[NMOF-news] NMOF 2.8-0 released and on CRAN

[Enrico Schumann]

Version 2.8-0 of the NMOF package has been released
and is available from
   https://cran.r-project.org/package=NMOF
and from a Git repository at
   https://git.sr.ht/~enricoschumann/NMOF


The NEWS file entry:

  o 'callHestoncf' gains an argument 'uniroot.control',
    which allows passing settings for 'uniroot' (to compute
    implied vol), and 'uniroot.info'; both arguments work
    the same way as in functions 'vanillaOptionImpliedVol'
    and 'callCF'

  o 'trackingPortfolio' now has an argument 'ls.algo', for
    specifying settings for method 'ls'

  o new function 'minMAD' for computing minimum-MAD
    portfolios, as described in Konno and Yamazaki
    (1991; https://doi.org/10.1287/mnsc.37.5.519 )

  o 'vanillaOptionEuropean' also provides "DvegaDspot" and
    "DvegaDvol"

  o 'Ritter' has been adapted to new file format

  o all functions that allow parallel programming now
    support argument 'affinity.list'

  o the package now depends on R >= 3.5 (which was released
    in 2018)

  o the manual has been updated:
    http://enricoschumann.net/NMOF.htm#NMOFmanual



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

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