ffp 0.2.2
- 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
- Bug fix in entropy_pooling()when dealing with multiple
inequalities constraints;
- Small changes in the documentation files.
ffp 0.2.0
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 theview_*()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- keycolumn (#13);
ffp 0.1.0
ffp 0.0.1
- The package now is built upon S3 vctrs, instead oftibbles;
- Functions bootstrap_scenarios(),scenario_density()andbind_probs()only
accepts objects offfpclass;
- Added ffpmethod toggplot2::autoplot();
- Exponential Smoothing is now computed with
exp_decay().
ffp 0.0.9000
- First release of the development version of ffp.