Dear all,
version 1.2-2 of package NMOF is on CRAN now.
NMOF stands for 'Numerical Methods and Optimization
in Finance'. The package provides R code and datasets
for the book with the same name, written by Manfred
Gilli, Dietmar Maringer and Enrico Schumann, published
by Elsevier/Academic Press in 2011.
The package has finally crossed the 1.0 line: It is
10 years since the development of NMOF began, and many
of the functions -- notably those for optimization --
have been in continuous use since then. That implies
a certain maturity, and so it was time to upgrade
the version to 1.0 (and beyond already).
Since my last announcement on this list [1], a number
of functions have been added to the package:
'SAopt' (Simulated Annealing), 'CPPIgap' (portfolio
insurance), 'minvar' (computation of minimum-variance
portfolios), and more. See the NEWS file [2] and the
ChangeLog [3] for all details.
Many of the new functions are described, with
examples, in the Manual [4].
Kind regards
Enrico
[1] https://stat.ethz.ch/pipermail/r-packages/2016/001510.html
[2] https://github.com/enricoschumann/NMOF/blob/master/NEWS
[3] https://github.com/enricoschumann/NMOF/blob/master/ChangeLog
[4] http://enricoschumann.net/NMOF.htm#NMOFmanual
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
_______________________________________________
R-packages mailing list
r-packa...@r-project.org
https://stat.ethz.ch/mailman/listinfo/r-packages
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
