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ChangeLog
Package fPortfolio

2015-05-13  wuertz

        * New function pfolioCVaRoptim added. Computes CVaR along
          mean-CVaR optimization approach.

2014-09-30  tsetz

        * Final version compatible to books and other packages.

2014-09-22  tsetz

        * ChangeLog, DESCRIPTION: Updated ChangeLog and DESCRIPTION files
          after submission to CRAN.

2014-03-26      wuertz

        * fPortfolioBacktest Package functions from r-forge embedded

2011-02-10  chalabi

        * DESCRIPTION: updated DESC file
        * inst/doc/PortfolioOptimizationSample.pdf: removed pdf file
          because new version can be found on the website

2011-02-01  chalabi

        * R/efficientPortfolio.R, inst/unitTests/runit.minriskPortfolio.R:
          Modified returned value of targetRiskFun when the target return
          is not feasible with the given constraints.

2010-10-26  chalabi

        * NAMESPACE: updated NAMESPACE

2010-07-23  chalabi

        * inst/DocCopying.pdf: removed DocCopying.pdf license is already
          specified in DESCRIPTION file
        * DESCRIPTION: moved Rglp and quadprog in Imports DESCR file

2010-04-22  chalabi

        * DESCRIPTION: updated DESC file
        * inst/CITATION: updated CITATION file

2010-04-16  chalabi

        * ChangeLog, DESCRIPTION: DESC and Changelog
        * R/solveRquadprog.R: set weights to NA when there is no solution

2010-04-13  chalabi

        * R/solveRquadprog.R: updated for latest version of quadprog

2010-04-12  chalabi

        * CITATION, DESCRIPTION, inst/CITATION: updated CITATION file
        * R/solveRquadprog.R: Using solve.QP rather than calling directly
          Fortran routine in quadprog pkg.

2009-09-30  chalabi

        * inst/doc, inst/doc/PortfolioOptimizationSample.pdf: added pdf
          files in inst/doc
        * DESCRIPTION: updated version number + link to ebooks

2009-09-28  chalabi

        * DESCRIPTION: updated version number
        * ChangeLog, DESCRIPTION: updated DESCR and ChangeLog

2009-09-24  stefan7th

        * R/efficientPortfolio.R: committed all minor local changes
        * NAMESPACE: new NAMESPACE structure which should ease maintenance
          of packages.

2009-06-25  chalabi

        * DESCRIPTION, NAMESPACE: Merge branch 'devel-timeSeries'
          
          Conflicts:
          pkg/timeSeries/R/base-Extract.R
          pkg/timeSeries/R/timeSeries.R

2009-05-26  wuertz

        * inst/PortfolioOptimizationSample.pdf:

2009-05-08  chalabi

        * DESCRIPTION, NAMESPACE, R/builtin-Rglpk.R, R/covEstimator.R,
          R/solveRglpk.R, R/zzz.R, src: reverted Rglpk C files
        * man/frontierPlot.Rd, man/getPortfolio.Rd, man/getSpec.Rd,
          man/getVal.Rd: updated manual pages

2009-05-07  wuertz

        * R/solveRquadprog.R: printing of warning removed, we have to find
          for this a practicle solution ...

2009-05-06  wuertz

        * R/solveRquadprog.R: prints now warning when solver Rquadprog does
          not end with status 0, but still continues operations ...
        * R/frontierPlot.R: new argument added return = c("mean", "mu") to
          function tailoredFrontierPlot(), not checked for the ebook.
        * CITATION: CITATION file added, eBook Portfilio Optimization
        * R/frontierPlot.R: bug fixed in plot routines, only happened when
          risk free rate was > 0

