[R] [R-pkgs] NMOF 1.2-2 (Numerical Methods and Optimization in Finance)
es at enricoschumann.net
Fri Oct 20 14:38:50 CEST 2017
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 , 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  and the
ChangeLog  for all details.
Many of the new functions are described, with
examples, in the Manual .
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