[NMOF-news] NMOF 1.5-0 released
Enrico Schumann
es at enricoschumann.net
Mon Dec 31 23:38:57 CET 2018
Version 1.5-0 of the NMOF package is available from
http://enricoschumann.net/R/packages/NMOF
If you use GitHub, you can get the source also from
https://github.com/enricoschumann/NMOF
NEWS entry:
v1.5-0 (2018-12-31)
o new function 'mvPortfolio', for computing efficient
frontiers, with or without cash
o new function 'mvFrontier', for computing
mean--variance efficient portfolios
o new functions 'French' and 'Shiller', for
downloading research datasets
o 'TAopt' gains an option 'thresholds.only': if TRUE,
'TAopt' only computes the threshold sequence and
then exits
o optimisation functions 'LSopt', 'SAopt' and 'TAopt'
gain an option 'nI' (total number of iterations)
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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