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ChangeLog
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2024-05-14 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-56.
* src/dsumsl.f: Stop using Fortran 2018 deleted features.
2023-12-16 Kurt Hornik <[email protected]>
* DESCRIPTION (License): Change to GPL-2 or GPL-3.
Suggestion by Arne Babenhauserheide.
2023-12-06 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-55.
* R/test.R (kpss.test): Warn for essentially perfect linear fit.
2023-05-02 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-54.
2023-04-05 Kurt Hornik <[email protected]>
* R/arma.R:
* R/test.R:
Avoid partial argument matches.
2023-01-31 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-53.
* inst/CITATION: Drop.
2022-10-07 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-52.
* src/bdstest.c:
* src/garch.c:
Add missing prototypes.
2022-05-01 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-51.
* man/get.hist.quote.Rd: Safeguard against problems accessing the
Yahoo Finance web service.
2022-03-28 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-50.
* R/finance.R (get.hist.quote): Safeguard against non-unique index
entries.
2021-11-16 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-49.
2021-11-15 Kurt Hornik <[email protected]>
* R/garch.R:
Tweaks.
2021-03-08 Kurt Hornik <[email protected]>
* R/finance.R:
* R/test.R:
* man/bds.test.Rd:
* man/irts-functions.Rd:
Avoid partial matching.
2020-12-04 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-48.
* man/NelPlo.Rd: Update source info.
2020-03-09 Kurt Hornik <[email protected]>
* src/cfuncs.f90: Renamed from cfuncs.f95.
2019-06-05 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-47.
* src/formats.c:
* src/dsumsl.f:
Use bind(C) for correctly passing character strings from Fortran
to C.
* src/cfuncs.f95: Added.
2018-11-18 Adrian Trapletti <[email protected]>
* DESCRIPTION (Version): New version is 0.10-46.
* README: Update contributers.
* R/test.R (kpss.test):
* man/kpss.test.Rd:
Change the truncation lag parameter formulas to the original formulas
of KPSS. Spotted by M. Bruns and K. Nieradko.
2018-06-04 Kurt Hornik <[email protected]>
* DESCRIPTION: Improve Imports for cran2deb (spotted by DE).
New version is 0.10-45.
2017-02-20 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-38.
* R/*.R:
* src/*c:
Improve registration of native routines.
2017-01-17 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-37.
* R/*.R:
* src/*c:
Register native routines.
2016-12-15 Kurt Hornik <[email protected]>
* DESCRIPTION: New version is 0.10-36.
* R/finance.R (get.hist.quote):
* man/get.hist.quote.Rd:
Drop support for archived 'its' package.
2016-12-08 Kurt Hornik <[email protected]>
* inst/CITATION: Canonicalize CRAN URLs.
2016-05-02 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-35.
* R/test.R: Data frames are not univariate time series.
Spotted by szolaryb <[email protected]>.
2016-04-28 Kurt Hornik <[email protected]>
* R/finance.R (get.hist.quote):
* man/get.hist.quote.Rd:
OANDA now needs https at least for URL connections.
Spotted by Paul Gilbert <[email protected]>.
2016-01-06 Kurt Hornik <[email protected]>
* inst/CITATION: Avoid personList().
2015-02-20 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-34.
* R/finance.R (get.hist.quote): Fix problems with new oanda format
reported by Bert Tijhuis <[email protected]>.
2015-02-10 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-33.
* R/finance.R: Change get.hist.quote() to use new oanda URL and
file format.
2013-05-07 Adrian Trapletti <[email protected]>
* DESCRIPTION (Version): New version is 0.10-32.
* README: Update contributers.
* R/test.R (adf.test, pp.test, kpss.test):
Convert time series argument in order to correctly handle xts
inputs as pointed out by Matthieu Stigler.
2013-04-16 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-31.
* src/dsumsl.f: Fix array bounds declarations.
2012-11-13 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-30.
* DESCRIPTION (Depends, Imports):
* NAMESPACE:
* man/get.hist.quote.Rd:
* man/portfolio.optim.Rd:
Improve imports, and remove package depends.
2012-07-07 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-29.
* R/finance.R (get.hist.quote): Protect against duplicated entries
as suggested by AZ.
2012-02-21 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-28.
* R/finance.R (get.hist.quote): Try yahoo 5 times before giving up.
2012-02-20 Kurt Hornik <[email protected]>
* man/get.hist.quote.Rd: Make example more robust re availability
of web services.
2011-10-23 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-27.
* R/finance.R (portfolio.optim.default):
Portfolio returns should be a vector (not a matrix).
2011-08-09 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-26.
* R/zzz.R (.onAttach): Improvements.
* R/arma.R (arma.init):
* R/finance.R (portfolio.optim.default:
* R/irts.R (irts, read.irts, plot.irts):
* R/tsutils.R (quadmap):
Use '&&' and '||' in if() conditions.
Suggested by Tim Hesterberg <[email protected]>.
2011-02-07 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-25.
(Depends): Require R >= 2.10.0.
* data: Replace *.R files by *.rda files.
2010-12-07 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-24.
* R/finance.R (plotOHLC): Cosmetics.
2010-11-14 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-23.
