicore")

        * R/mc.R (gbb): removed "mc" (for now) from exported functions

        * DESCRIPTION (Depends): (>= 2.14)

2013-06-04  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Suggests): removed 'multicore'

        * inst/unitTests/runTests.R: corrected paths

        * inst/NMOFex/README: added link to NMOF manual

2013-05-27  Enrico Schumann  <es@enricoschumann.net>

        * man/mc.R: added file

        * R/MC.R (gBrownianBridge): added implementation of geometric
        Brownian bridge

2013-05-23  Enrico Schumann  <es@enricoschumann.net>

        * R/MC.R (gBrownianMotion): added implementation of geometric
        Brownian motion

2013-05-05  Enrico Schumann  <es@enricoschumann.net>

        * .Rbuildignore: added file (mainly to exclude 'dev' directory)

2013-04-26  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.27-5

        * man/putCallParity.Rd: added examples

        * R/internals.R (due): added helper function 'due' (_d_ividends
        _u_ntil _e_xpiry)

        * inst/unitTests/unitTests1.R (test.vanillaOptionEuropean): added
        checks for dividends

2013-04-25  Enrico Schumann  <es@enricoschumann.net>

        * inst/doc/*.Rnw: increased number of runs ('nRuns') since
        vignettes are built offline

2013-04-24  Enrico Schumann  <es@enricoschumann.net>

        * man/bonds.Rd: added more examples

2013-04-22  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.27-4

        * R/options.R (vanillaOptionEuropean): fixed -- for BSM, a
        parameter 'vol' can be passed via '...' (which is ignored if v is
        specified)

        * R/bonds.R (vanillaBond): does not use 'y2df' any more

2013-02-06  Enrico Schumann  <es@enricoschumann.net>

        * R/repairMatrix.R (repairMatrix): added parameter eps

2013-01-05  Enrico Schumann  <es@enricoschumann.net>

        * inst/unitTests/unitTestsPCparity.R (test.putCallParity): added file

        * NAMESPACE: added 'putCallParity'

        * R/options.R (vanillaOptionEuropean): for BSM, a parameter 'vol'
        can be passed via '...' (which is translated into 'v' by squaring)

2013-01-04  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.27-3

        * inst/unitTests/unitTestsRestartOpt.R: added (taken from
        unitTests1.R)

        * inst/unitTests/unitTestsMA.R: added (taken from unitTests1.R)

        * R/callCF.R (callCF): removing useless comments and 'skeletons'
        for greek computation

2013-01-03  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.27-2

        * man/options.Rd: updated docs

        * man/bonds.Rd: fixed -- max number of iterations in 'ytm'
        is 1000

2013-01-02  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.27-1

        * R/bonds.R (ytm): uses numerically-evaluated derivative (not
        finite difference)

2012-12-27  Enrico Schumann  <es@enricoschumann.net>

        * man/bonds.Rd: added

        * NAMESPACE: added 'ytm' and 'vanillaBond'

2012-12-26  Enrico Schumann  <es@enricoschumann.net>

        * R/options.R (vanillaOptionEuropean): experimental -- new
        arguments 'model' (default is NULL) and '...'

        * R/options.R (vanillaOptionEuropean): small
        correction in check for 'q' and 'D'

2012-12-10  Enrico Schumann  <es@enricoschumann.net>

        * R/options.R (putCallParity): added function

        * R/MC.R (MCpricing): added several skeletons
        for functions (BrownianMotion, BrownianBridge, MCpricing)

        * R/bonds.R: added several functions for bond
        pricing: vanillaBond, y2df (yields to
        discountfactors) and ytm (yield-to-maturity)

2012-11-29  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Version): 0.27-0 (CRAN release candidate)

        * R/qTable.R: added arguments funs,
        tabular.format and skip. (To keep old
        behaviour, set skip to FALSE.)

2012-11-19  Enrico Schumann  <es@enricoschumann.net>

        * inst/unitTests/unitTestsPSopt.R (OF): several
        changes in unit tests

2012-10-26  Enrico Schumann  <es@enricoschumann.net>

        * inst/unitTests/unitTests1.R (test.vanillaOptionImpliedVol):
        added initial interval for American options

        * R/: in all option pricing functions, a returned value is now
        named 'value' (and not 'price' or 'callPrice' as before)

        * R/options.R (vanillaOptionE/A): cleaned up dividend checks

2012-09-20  Enrico Schumann  <es@enricoschumann.net>

        * man/options.Rd: updated docs

2012-09-17  Enrico Schumann  <es@enricoschumann.net>

        * R/options.R (vanillaOptionImpliedVolatility): added function

2012-09-03  Enrico Schumann  <es@enricoschumann.net>

        * man/options.Rd: added functions
        'vanillaOptionEuropean' and '-American'

2012-08-27  Enrico Schumann  <es@enricoschumann.net>

        * R/..opt.R: functions returns 'initial.state'
        (.Random.seed)

2012-08-17  Enrico Schumann  <es@enricoschumann.net>

        * man/NS.Rd: small correction in example

        * man/PSopt.Rd: small changes in example

2012-08-07  Enrico Schumann  <es@enricoschumann.net>

        * R/restartOpt.R (restartOpt): new argument
        'best.only'; if TRUE, only the best run will be
        reported. Default is FALSE:

