[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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