Forum: NMOF 0.26-0 available
Posted by: Enrico Schumann
Content: v0.26-0 (2012-09-19)o Vignettes (except for one) are now built offline to reduce build/check time for R-Forge/CRAN. (As suggested by Kasper Daniel Hansen in this post: https://stat.ethz.ch/pipermail/r-devel/2012-September/064810.html ) o Small changes in documentation. v0.25-9 (2012-09-19) o Added functions 'vanillaOptionEuropean', 'VanillaOptionAmerican' and 'vanillaOptionImpliedVol'. o Test files have been reorganised (there are now about 700 unit tests; they all can be run from /unitTests/runTests.R). o New maintainer e-mail address. v0.25-8 (2012-08-28) o all opt-functions now return 'initial.state' (which is the value of '.Random.seed' when the function is called). All the warnings of '?Random' apply (in particular, see section 'Note'); the preferred way is still to set a seed explicitly with 'set.seed'. v0.25-7 (2012-08-17) o minor internal changes (the only visible update are small changes in some of the examples) v0.25-6 (2012-08-07) o Package 'parallel' is now suggested. In functions gridSearch, restartOpt, bracket: with method "multicore" the functions first check if package 'parallel' is available; if not, they look for package 'multicore' o 'restartOpt' has a new argument 'best.only': if TRUE, only the best run is reported. Default is FALSE. v0.25-5 (2012-07-20) o Added checks in DEopt that vectorised functions return objects of correct size (will be added to PSopt and GAopt as well). o Removed NEWS.Rd (NEWS now back to plain text). v0.25-4 (2012-07-03) o Added checks on the parameters for 'callCF'; added new arguments 'uniroot.control', which allows to pass the settings for 'uniroot' (to compute implied vol), and 'uniroot.info'. (Computation of implied vol would fail when spot equalled strike and r equalled q; thanks to Douglas McLean for reporting this case.) v0.25-3 (2012-06-22) o Small changes in the vignettes (mostly layout). o Code examples in subdirectory 'NMOFex' updated. v0.25-2 (2012-06-17) o Small changes in the vignettes (mostly layout). o In 'TAopt', 'LSopt': if 'x0' is not a function, it is initialised with 'eval(x0)'; thus, it can be an expression. o Several minor internal changes. v0.25-1 (2012-05-22) o Edited some of the examples in the documentation; minor modifications in docs. o Code examples in subdirectory 'NMOFex' updated. |
Latest NewsLatest NMOF releasesEnrico Schumann - 2014-01-06 14:51 -
NMOF 0.27-0 released (CRAN and R-Forge)Enrico Schumann - 2012-11-29 21:18 -
NMOF 0.26-0 availableEnrico Schumann - 2012-09-21 05:36 -
NMOF 0.25-0 on R-ForgeEnrico Schumann - 2012-04-22 16:50 -
NMOF 0.24-0 on R-ForgeEnrico Schumann - 2012-04-13 06:44 -
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