2012-08-04  Enrico Schumann  <es@enricoschumann.net>

        * DESCRIPTION (Suggests): added package
        parallel

        * R/restartOpt.R: with method "multicore" the
        function first checks if package 'parallel' is
        available; if not, it looks for package
        multicore

2012-08-01  Enrico Schumann  <es@enricoschumann.net>

        * R/gridSearch.R (gridSearch): with method
        "multicore" the function first checks if
        package 'parallel' is available; if not, it
        looks for package multicore

        * R/bracket.R (bracketing): with method
        "multicore" the function first checks if
        package 'parallel' is available; if not, it
        looks for package multicore

2012-07-20  Enrico Schumann  <es@enricoschumann.net>

        * inst/doc/PSlms.Rnw: corrected comments

        * inst/unitTests/unitTestsDEopt.R (OF): addded unit tests for
        tests of vectorised evaluation of OF

2012-07-19  Enrico Schumann  <es@enricoschumann.net>

        * NEWS.Rd: removed

2012-07-18  Enrico Schumann  <es@enricoschumann.net>

        * R/DEopt.R: added tests that vectorised
        functions return objects of correct size

2012-06-19  Enrico Schumann  <enricoschumann@yahoo.de>

        * inst/doc: changed style in all vignettes

2012-06-16  Enrico Schumann  <enricoschumann@yahoo.de>

        * R/NS.R (NS, NSS): removed (useless)
        assignment of result

2012-06-05  Enrico Schumann  <enricoschumann@yahoo.de>

        * R/TAopt.R (TAopt, LSopt): if 'x0' is not a
        function, it is initialised with eval(x0);
        thus, it can be an expression

2012-05-22  Enrico Schumann  <enricoschumann@yahoo.de>

        * man/LSopt.Rd: fixed small typo in greedy
        neighbour definition; examples of LSopt
        reworked

2012-04-21  Enrico Schumann  <enricoschumann@yahoo.de>

        * R/internals.R (repair1c): added vector 'Chapters'

        * inst/unitTests/unitTests1.R: decreased num of restarts

        * inst/unitTests/unitTests5.R: renamed into '...callCF.R'

        * inst/unitTests/unitTests3.R: deleted. (TA applications moved to
        manual).

2012-04-18  Enrico Schumann  <enricoschumann@yahoo.de>

        * man/LSopt.Rd: corrected error in greedy search example

2012-04-17  Enrico Schumann  <enricoschumann@yahoo.de>

        * R/showExample.R (showExample): added (also .Rd file)

        * added /inst/book: all example files from book

2012-04-13  Enrico Schumann  <enricoschumann@yahoo.de>

        * inst/doc/: small changes in several vignettes

        * inst/unitTests/unitTestsLSopt.R: moved tests for
        'LSopt' from unitTests1.R to new file

        * inst/unitTests/unitTestsTAopt.R.T: moved tests for
        'TAopt' from unitTests1.R to new file

2012-04-10  Enrico Schumann  <enricoschumann@yahoo.de>

        * RELEASE (R-Forge) 0.24-0

        * man/LSopt.Rd, TAopt.Rd: updated documentation on 'TAopt' and
        'LSopt' (for 'algo$storeSolutions' and 'algo$storeF')

        * R/PSopt.R: added 'algo$minmaxConstr'. If TRUE, 'algo$min' and
        'algo$max' are considered constraints. Default is FALSE. (Like in
        'DEopt'.)

        * R/internals.R (repair1c): added function. Not exported.

        * inst/unitTests/unitTestsPSopt.R: moved tests for 'PSopt' from
        unitTests1.R to new file

        * R/DEopt.R: added 'algo$minmaxConstr'. If TRUE, 'algo$min' and
        'algo$max' are considered constraints. Default is FALSE.

        * R/resampleC.R (resampleC): added function 'resampleC' and
        documentation

2012-03-23  Enrico Schumann  <enricoschumann@yahoo.de>

        * RELEASE (R-Forge) 0.23-3

        * R/restartOpt.R: Fixed: 'fun' (to be passed to *apply) is now
        prepared initially as 'fun2(ignore)', not via a helper
        function. (Before, an argument 'X' could not be passed with '...'
        becaused it clashed with the 'X' argument in *apply functions.)

2012-03-19  Enrico Schumann  <enricoschumann@yahoo.de>

        * RELEASE (R-Forge) 0.23-2

        * inst/unitTests/unitTests1.R (test.LSopt/test.TAopt): added tests
        for 'xlist' for 'TAopt' and 'LSopt'

2012-03-18  Enrico Schumann  <enricoschumann@yahoo.de>

        * R/LSopt.R (N1): FIXED -- 'xlist' did not return 'new solution',
        only 'current solution'

        * R/TAopt.R (N1): FIXED -- 'xlist' did not return 'new solution',
        only 'current solution'

2012-03-16  Enrico Schumann  <enricoschumann@yahoo.de>

        * R/TAopt.R (TAopt): added 'flush.console' during computation of
        thresholds
