[NMOF-news] NMOF 2.4-1 on CRAN

Enrico Schumann es at enricoschumann.net
Tue Sep 28 10:05:00 CEST 2021


(Sorry for the late announcement.)

Version 2.4-1 of the NMOF package has been released
and is available from
   https://cran.r-project.org/package=NMOF
and from the Git repository at
   https://github.com/enricoschumann/NMOF

Packages 2.4-0 and 2.4-1 have mostly been maintenance
releases.

The NEWS file entries:

  o the default value for option 'printBar' in all
    optimisation routines is now 'interactive()', so
    progress bars remain shown in interactive sessions,
    but are suppressed otherwise. (For the old
    behaviour, set 'printBar' to TRUE.)

  o fixed: 'minCVaR' no longer ignores minimum and
    maximum holding constraints; thanks to Peter Garnry
    for reporting on GitHub. Group constraints are
    supported, too. See
    https://github.com/enricoschumann/NMOF/issues/3 .

  o 'randomReturns': argument 'rho' may now be a
    correlation matrix

  o 'callHestoncf' gains a '...' argument, for passing
    settings to integrate

  o 'French' supports more datasets


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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