[NMOF-news] NMOF 2.0-1 on CRAN

[Enrico Schumann]

Version 2.0-1 of the NMOF package has been released.
It is available from
   https://cran.r-project.org/package=NMOF
and from the Git repository at
   https://github.com/enricoschumann/NMOF

The NEWS file entry:

   o The package now includes the code examples from the
     second edition of 'Numerical Methods and Optimization
     in Finance". 'showExample' has been updated as well:
     it gains an argument 'edition', which defaults to 2.
     Also, the default for 'ignore.case' was changed
     to TRUE.  (To get back the old behaviour of the
     function, set 'edition' to 1 and 'ignore.case' to
     FALSE.)

   o 'French' supports more datasets, e.g. for
     momentum. Invoking 'French()' lists the supported
     files. Also supported are datasets "market" and
     "rf", which provide the market return and the
     (so-called) risk-free rate.

   o 'resampleC': 'cormat' can be a single number (the
     correlation), which is then expanded into a
     correlation matrix (this has worked before, but only
     for the case of two series)

   o new functions 'greedySearch' and 'randomReturns'

   o 'DEopt' and 'PSopt' gain a 'drop' option. If FALSE,
     the dimension attribute of a solution is kept when
     the population is evaluated via a loop,
     i.e. functions receive a one-column matrix. Note
     that the defaults differ for both functions, so as
     to keep both functions' behaviour unchanged.

   o a tutorial on optimisation heuristics is
     available at https://ssrn.com/abstract=3391756

   o a tutorial on backtesting, which makes
     much use of the NMOF package, is available
     at https://ssrn.com/abstract=3374195

   o various documentation updates; new features are
     now described at
       http://enricoschumann.net/notes/NMOF/

   o manual has been updated:
     http://enricoschumann.net/NMOF.htm#NMOFmanual


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




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