[NMOF-news] NMOF 1.0 released

[Enrico Schumann]

Version 1.0-0 of the NMOF package has been released;
it is available from
http://enricoschumann.net/R/packages/NMOF/index.htm and
from the GitHub repository.

The NEWS file entry:

  o 'LSopt' gains an option 'OF.target', which lets the
    algorithm stop when a desired objective-function
    value is reached

  o 'minvar' allows Inf and -Inf as maximum/minimum
    weights; the function now also returns the
    portfolio's variance

  o 'resampleC': if only two series are passed,
    'cormat' can be a single number (the correlation)

  o various small updates in documentation

As I wrote in the previous version's announcement
(slightly edited):

   "It is 10 years since the development of NMOF began,
    and many of the functions (notably those for
    optimisation) have been in continuous use ever
    since. That implies a certain maturity, and so it
    is time to upgrade the version to 1.0."

Comments/corrections/remarks/suggestions are -- as
always -- very welcome; please send them to the
maintainer (me) directly.



-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net