[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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