[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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