[NMOF-news] NMOF 2.1-0 on CRAN
Enrico Schumann
es at enricoschumann.net
Fri Apr 10 23:18:23 CEST 2020
Version 2.1-0 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 'Shiller': adapt function to new file format
o 'French'/'Shiller': if download fails, the
functions now return NULL (invisibly). Also,
'French' supports additional datasets.
o 'minvar', 'mvFrontier', 'mvPortfolio': the
functions gain arguments 'groups', 'groups.wmin'
and 'groups.wmax', which allow to specify group
constraints
o 'mvPortfolio': new argument 'lambda' for specifying
a risk--reward trade-off
Comments/corrections/remarks/suggestions are -- as
always -- very welcome; please send them to the
maintainer (me) directly.
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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