[R] Rmetrics 191.10057
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Sun Jul 4 16:54:52 CEST 2004
It is a pleasure for me to announce the new built for Rmetrics Version
191.0057. The source files and Windows binary packages can be downloaded
from www.rmetrics.org .
The new built has also been submitted to the CRAN server. Some new
functions
and example files have been added. Unfortunately the user guides and
reference
guides are not yet updated, they have still the status of Version 181.000xx.
Diethelm Wuertz
info at rmetrics.org
________________________________________________________________________________
2004-07-04
NEW BUILT RMETRICS VERSION 1091.10057
2004-07-04 Rmetrics
The new version is now proofed to be Debian license conform for all
its functions.
2004-07-04 FAQ
The FAQ file has been updated, now the FAQ's are providing more
information about Rmetrics.
2004-07-04 fbasics/R
In function .FirstLib we set a timezone if none found in
environment variables or options, as suggested by Dirk Eddelbuettel,
thanks Dirk.
2004-06-30 fExtremes/R
A new utility function named "gridVector" has been added which
creates all grid points from two vectors which span a rectangular
grid.
2004-06-29 fOptions/demo
A new example file named "funDensitiesEBM.R" has been added
which adds some distributions and related functions which are
useful in the theory of exponential Brownian Motion.
The functions compute densities and probabilities for the
log-Normal distribution, the Gamma distribution, the
Reciprocal-Gamma distribution, and the Johnson Type-I
distribution. Functions are made available for the compution
of moments including the Normal, the log-Normal, the
Reciprocal-Gamma, and the Asian-Option Density. In addition
a function is given to compute numerically first and second
derivatives of a given function.
2004-06-29 fOptions/demo
A new example file named "funSpecFunsEBM.R" has been added
with special mathematical functions which are used in the
theory of exponential Brownian Motion. The functions included
are: In Part I, the Error Function "erf", the Psi or Digamma
Function "Psi", the Incomplete Gamma Function "igamma", the
Gamma Function fpr complex arguments, and the Pochhammer Symbol
"Pochhammer". In Part II, the Confluent Hypergeometric Functions
of the 1st Kind and 2nd Kind "kummerM" and "kummerU", the
Whittaker Functions "whittakerM" and "whittakerW" and the
Hermite Polynomials "hermiteH"
2004-06-29 fOptions/demo
A new example file named "xmpSpecFunsEBM.R" has been added
which shows how to use Gamma Functions, Confluent Hypergeometric
and related functions under R.
2004-06-29 fSeries/R
New functions to fit the parameters by the maximum log-likelihood
method for the symmetric and skew Normal, Student-t with unit
variance, and generalized error distribution have been added.
2004-06-28 fBasics/demo
A new example file "xmpImportForecasts.R" has been added including
a function named "forecastsImport" to download monthly financial
market data from the "www.forecasts.org" web site.
2004-06-28 fBasics/R
A new function named "keystatsImport" has been added which
downloads key statistic and fundamental data for equities from
Yahoo's web site.
2004-06-25 fBasics/R
The function "as.timeSeries" got two additional arguments which
allow to pass dimension names and the timeDate format in POSIX
notation to the returned "timeSeries" object.
2004-06-25 fSeries/R
New functions "[dpqr]ged" and "[dpqr]sged" have been added which
compute density, distribution function, quantile function and
generate random variates for the symmetric and skew generalized
error distribution.
2004-06-25 fSeries/R
New functions "[dpqr]std" and "[dpqr]sstd" have been added which
compute density, distribution function, quantile function and
generate random variates for the symmetric and skew Student-t
distribution with unit variance.
2004-06-25 fSeries/R
New functions "[dpqr]snorm" have been added which compute density,
distribution function, quantile function and generate random
variates for the skew normal distribution.
2004-06-25 fSeries/demo
A new example file "xmpDistTESTskew.R" has been added with
integration tests for the skew normal, for the skew Student-t
with unit variance, and for the skew GED distribution.
2004-06-25 fSeries/R
New functions have been added which compute the Haeviside "H" and
related functions; just another sign function "Sign", the delta
function "delta", the boxcar function "boxcar" and the ramp
function "ramp".
2004-06-24 fOptions/demo
The 3D Plot functions for the generalized Black-Scholes option
prices and the sensitivities have been moved to the examples
located in the demo directory.
2004-06-14 fSeries/data
The data sets from the book "The Econometric Modelling of
Financial Time Series" (2nd Edition) written by Terence C.
Mills have been added to the data directory.
+ many other smaller improvements and fixings ...
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