2024-09-23 Kurt Hornik * DESCRIPTION: New version is 0.10-58. * src/dsumsl.f: * src/garch.c: Silence compilation warnings. By Brian Ripley. 2024-08-13 Kurt Hornik * DESCRIPTION: New version is 0.10-57. * src/bdstest.c: * src/garch.c: Use R_Calloc/R_Free instead of the long deprecated Calloc/Free. 2024-05-14 Kurt Hornik * DESCRIPTION: New version is 0.10-56. * src/dsumsl.f: Stop using Fortran 2018 deleted features. 2023-12-16 Kurt Hornik * DESCRIPTION (License): Change to GPL-2 or GPL-3. Suggestion by Arne Babenhauserheide. 2023-12-06 Kurt Hornik * DESCRIPTION: New version is 0.10-55. * R/test.R (kpss.test): Warn for essentially perfect linear fit. 2023-05-02 Kurt Hornik * DESCRIPTION: New version is 0.10-54. 2023-04-05 Kurt Hornik * R/arma.R: * R/test.R: Avoid partial argument matches. 2023-01-31 Kurt Hornik * DESCRIPTION: New version is 0.10-53. * inst/CITATION: Drop. 2022-10-07 Kurt Hornik * DESCRIPTION: New version is 0.10-52. * src/bdstest.c: * src/garch.c: Add missing prototypes. 2022-05-01 Kurt Hornik * 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 * DESCRIPTION: New version is 0.10-50. * R/finance.R (get.hist.quote): Safeguard against non-unique index entries. 2021-11-16 Kurt Hornik * DESCRIPTION: New version is 0.10-49. 2021-11-15 Kurt Hornik * R/garch.R: Tweaks. 2021-03-08 Kurt Hornik * R/finance.R: * R/test.R: * man/bds.test.Rd: * man/irts-functions.Rd: Avoid partial matching. 2020-12-04 Kurt Hornik * DESCRIPTION: New version is 0.10-48. * man/NelPlo.Rd: Update source info. 2020-03-09 Kurt Hornik * src/cfuncs.f90: Renamed from cfuncs.f95. 2019-06-05 Kurt Hornik * 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 * 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 * DESCRIPTION: Improve Imports for cran2deb (spotted by DE). New version is 0.10-45. 2017-02-20 Kurt Hornik * DESCRIPTION: New version is 0.10-38. * R/*.R: * src/*c: Improve registration of native routines. 2017-01-17 Kurt Hornik * DESCRIPTION: New version is 0.10-37. * R/*.R: * src/*c: Register native routines. 2016-12-15 Kurt Hornik * 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 * inst/CITATION: Canonicalize CRAN URLs. 2016-05-02 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-35. * R/test.R: Data frames are not univariate time series. Spotted by szolaryb . 2016-04-28 Kurt Hornik * R/finance.R (get.hist.quote): * man/get.hist.quote.Rd: OANDA now needs https at least for URL connections. Spotted by Paul Gilbert . 2016-01-06 Kurt Hornik * inst/CITATION: Avoid personList(). 2015-02-20 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-34. * R/finance.R (get.hist.quote): Fix problems with new oanda format reported by Bert Tijhuis . 2015-02-10 Kurt Hornik * 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 * 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 * DESCRIPTION (Version): New version is 0.10-31. * src/dsumsl.f: Fix array bounds declarations. 2012-11-13 Kurt Hornik * 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 * 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 * 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 * man/get.hist.quote.Rd: Make example more robust re availability of web services. 2011-10-23 Kurt Hornik * 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 * 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 . 2011-02-07 Kurt Hornik * 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 * DESCRIPTION (Version): New version is 0.10-24. * R/finance.R (plotOHLC): Cosmetics. 2010-11-14 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-23. * R/tsutils.R (quadmap): Fix typo spotted by Breno Neri . 2009-11-22 Kurt Hornik * 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 * DESCRIPTION (Version): New version is 0.10-21. * man/portfolio.optim.Rd: Enhance example (suggestion by Dirk Eddelbuettel ). 2009-09-10 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-20. * inst/CITATION: Improve. 2009-08-31 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-19. * man/get.hist.quote.Rd: Rd fixes. 2009-02-05 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-18. * inst/CITATION: Improve. 2009-01-11 Kurt Hornik * 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 * 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 * 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 ). 2008-02-26 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-14. 2008-02-09 Achim Zeileis * 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 * 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 * DESCRIPTION (Version): New version is 0.10-12. * R/finance.R (get.hist.quote): OANDA enhancements. 2007-02-20 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-11. * data/ice.river.R: Update by kindly provided by Rob Hyndman . 2007-02-11 Kurt Hornik * 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 * DESCRIPTION (Version): New version is 0.10-8. * inst/CITATION: Get date/year and version from the package metadata. 2006-10-04 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-7. (License): Standardize. * COPYING: Removed. 2006-09-10 Kurt Hornik * DESCRIPTION (Version): New version is 0.10-6. (Imports): Add graphics and utils. 2006-09-09 Kurt Hornik * NAMESPACE: Import graphics and utils. 2006-09-07 Kurt Hornik * 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 * DESCRIPTION: added "stats" dependency, new version is 0.10-4. * NAMESPACE: added import("stats") 2006-06-27 G. Grothendieck * 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 * DESCRIPTION (Version): New version is 0.10-2. * inst/CITATION: New file. 2006-05-10 Achim Zeileis * DESCRIPTION (Version): New version is 0.10-1. 2006-05-09 Achim Zeileis * 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 * 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 * 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 * 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 * README: Update contributers. * R/finance.R (get.hist.quote): * man/get.hist.quote.Rd: Improved error messages and documentation. 2005-09-03 Kurt Hornik * 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 * DESCRIPTION (Version): New version is 0.9-28. 2005-08-28 Kurt Hornik * man/irts-methods.Rd: Link to plot.ts rather than the defunct plot.mts (spotted by BDR). 2005-04-20 Kurt Hornik * 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 * DESCRIPTION (Version): New version is 0.9-25. * R/finance.R (get.hist.quote): Use Date rather than POSIXct, suggested by Gabor Grothendieck . 2004-11-12 Kurt Hornik * 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 * 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 * 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 * 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 * DESCRIPTION (Version): New version is 0.9-19. * INDEX: Removed. 2003-12-15 Dirk Eddelbuettel * DESCRIPTION (Version): New version is 0.9-18. * R/finance.R (plotOHLC): Use segments() with vector arguments. 2003-11-06 Kurt Hornik * 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 * 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 * 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 * 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 * 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 * 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 * 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 ). 2003-03-04 Adrian Trapletti * 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 * 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 ). 2003-02-05 Adrian Trapletti * 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 * 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 * 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 * 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 and Duncan Murdoch ). 2002-09-09 Adrian Trapletti * 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 * 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 * 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 * 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 * DESCRIPTION (Version): New version is 0.8-4. * man/plotOHLC.Rd: Improve documentation. * R/zzz.R: Cosmetic change. 2001-11-08 Adrian Trapletti * 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 * 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 * DESCRIPTION: Cleanup. New version is 0.8-1. * README: Cleanup. 2001-10-12 Adrian Trapletti * 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 * 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 * 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 * man/tseries.internal.Rd: Change keyword 'misc' to 'internal'. * R/tsutils.R: TnF fix. 2001-07-15 Kurt Hornik * 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 * 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 * 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.