[NMOF-news] NMOF 2.6-0 released
Enrico Schumann
es at enricoschumann.net
Wed Jan 26 14:36:37 CET 2022
Version 2.6-0 of the NMOF package is available from
http://enricoschumann.net/R/packages/NMOF
If you use Git, you can get the source also from
https://gitlab.com/NMOF/NMOF
https://github.com/enricoschumann/NMOF
>From the NEWS file:
v2.6-0 (2022-01-26)
o function 'randomReturns' gains an argument "exact":
if TRUE, the created matrix has the exact specified
column means (up to numerical, but not sampling accuracy)
o group constraints now work with only a single group
(e.g. in functions 'minCVaR' or 'minvar')
--
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net
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