2013-04-30 chalabi
* DESCRIPTION, R/zzz.R, src/llhGarch.f: fix array bound warning in
Fortran code
2012-09-18 chalabi
* ChangeLog, DESCRIPTION: Updated ChangeLog and DESC files.
* DESCRIPTION: Changed maintainer field to comply with the new CRAN
policy.
* inst/unitTests/runit.garchSolver.R: Removed superfluous unitTest.
* NAMESPACE, R/loglik-aparch.R: Removed .filter2() to avoid
external .Call calls.
2012-06-04 chalabi
* R/garch-Hessian.R, inst/unitTests/runit.garchSolver.R: using now
optimHess to calculate the Hessian
* ChangeLog, DESCRIPTION: updated DESCRIPTION and ChangeLog files
* DESCRIPTION, R/garch-Hessian.R: using now optimHess to calculate
the Hessian
2011-09-23 mmaechler
* DESCRIPTION: remove deprecated "LazyLoad" entry
2010-10-26 chalabi
* NAMESPACE: updated NAMESPACE
2010-07-23 chalabi
* inst/DocCopying.pdf: removed DocCopying.pdf license is already
specified in DESCRIPTION file
2010-04-14 chalabi
* NAMESPACE: updated NAMESPACE
2009-12-08 wuertz
* inst/unitTests/runit.snorm.R: norm test obsolete
* NAMESPACE, R/absMoments.R, R/dist-norm.R, R/dist-normFit.R,
R/dist-snig.R, R/dist-snigFit.R, R/dist-stdSlider.R,
man/absMoments.Rd, man/dist-absMoments.Rd, man/dist-ged.Rd,
man/dist-gedFit.Rd, man/dist-gedSlider.Rd, man/dist-sged.Rd,
man/dist-sgedFit.Rd, man/dist-sgedSlider.Rd, man/dist-snorm.Rd,
man/dist-snormFit.Rd, man/dist-snormSlider.Rd, man/dist-sstd.Rd,
man/dist-sstdFit.Rd, man/dist-sstdSlider.Rd, man/dist-std.Rd,
man/dist-stdFit.Rd, man/dist-stdSlider.Rd: distribution functions
updated
* R/dist-stdSlider.R: stdslider added
2009-12-07 wuertz
* R/dist-absMoments.R, R/dist-ged.R, R/dist-gedFit.R,
R/dist-gedSlider.R, R/dist-norm.R, R/dist-normFit.R,
R/dist-sged.R, R/dist-sgedFit.R, R/dist-sgedSlider.R,
R/dist-snig.R, R/dist-snigFit.R, R/dist-snorm.R,
R/dist-snormFit.R, R/dist-snormSlider.R, R/dist-sstd.R,
R/dist-sstdFit.R, R/dist-sstdSlider.R, R/dist-std.R,
R/dist-stdFit.R: distribution functions updated
* man/dist-ged.Rd, man/dist-gedFit.Rd, man/dist-gedSlider.Rd,
man/dist-sged.Rd, man/dist-sgedFit.Rd, man/dist-sgedSlider.Rd,
man/dist-snorm.Rd, man/dist-sstd.Rd, man/sged.Rd, man/snorm.Rd,
man/sstd.Rd: man pages updated
2009-11-09 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated DESC and Changelog file
2009-11-05 chalabi
* R/methods-predict.R: small changes in predict,fGARCH-method to
correct its output when n.ahead=1 since addition of conditional
errors.
