Releases: Reckziegel/FFP
Releases · Reckziegel/FFP
ffp 0.2.2
ffp 0.2.1
- Bug fix in
entropy_pooling()
when dealing with multiple inequalities constraints; - Small changes in the documentation files.
ffp 0.2.0
New Features
- A new class (
ffp_views
) was added to help the user to input views on the market for portfolio construction and simulation purposes. See theview_*()
family of functions; entropy_pooling()
is now exported and can be used with three different solvers (nlminb
,solnl
, andnloptr
);bind_views()
allows the user to "glue" multiple views into the same object;ffp_moments()
computes the location and dispersion parameters under flexible probabilities.
Minor improvements and fixes
bind_probs()
now returns the user call in the third column instead the old arbitrarykey
column (#13);
ffp 0.1.0
- CRAN release.