[NMOF-news] NMOF 2.3-1 on CRAN

Enrico Schumann es at enricoschumann.net
Mon Jan 25 13:31:24 CET 2021


Version 2.3-1 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 'minCVaR' gains an argument 'min.return' for
    specifying a minimum required return (and another
    argument 'm' for specifying expected returns)

  o 'Shiller' includes additional columns, such as
    bond returns


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

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


More information about the NMOF-news mailing list