2009-09-28 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated DESCR and ChangeLog
2009-08-21 wuertz
* DESCRIPTION, NAMESPACE, R/methods-plot.R, R/methods-show.R,
R/mgarch-FitFromFormula.R: .gogarchFit function added, show and
plot adapted, NAMESPACE and DESCRIPTION updated
* R/methods-plot.R: Merge branch 'devel-fGarch'
* man/methods-predict.Rd: cosmetic changes in help page
* 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
2009-05-21 wuertz
* NAMESPACE, R/garch-Distribution.R, R/garch-FitFromFormula.R,
R/garch-FitFromSpec.R, R/garch-FitInternal.R, R/garch-LogLik.R,
R/loglik-aparch.R, R/loglik-egarch.R, R/loglik.R,
man/garchFit.Rd: working on new specification
* DESCRIPTION, R/garch-Distribution.R, R/garch-FitFromFormula.R,
R/garch-FitInternal.R, R/garch-Hessian.R, R/garch-LogLik.R,
R/garch-Solver.R, man/garchFit.Rd: different recursion methods
added, new method to calculate hessian added
* R/garch-FitInternal.R, R/garch-LogLik.R: LLH function
disentangled in shorter parts
2009-05-20 wuertz
* R/garch-FitFromFormula.R, R/garch-FitFromSpec.R,
R/garch-FitInternal.R: alternative garchFit interface (still
hidden) now runs
* NAMESPACE, R/fGarchEnv.R, R/garch-FitFromFormula.R: NAMESPACE
updated
* R/garch-FitFormula.R, R/garch-FitFromFormula.R,
R/garch-FitInternal.R: R scripts disentangled and renamed
* R/garch-FitFromFormula.R: script file renamed
* R/garch-Fit.R, R/garch-FitControl.R, R/garch-FitFormula.R,
R/garch-FitFromSpec.R, R/garch-FitInternal.R,
R/garch-GlobalVars.R, R/garch-SolverControl.R: new interface for
garchFit added, spec() based
* NAMESPACE, R/garch-Distribution.R, R/garch-LogLik.R: some smaller
fixes and NAMESPACE adapted
* R/garch-Fit.R, R/garch-LogLik.R: garchLogLIk disentangled from
script file garch-Fit.R
* R/garch-Distribution.R, R/garch-Fit.R, R/garch-Initialization.R:
Initialization disentangled from garch-Fit script file
* R/dist-sged.R, R/dist-snig.R, R/dist-snorm.R, R/dist-sstd.R,
R/garch-Distribution.R, R/garch-Fit.R, R/garch-FitControl.R,
R/garch-Gradient.R, R/garch-Hessian.R, R/garch-Sim.R,
R/garch-Solver.R, R/garch-Spec.R, R/garch-Stats.R, R/garchFit.R,
R/garchFitControl.R, R/garchGradient.R, R/garchHessian.R,
R/garchSim.R, R/garchSolver.R, R/garchSpec.R, R/garchStats.R,
R/sged.R, R/snorm.R, R/sstd.R: script file renamed and
disentangled
2009-05-15 chaussep
* R/methods-predict.R, man/methods-predict.Rd: added a plot option
to predict and adapted the manual
2009-05-15 chalabi
* DESCRIPTION: added Pierre Chausse in DESC file for contribution
2009-05-14 chaussep
* R/garchSim.R, man/garchSim.Rd: Just changed the definition of mu.
It is the intercept, not the mean
* R/methods-predict.R, man/methods-predict.Rd: Added conditional
errors to predict and updated nthe manual
2009-04-19 chalabi
* DESCRIPTION: added explicit version number in Depends field for
key packages
2009-04-02 chalabi
* DESCRIPTION: more explicit depends and suggests field in DESC
file.
2009-04-01 chalabi
* DESCRIPTION: updated DESC file
2009-01-30 chalabi
* R/garchSpec.R:
2009-01-28 chalabi
* DESCRIPTION: updated version number
* DESCRIPTION: changed version number to match version on CRAN + 1
2009-01-12 chalabi
* NAMESPACE, R/methods-update.R, man/class-fGARCH.Rd,
man/class-fGARCHSPEC.Rd: added update method for fGARCH and
fGARCHSPEC object
2009-01-07 chalabi
* src/dist.f: fixed conditional distribution thanks to comments of
Michal Miklovic.
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