[R] Rmetrics 191.10057

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



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