2009-04-29  wuertz

        * R/covEstimator.R: rmt estimator added
        * NAMESPACE: NAMESPACE all functions exported
        * DESCRIPTION: DESSCRIPTION modified
        * R/builtin-Rglpk.R, R/solveRglpk.R, R/solveRsymphony.R, R/zzz.R:
          Rglpk builtin added
        * man/solveRsymphony.Rd: symphony deleted
        * src, src/Rglpk.h, src/Rglpk_initialize.c, src/Rglpk_read_file.c,
          src/Rglpk_solve.c, src/glpapi.h, src/glpapi01.c, src/glpapi02.c,
          src/glpapi03.c, src/glpapi04.c, src/glpapi05.c, src/glpapi06.c,
          src/glpapi07.c, src/glpapi08.c, src/glpapi09.c, src/glpapi10.c,
          src/glpapi11.c, src/glpapi12.c, src/glpapi13.c, src/glpapi14.c,
          src/glpapi15.c, src/glpapi16.c, src/glpapi17.c, src/glpapi18.c,
          src/glpapi19.c, src/glpapi20.c, src/glpapi21.c, src/glpavl.c,
          src/glpavl.h, src/glpbfd.c, src/glpbfd.h, src/glpbfx.c,
          src/glpbfx.h, src/glpcpx.c, src/glpcpx.h, src/glpdmp.c,
          src/glpdmp.h, src/glpdmx.c, src/glpfhv.c, src/glpfhv.h,
          src/glpgmp.c, src/glpgmp.h, src/glphbm.c, src/glphbm.h,
          src/glpini.h, src/glpini01.c, src/glpini02.c, src/glpios.h,
          src/glpios01.c, src/glpios02.c, src/glpios03.c, src/glpios04.c,
          src/glpios05.c, src/glpios06.c, src/glpios07.c, src/glpios08.c,
          src/glpios09.c, src/glpios10.c, src/glpipm.c, src/glpipm.h,
          src/glpipp.h, src/glpipp01.c, src/glpipp02.c, src/glpk.h,
          src/glplib.h, src/glplib01.c, src/glplib02.c, src/glplib03.c,
          src/glplib04.c, src/glplib05.c, src/glplib06.c, src/glplib07.c,
          src/glplib08.c, src/glplib09.c, src/glplib10.c, src/glplib11.c,
          src/glplib12.c, src/glplpf.c, src/glplpf.h, src/glplpp.h,
          src/glplpp01.c, src/glplpp02.c, src/glplpx01.c, src/glplpx02.c,
          src/glplpx03.c, src/glplpx04.c, src/glplpx05.c, src/glpluf.c,
          src/glpluf.h, src/glplux.c, src/glplux.h, src/glpmat.c,
          src/glpmat.h, src/glpmpl.h, src/glpmpl01.c, src/glpmpl02.c,
          src/glpmpl03.c, src/glpmpl04.c, src/glpmpl05.c, src/glpmpl06.c,
          src/glpmps.h, src/glpmps01.c, src/glpmps02.c, src/glpnet.h,
          src/glpnet01.c, src/glpnet02.c, src/glpnet03.c, src/glpnet04.c,
          src/glpnet05.c, src/glpnet06.c, src/glpnet07.c, src/glpqmd.c,
          src/glpqmd.h, src/glprgr.c, src/glprgr.h, src/glprng.h,
          src/glprng01.c, src/glprng02.c, src/glpscf.c, src/glpscf.h,
          src/glpscg.c, src/glpscg.h, src/glpscl.c, src/glpscl.h,
          src/glpsds.c, src/glpspm.c, src/glpspm.h, src/glpspx.h,
          src/glpspx01.c, src/glpspx02.c, src/glpsql.c, src/glpsql.h,
          src/glpssx.h, src/glpssx01.c, src/glpssx02.c, src/glpstd.h,
          src/glptsp.c, src/glptsp.h: Rglpk C files
        * R/solveRglpk.R, R/solveRquadprog.R, R/solveRshortExact.R,
          R/solveRsymphony.R: small solver updates
        * R/covEstimator.R: more cov estimators added, student, bagged,
          bayesStein and ledoitWolf, currently for internal use only

2009-04-19  chalabi

        * DESCRIPTION: added explicit version number in Depends field for
          key packages

2009-04-17  wuertz

        * R/solveRglpk.R: Problems with Rglpk solver now solved.
        * R/portfolioSpec.R: New internal function .checkSpec() introduced.
          Stops execution when we have specified a linear solver forgot
          that we have still a quadratic programming problem. Not yet all
          cases to be checked are already implemented.
        * R/methods-show.R: A bug introduced when printing option
          introduced for n (=5) lines, has been removed.
        * R/efficientPortfolio.R: The compution of the portfolio now stops
          and returns an error if the minrisk and/or maxratio portfolios do
          not exist.

