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Releases: Reckziegel/FFP

ffp 0.2.2

29 Sep 18:21
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  • Added relative_entropy() to compute the relative entropy between two distributions;
  • entropy-pooling() runs about to 30-60% faster (#19);
  • view_on_marginal_distribution() restricts just the first two moments of the distribution;
  • Small changes in the documentation files.

ffp 0.2.1

24 Mar 19:17
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  • Bug fix in entropy_pooling() when dealing with multiple inequalities constraints;
  • Small changes in the documentation files.

ffp 0.2.0

17 Feb 19:39
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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 the view_*() family of functions;
  • entropy_pooling() is now exported and can be used with three different solvers (nlminb, solnl, and nloptr);
  • 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 arbitrary key column (#13);

ffp 0.1.0

14 Jul 14:37
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  • CRAN release.