[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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