[NMOF-news] NMOF 2.11-0 released and on CRAN

[Enrico Schumann]

Version 2.11-0 of the NMOF package has been released and is
available from CRAN, and from the Git repositories at
   https://git.sr.ht/~enricoschumann/NMOF and
   https://gitlab.com/NMOF/NMOF

>From the NEWS file:

v2.11-0  (2025-10-20)

  o 'Ritter' has been adapted to new file format and
    allows to pass parameters to 'download.file'

  o 'trackingPortfolio' keeps column names of the
    input data

  o new function 'PBO', for computing probability of
    backtest overfitting, as descrived in Bailey et al.
    (2017; https://doi.org/10.21314/JCF.2016.322 )


Earlier this year, there had been a minor release (not on
CRAN), which brought support for another of K. French's
datasets:

v2.10-2  (2025-02-14)

  o French: support more datasets; see
    https://quant.stackexchange.com/a/81590


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


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