NEWS
BLCOP 3.3
- Rework broken LaTeX vignettes into RMarkdown, removing LaTeX dependency.
- Add R CMD check to GitHub actions
BLCOP 3.2
- Fixed CRAN check error about checking class of an object.
- Improved documentation.
BLCOP 3.1
- No new functionality was added. Vignette document updated.
BLCOP 3.0
- No new functionality was added. The code of optimalPortfolios.fPort is updated according to the
latest fPortfolio package. All failing unittests are fixed.
BLCOP 2.9
- No new functionality was added. Documentation updated to account for changes to the package sn.
BLCOP 2.8
- No new functionality was added. RUnit tests updated to correctly pass sn distribution parameters.
BLCOP 2.7
- No new functionality was added. A vignettes directory was created to comply with build process
under R 3.1.0 and above.
- Several non functional changes were made to remove warnings from build process. These were mainly
documentation related.
BLCOP 2.6
- No new functionality was added. The package has simply been updated to build correctly under R 2.13.0.
BLCOP 2.4
- Made corrections to the vignette, added examples using the new optimalPortfolios.fPort functionality
- Added several extractor functions, including posteriorMeanCov, posteriorSimulations, numSimulations,
and priorViews
- Added optimalPortfolios.fPort generic function. This function wraps fPortfolio functionality to allow
one to see the impact of view blending on optimal portfolios, and is meant to replace the old "toy"
optimizer.
- The BLPosterior function now allows one to choose which function is used for covariance estimation
- The "alphas" parameter for BLPosterior was renamed to "mu" for consistency with other Rmetrics naming
conventions
- densityPlots function generates an error when called on a class for which no method exists
- densityPlots COPResults method allows one to select assets by name, not just numeric index
- Modified the "show" method for objects of class BLViews, added a simple "show" method for COPResults
class objects
- Renamed "runBLCOPTestSuite" to "runBLCOPTests", added several enhancements including the ability
to generate an RUnit HTML report