From: Diethelm Wuertz <wuertz_at_itp.phys.ethz.ch>

Date: Mon 05 Jul 2004 - 00:54:52 EST

2004-07-04

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Jul 05 00:59:16 2004

Date: Mon 05 Jul 2004 - 00:54:52 EST

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org .

The new built has also been submitted to the CRAN server. Some new
functions

and example files have been added. Unfortunately the user guides and
reference

guides are not yet updated, they have still the status of Version 181.000xx.

Diethelm Wuertz

info@rmetrics.org

2004-07-04

** NEW BUILT RMETRICS VERSION 1091.10057
**
2004-07-04 Rmetrics

The new version is now proofed to be Debian license conform for all its functions.

**2004-07-04 FAQ
**

The FAQ file has been updated, now the FAQ's are providing more
information about Rmetrics.

2004-07-04 fbasics/R

In function .FirstLib we set a timezone if none found in environment variables or options, as suggested by Dirk Eddelbuettel, thanks Dirk.

2004-06-30 fExtremes/R

A new utility function named "gridVector" has been added which creates all grid points from two vectors which span a rectangular grid.

2004-06-29 fOptions/demo

A new example file named "funDensitiesEBM.R" has been added which adds some distributions and related functions which are useful in the theory of exponential Brownian Motion. The functions compute densities and probabilities for the log-Normal distribution, the Gamma distribution, the Reciprocal-Gamma distribution, and the Johnson Type-I distribution. Functions are made available for the compution of moments including the Normal, the log-Normal, the Reciprocal-Gamma, and the Asian-Option Density. In addition a function is given to compute numerically first and second derivatives of a given function.

2004-06-29 fOptions/demo

A new example file named "funSpecFunsEBM.R" has been added with special mathematical functions which are used in the theory of exponential Brownian Motion. The functions included are: In Part I, the Error Function "erf", the Psi or Digamma Function "Psi", the Incomplete Gamma Function "igamma", the Gamma Function fpr complex arguments, and the Pochhammer Symbol "Pochhammer". In Part II, the Confluent Hypergeometric Functions of the 1st Kind and 2nd Kind "kummerM" and "kummerU", the Whittaker Functions "whittakerM" and "whittakerW" and the Hermite Polynomials "hermiteH"

2004-06-29 fOptions/demo

A new example file named "xmpSpecFunsEBM.R" has been added which shows how to use Gamma Functions, Confluent Hypergeometric and related functions under R.

2004-06-29 fSeries/R

New functions to fit the parameters by the maximum log-likelihood method for the symmetric and skew Normal, Student-t with unit variance, and generalized error distribution have been added.

2004-06-28 fBasics/demo

A new example file "xmpImportForecasts.R" has been added including a function named "forecastsImport" to download monthly financial market data from the "www.forecasts.org" web site.

2004-06-28 fBasics/R

A new function named "keystatsImport" has been added which downloads key statistic and fundamental data for equities from Yahoo's web site.

2004-06-25 fBasics/R

The function "as.timeSeries" got two additional arguments which allow to pass dimension names and the timeDate format in POSIX notation to the returned "timeSeries" object.

2004-06-25 fSeries/R

New functions "[dpqr]ged" and "[dpqr]sged" have been added which compute density, distribution function, quantile function and generate random variates for the symmetric and skew generalized error distribution.

2004-06-25 fSeries/R

New functions "[dpqr]std" and "[dpqr]sstd" have been added which compute density, distribution function, quantile function and generate random variates for the symmetric and skew Student-t distribution with unit variance.

2004-06-25 fSeries/R

New functions "[dpqr]snorm" have been added which compute density, distribution function, quantile function and generate random variates for the skew normal distribution.

2004-06-25 fSeries/demo

A new example file "xmpDistTESTskew.R" has been added with integration tests for the skew normal, for the skew Student-t

with unit variance, and for the skew GED distribution.

2004-06-25 fSeries/R

New functions have been added which compute the Haeviside "H" and related functions; just another sign function "Sign", the delta function "delta", the boxcar function "boxcar" and the ramp function "ramp".

2004-06-24 fOptions/demo

The 3D Plot functions for the generalized Black-Scholes option prices and the sensitivities have been moved to the examples located in the demo directory.

2004-06-14 fSeries/data

The data sets from the book "The Econometric Modelling of Financial Time Series" (2nd Edition) written by Terence C. Mills have been added to the data directory.

+ many other smaller improvements and fixings ...

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Jul 05 00:59:16 2004

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