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ChangeLog
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ChangeLog
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2024-12-17 Steven E. Pav <shabbychef@gmail.com>
* 1.4.0 on CRAN
* Add inference on group SNR via Bonferroni and MHT tests.
* Add confidence intervals on achieved SNR.
* Fix some time inference code.
* Add dependency on epsiwal and zoo packages.
2021-08-15 Steven E. Pav <shabbychef@gmail.com>
* 1.3.0 on CRAN
* Remove tests based on upsilon distribution. Also
removes dependency on sadists package.
2020-02-06 Steven E. Pav <shabbychef@gmail.com>
* 1.2.1 on CRAN
* CRAN fix for warnings about ellipsis.
2018-10-07 Steven E. Pav <shabbychef@gmail.com>
* 1.2.0 on CRAN
* move github figures to location CRAN understands
* do not redefine summary and print and so on;
use setOldClasses to define sr, sropt, etc as S3 classes.
* add bias and variance from Bao (2009).
* support estimation of higher order moments in as.sr,
and expands methods for se and confidence interval computations.
* incorporate higher order methods into one sample sr tests.
2016-03-14 Steven E. Pav <shabbychef@gmail.com>
* 1.1.0 on CRAN
* predint outputs a matrix.
* SRIC method.
* SRIC in summary.
* sr_vcov less fussy about input.
2015-06-19 Steven E. Pav <shabbychef@gmail.com>
* prediction intervals should not depend on annualization.
* change prediction intervals to use kprime, not root finding on upsilon.
2015-06-18 Steven E. Pav <shabbychef@gmail.com>
* 1.0.0 on CRAN
* less silly version numbering.
* unpaired k sample test of Sharpe.
* rely on same for unpaired 2 sample test.
* prediction intervals for Sharpe based on upsilon.
* more tests.
2014-12-06 Steven E. Pav <shabbychef@gmail.com>
* 0.1501 on CRAN
* fix inference of frequency from xts objects
* add rlambdap, variates from the lambda-prime distribution
2014-01-03 Steven E. Pav <shabbychef@gmail.com>
* 0.1401 on CRAN
* fix matrix calculus in sm_vcov
* add 'confidence distribution' functions for sr and sropt
2013-10-30 Steven E. Pav <shabbychef@gmail.com>
* 0.1310 on CRAN
* ism_vcov for variance/covariance on Markowitz portfolio
* expanding vignettes
2013-09-20 Steven E. Pav <shabbychef@gmail.com>
* 0.1309 on CRAN
* add spanning tests
* split vignette in two
* sr_vcov
* sr equality test via callback
2013-08-08 Steven E. Pav <shabbychef@gmail.com>
* 0.1307 on CRAN
* restore vignette to package
2013-05-30 Steven E. Pav <shabbychef@gmail.com>
* as.sr : fix df bug
* 0.1305 on CRAN