News for R Package CLA

Changes in version 0.96-3 (2024-07-29)

Tweaks

• ‘../DESCRIPTION’ now uses Authors@R.

Changes in version 0.96-2 (2021-12-14)

Tweaks

• ‘../tests/SP500-ex.R’ tweaks to pass on 'M1mac' (Mac "Big Sur" M1 proc. arm64)

• ‘../tests/SP500-ex.R’: new main tweak: set all weights < 1e-10 to zero .

Changes in version 0.96-1 (2020-09-19)

Tweaks

• Should finally work on Solaris 32-bit

Changes in version 0.96-0 (2020-09-06)

New Features

• CLA(mu, covar, ..) gets new option check.cov which by default is TRUE and hence checks if the covariance matrix covar is positive definite.

Bug Fixes

• CLA() for small cases may have "empty" new lambda even when there free weights left. This is now caught, with a warning unless new option check.f is set to false. See new example mc3.

• the platform dependent tests in ‘../tests/SP500-ex.R’ now should also work on Solaris 32-bit.

Changes in version 0.95-1 (2019-05-09)

Testing

• modularized partly platform dependent testing into moreSessionInfo() in ‘./xtraR/platform-sessionInfo.R’; updated to newest version from robustbase (so to detect KH's debian OpenBLAS setup).

Changes in version 0.95-0 (2019-03-13)

New Features

• Not back-compatible changed result: The very first “turning point” from the algorithm with (lambda = NA etc) is no longer stored as part of the result, compatibly with the litterature and other implementations.

• Added data set muS.10ex orginally from Markowitz and Todd.

• Added ‘NEWS’ file.

Bug Fixes

• needed , drop=FALSE in internal getMatrices(), e.g., for the *10ex example.

• Test works with old R 3.3.x.

• In some cases such as muS.10ex, the last turning point with lambda=0 was not computed previously.

• adapt ‘man/findSig.Rd’ example to R 3.6.0's new default sample() kind.

• Run the ‘tests/*.R’ with R versions that use one OpenBLAS, ATLAS, or MKL (and skip some tests on these).

Changes in version 0.90-1 (2018-02-05)

New Features

• Add nice plot() method base on Shi's MS_plot()

• Literature references in ?CLA

• Vectorized findSig() and findMu().

Bug Fixes

• findSig.1() now works.

• test also works in R configured with --no-long-double.

Changes in version 0.90-0 (2018-01-15)

New Features

• First release to CRAN