* R/tsutils.R (quadmap): Fix typo spotted by Breno Neri
2009-11-22 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-22.
* R/finance.R (portfolio.optim.default, get.hist.quote):
Simplify/improve run-time depends.
2009-10-04 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-21.
* man/portfolio.optim.Rd: Enhance example (suggestion by Dirk
Eddelbuettel <[email protected]>).
2009-09-10 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-20.
* inst/CITATION: Improve.
2009-08-31 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-19.
* man/get.hist.quote.Rd: Rd fixes.
2009-02-05 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-18.
* inst/CITATION: Improve.
2009-01-11 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-17.
* man/get.hist.quote.Rd: OANDA now allows for time periods of at
most 500 days.
2008-07-18 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-16.
* R/finance.R (get.hist.quote): Apparently OANDA has switched to
using years without centuries (spotted by Martin Becker
2008-05-08 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-15.
* R/finance.R (get.hist.quote): Improve determining when OANDA
provides no data (spotted by Ajay Shah <[email protected]>).
2008-02-26 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-14.
2008-02-09 Achim Zeileis <[email protected]>
* R/garch.R: changed handling of control arguments for
garch(), new garch.control() function,
added new vcov() method.
* src/garch.c: de-coupled single eps tolerance into
four different tolerance parameters.
* man/garch.Rd: all control arguments now collected in
garch.control(), re-named (similar to optim arguments),
de-coupled tolerance parameters, return value has
vcov instead of asy.se.coef.
* man/garch-methods.Rd: new vcov method.
* R/arma.R: new vcov() method
* man/arma.Rd: return value has vcov instead of asy.se.coef.
* man/arma-methods.Rd: new vcov method.
* NAMESPACE: new vcov() methods
2007-12-13 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-13.
* src/dsumsl.f:
* src/formats.c:
Fixes for FORTRAN I/O problems, contributed by Brian Ripley.
* data/00Index:
* man/tseries-internal.Rd:
Removed.
2007-11-04 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-12.
* R/finance.R (get.hist.quote): OANDA enhancements.
2007-02-20 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-11.
* data/ice.river.R: Update by kindly provided by Rob Hyndman
2007-02-11 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-10.
* R/finance.R (get.hist.quote): Adjust for Yahoo's change its CSV
files to use standard %Y-%m-%d dates.
2007-02-01 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-8.
* inst/CITATION: Get date/year and version from the package
metadata.
2006-10-04 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-7.
(License): Standardize.
* COPYING: Removed.
2006-09-10 Kurt Hornik <[email protected]>
* DESCRIPTION (Version): New version is 0.10-6.
(Imports): Add graphics and utils.
2006-09-09 Kurt Hornik <[email protected]>
* NAMESPACE: Import graphics and utils.
2006-09-07 Kurt Hornik <[email protected]>
* 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 <[email protected]>
* DESCRIPTION: added "stats" dependency, new version
is 0.10-4.
* NAMESPACE: added import("stats")
2006-06-27 G. Grothendieck <[email protected]>
* 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 <[email protected]>
* DESCRIPTION (Version): New version is 0.10-2.
* inst/CITATION: New file.
2006-05-10 Achim Zeileis <[email protected]>
* DESCRIPTION (Version): New version is 0.10-1.
2006-05-09 Achim Zeileis <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* README: Update contributers.
* R/finance.R (get.hist.quote):
* man/get.hist.quote.Rd:
Improved error messages and documentation.
2005-09-03 Kurt Hornik <[email protected]>
* 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 <[email protected]>
* DESCRIPTION (Version): New version is 0.9-28.
2005-08-28 Kurt Hornik <[email protected]>
* man/irts-methods.Rd: Link to plot.ts rather than the defunct
plot.mts (spotted by BDR).
2005-04-20 Kurt Hornik <[email protected]>
* 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 <[email protected]>
* DESCRIPTION (Version): New version is 0.9-25.
* R/finance.R (get.hist.quote): Use Date rather than POSIXct,
suggested by Gabor Grothendieck <[email protected]>.
2004-11-12 Kurt Hornik <[email protected]>
* 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
2004-08-05 Kurt Hornik <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* DESCRIPTION (Version): New version is 0.9-19.
* INDEX: Removed.
2003-12-15 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): New version is 0.9-18.
* R/finance.R (plotOHLC): Use segments() with vector arguments.
2003-11-06 Kurt Hornik <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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
2003-07-09 Adrian Trapletti <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>).
2003-03-04 Adrian Trapletti <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>).
2003-02-05 Adrian Trapletti <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
and Duncan Murdoch <[email protected]>).
2002-09-09 Adrian Trapletti <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* DESCRIPTION (Version): New version is 0.8-4.
* man/plotOHLC.Rd: Improve documentation.
* R/zzz.R: Cosmetic change.
2001-11-08 Adrian Trapletti <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* DESCRIPTION: Cleanup. New version is 0.8-1.
* README: Cleanup.
2001-10-12 Adrian Trapletti <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* man/tseries.internal.Rd: Change keyword 'misc' to 'internal'.
* R/tsutils.R: TnF fix.
2001-07-15 Kurt Hornik <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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.