2009-04-04  chalabi

        * NAMESPACE, R/covEstimator.R, R/efficientPortfolio.R,
          R/feasiblePortfolio.R, R/portfolioConstraints.R,
          R/portfolioData.R, R/portfolioFrontier.R, R/portfolioRisk.R,
          R/solveRglpk.R, R/solveRquadprog.R, R/solveRshortExact.R,
          R/solveRsymphony.R, R/solveTwoAssets.R: improved speed of some
          key functions

2009-04-03  chalabi

        * R/methods-show.R, R/zzz.R: added 'length.print' in Rmetrics
          global envir. It is used in show method.

2009-04-03  wuertz

        * R/methods-show.R: prepared for subset printing

2009-04-02  chalabi

        * DESCRIPTION: more explicit depends and suggests field in DESC
          file.
        * DESCRIPTION: updated DESC file

2009-03-31  chalabi

        * DESCRIPTION: update R version to 2.7.0 in DESC file because Rglpk
          depends (>= 2.7.0)

2009-03-13  chalabi

        * R/getDefault.R: removed already present method getModel

2009-02-10  wuertz

        * R/getPortfolioVal.R: getPortfolioVal committed
        * man/dataSets.Rd: empty \details removed
        * man/00fPortfolio-package.Rd, man/class-fPFOLIOCON.Rd,
          man/class-fPFOLIOSPEC.Rd, man/class-fPFOLIOVAL.Rd,
          man/covEstimator.Rd, man/dataSets.Rd, man/efficientPortfolio.Rd,
          man/feasiblePortfolio.Rd, man/frontierPlot.Rd,
          man/frontierPoints.Rd, man/getData.Rd, man/getDefault.Rd,
          man/getPortfolio.Rd, man/getSpec.Rd, man/portfolioConstraints.Rd,
          man/portfolioFrontier.Rd, man/portfolioRisk.Rd,
          man/portfolioSpec.Rd, man/weightsLinePlot.Rd, man/weightsPie.Rd,
          man/weightsPlot.Rd: man pages improved

2009-02-09  wuertz

        * R/getPortfolio.R, inst/unitTests/runit.weightsPie.R,
          man/getDefault.Rd, man/setSpec.Rd, man/solveRglpk.Rd,
          man/solveRquadprog.Rd, man/solveRshortExact.Rd,
          man/solveRsymphony.Rd, man/weightsPlot.Rd, man/weightsSlider.Rd:
          more docu minor modifications
        * NAMESPACE, R/efficientPortfolio.R, R/feasiblePortfolio.R,
          R/frontierPlot.R, R/getData.R, R/getPortfolio.R,
          R/methods-show.R, R/portfolioConstraints.R, R/portfolioData.R,
          R/portfolioFrontier.R, R/portfolioRisk.R, R/portfolioSpec.R,
          R/weightsPie.R, man/00fPortfolio-package.Rd,
          man/class-fPFOLIOCON.Rd, man/class-fPFOLIODATA.Rd,
          man/class-fPFOLIOSPEC.Rd, man/class-fPORTFOLIO.Rd,
          man/covEstimator.Rd, man/efficientPortfolio.Rd,
          man/feasiblePortfolio.Rd, man/frontierPlot.Rd,
          man/frontierPlotControl.Rd, man/frontierPoints.Rd,
          man/getData.Rd, man/getDefault.Rd, man/getPortfolio.Rd,
          man/getSpec.Rd, man/methods-plot.Rd, man/methods-show.Rd,
          man/methods-summary.Rd, man/portfolioConstraints.Rd,
          man/portfolioData.Rd, man/portfolioFrontier.Rd,
          man/portfolioRisk.Rd, man/portfolioRolling.Rd,
          man/portfolioSpec.Rd, man/setSpec.Rd, man/solveRglpk.Rd,
          man/solveRquadprog.Rd, man/solveRshortExact.Rd,
          man/solveRsymphony.Rd, man/weightsLinePlot.Rd, man/weightsPie.Rd,
          man/weightsPlot.Rd, man/weightsSlider.Rd: working on help pages,
          also some script files and code reorganized

2009-02-04  chalabi

        * R/portfolioConstraints.R:

2009-02-03  chalabi

        * man/solveRsymphony.Rd: fixed man pages Rsymphony with new Rdparse

2009-02-02  chalabi

        * DESCRIPTION, NAMESPACE, R/solveRsymphony.R,
          man/solveRsymphony.Rd: added Rsymphony to fPortfolio

2009-01-30  wuertz

        * R/class-fPFOLIOVAL.R: new class for portffolio values on the
          frontier
        * NAMESPACE, R/class-fPORTFOLIO.R, R/feasiblePortfolio.R,
          R/frontierPlot.R, R/frontierPoints.R, R/getPortfolio.R,
          R/methods-show.R, R/portfolioFrontier.R, R/weightsPlot.R,
          man/weightsPie.Rd: many small but significant changes
        * R/getPortfolio.R, R/methods-show.R: get / set functions checked,
          print function for the free risk rate fixed

2009-01-29  wuertz

        * R/getData.R, R/getDefault.R, R/getPortfolio.R, R/getSpec.R,
          R/methods-show.R, R/portfolioSpec.R, man/getSpec.Rd,
          man/portfolioSpec.Rd: not yet implemented set and get functions
          added

2009-01-28  chalabi

        * R/frontierPlot.R: changed tailoredFrontierPlot to avoid warnings

2009-01-26  chalabi

        * data/GCCINDEX.RET.rda, data/GCCINDEX.rda, data/LPP2005.RET.rda,
          data/LPP2005.rda, data/SMALLCAP.RET.rda, data/SMALLCAP.rda,
          data/SPISECTOR.RET.rda, data/SPISECTOR.rda, data/SWX.RET.rda,
          data/SWX.rda: removed user name in documetation slot of
          timeSeries data

2009-01-26  wuertz

        * R/class-fPORTFOLIO.R, R/feasiblePortfolio.R, R/frontierPlot.R,
          R/getPortfolio.R, man/portfolioSpec.Rd: fPORTFOLIO class
          representation modified for the slots data, spec, and constraints

2009-01-25  wuertz

        * R/methods-show.R:
        * R/methods-show.R: print function extended to non-linear
          constraints
        * R/methods-show.R, R/portfolioData.R: rownames colnames added
        * R/methods-show.R: names added to print function
        * R/methods-show.R: print function extended

2009-01-24  wuertz

        * R/methods-show.R, R/portfolioSpec.R: print functions for
          portfolio spec improved
        * R/efficientPortfolio.R: Comment added
        * R/efficientPortfolio.R, man/efficientPortfolio.Rd: example
          modified

2009-01-23  wuertz

        * R/setSpec.R: some checks added
        * R/portfolioConstraints.R: missing target return specified to NA
        * R/methods-show.R: rownames added to print method

2009-01-20  chalabi

        * data/GCCINDEX.RET.rda, data/GCCINDEX.rda, data/LPP2005.RET.rda,
          data/LPP2005.rda, data/SMALLCAP.RET.rda, data/SMALLCAP.rda,
          data/SPISECTOR.RET.rda, data/SPISECTOR.rda, data/SWX.RET.rda,
          data/SWX.rda: datasets as they used to be generated in old zzz.R
          file

2009-01-20  wuertz

        * data/GCCINDEX.RET.rda, data/GCCINDEX.rda, data/LPP2005.RET.rda,
          data/SPISECTOR.rda, data/SWX.RET.rda, data/SWX.rda: I put for the
          moment the data back to fPortfolio, still missing are
          SPISECTOR.RET and LPP2005. so we have not to build and load every
          time the whole bundle, when we have a small error in the
          packages. And the person who uses fPortfolio standalone has also
          the data. we should build the bundle at the very end identical
          with the packages in CRAN/R-forge.

2009-01-16  chalabi

        * data/SMALLCAP.RET.rda: added timeSeries data
        * NAMESPACE, R/zzz.R, data/GCCINDEX.DF.CSV,
          data/LPP2005.RET.DF.CSV, data/SMALLCAP.RET.DF.CSV,
          data/SPISECTOR.DF.CSV, data/SWX.DF.CSV,
          man/00fPortfolio-package.Rd, man/solveRglpk.Rd,
          man/solveRquadprog.Rd, man/solveRshortExact.Rd: fixed warning
          with new Rd parser and changes data set form csv to timeSeries
          format

2009-01-12  wuertz

        * R/efficientPortfolio.R: title modified

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