Rmetrics::CHANGES

Rmetrics Updates, Changes, and Enhancements

2005-12-18 Built 221.10065

    This file reports the most recent updates, changes and enhancements made
    to the packages included in the Rmetrics environment. The packages are:

    fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, fPortfolio

    ________________________________________________________________________________
    Rmetrics VERSION 221.10065

    2005-02-19 Rmetrics
        Rmetrics has been compiled for R Version 2.2.1

    2006-02-12 fCalendar
        The explicit setting to timezone GMT is no longer necessary.

    2006-02-12 fSeries
        The long awaites GARCH functions are now available for simulating,
        modelling, and forecasting GARCH and APARCH time series processes.

    +++ many other smaller improvements and fixings ...

    ________________________________________________________________________________
    Rmetrics VERSION 220.10064

    2005-12-01 fSeries: GarchModelling
        Major improvements could be achieved for the fSeries Package for GARCH
        Modelling, although the GARCH modelling functions are still in an
        experimental state and not yet finished.

    2005-12-01 fCalendar: timeDate and timeSeries
        A paper was submitted to JSS describing 'timeDate' and 'timeSeries'
        Classes. A draft can be downloaded from www.rmetrics.org.

    2005-12-01
        Updates of the following files (if it was necessary) are now available:
        CHANGES.html, COPYING.html, COPYRIGHT.html, FAQ.html, README.html
        DocFactSheet.pdf, DocRefCard.pdf, DocRmetrics.pdf

    ________________________________________________________________________________
    Rmetrics VERSION 220.10063
    Rmetrics VERSION 211.10062

    2005-11-02
        This is a preliminary version with smaller modifications, updates, and
        additions compared to Rmetrics 201.0061.

        Not yet updated is the documentation included in DocFactSheet.pdf
        Doc, DocRefcard.pdf, and DocRmetrics.pdf. These documents have Version
        211.10062. This update is under progress.

        The major effort was invested to make under both environments MS Windows
        and Linux Rmetrics running based on the new compiler suite with
        gfortran. Please note, that I have done this move for Rmetrics already
        under MS Windows, although this is not yet done for R. The reason why
        I have done this, is that I develop under MS Windows, and that I wan't
        support two systems based on different compiler suites. The Mac Version
        is not yet tested, but hopefully it will run without any problems.

    ________________________________________________________________________________
    Rmetrics VERSION 201.10061

    2005-07-25 fBasics: X1-BasicsData
        A data set named 'usddem30u.csv' with high frequency USDDEM bid
        and ask rates has been added.

    2005-07-25 fBasics: B4-DistributionFits
        A function named 'stableFit' for the estimation of the distributional
        parameters of the stable distribution has been added.

    2005-07-25 fBasics: A1-WebDataImport
        A function named 'forecastsImport' for the download of time series
        data from www.forecasts.org has been added.

    2005-07-22 fBasics: B4-StableDistribution
        A function named 'stableFit' for the estimation of the distributional
        parameters of the stable distribution has been added.

    2005-07-04 fMultivar: A1-BivariateTools
        Density functions for the bivariate Logistic, Laplace, original
        Kotz, and Exponential Power Distribution have bee added.

    2005-06-19 fSeries: X3-TsayData
        The data sets from Ruey Tsay's book "Analysis of Financial Time
        Series" have been added.

    2005-06-18 fMultivar: A0-BivariateTools
        Bivariate normal and Student-t Distribution are now available
        in this chapter. They are named "[dpr]norm2d" and "[dpr]t2d".

    2005-06-18 fMultivar: A2-MultivariateDistribution
        This chapter has been moved from "fPortfolio" to "fMultivar".

    2005-06-10 fBasics: A0-BasicPlots
        A grey palette named 'greyPal' has been added, like the 'rainbow'
        palette for colors. Additionally internal functions .hex.to.dec
        and .dec.to.hex are availalble changing number coding between
        heximal and decimal number systems.

    2005-06-10 fMultivar: A0-BivariateTools
        A new chapter has been added with three new functions for bivariate
        data modelling. The functions include a 2D grid generator, a kernel
        density estimator and a histogram counter.

    2005-06-06 fSeries: xmpJarqueBeraTest
        Examples for the finite sample Jarque Bera Lagrange and
        augmented Lagrange multiplier tests have been added.

    2005-06-06 fSeries: C2-UnitrootDistribution
        Functions for the computation of the probability and quantiles
        for the Augmented Dickey Fuller test have been added.

    2005-06-06 fBasics: C2-OneSampleTests
        Functions for the finite sample Jarque Bera Lagrange and
        augmented Lagrange multiplier tests have been added.

    2005-06-06 fBasics: C1-TestsClass
        Utility functions for plotting and interpolating finite sample
        test statistics from tables have been added.

        + many other smaller improvements and fixings ...

    ________________________________________________________________________________
    Rmetrics VERSION 201.10060

    2005-05-12 fSeries: xmpGarchpqModelling
        An example file has been added which shows step by step how to
        program functions for Garch(p,q) modelling, including functions
        for simulation, parameter estimation and forecasting.

    2005-05-12 fSeries: A3-GarchOxModelling
        Ox Interface for GARCH modelling has been updated to version
        G@ARCH 4.0.

    2005-05-12 fSeries: A1-ArmaModelling
        A new optional argument named "rseed" added to function "armaSim".
        This allows to set the random number seed.

    2005-05-04 fOptions: E2-GammaFunctions
        Bug in "erf" removed.

    2005-05-02 fBasics: A2-BasicStatistics
        The function "stdev" computes the standard deviation for a vector
        or matrix and was introduced for SPlus compatibility. Under R use
        the function "sd".

    2005-05-02 fMultivar: B1-MatrixAddon:
        A function named "pdl" has been added which returns a regressor
        matrix suitable for polynomial distributed lags.

    2005-05-02 fMultivar: B1-MatrixAddon:
        A function named "tslag" has beeen added which returns a lagged/led
        vector or matrix for given time series data.

    2005-05-02 fBasics: A2-BasicStatistics
        The function "basicStats" now allows also for matrix, data frame
        and timeSeries inputs.

    2005-04-28 fCalendar: C1-timeSeriesClass
        The time Series class got a new slot named "@recordIDs". The
        slot is represented by a data.frame whcih can be used for
        data record identification. This may be useful for FX data
        sets to name the contributor, to keep delays from the feed
        or other information. For Futures this may for example name
        the futures contract.

    2005-04-28 fCalendar: C1-timeSeriesClass
        The arguments named "colNames" have been changed to "units",
        so that the naming of columns becomes unique in all 'timeSeries'
        functions. Some time series functions got an additional
        "units" argument.

    2005-04-27 fCalendar: A1-timeDateClass
        New functions for objects of class 'timeDate' have been added:
        "isWeekday", "isWeekend", "isBizday", "weekDay".

    2005-04-27 fCalendar: A1-timeDateClass
        The ISO-8601 midnight standard has been implemented. Now
        "2005-01-01 24:00:00" is a valid date/time string.

    2005-04-27 fCalendar: A1-timeDateClass
        A bug in the ordering of dates for unordered 'timeDate' objects
        has been removed.

        + many other smaller improvements and fixings ...

    ________________________________________________________________________________
    Rmetrics VERSION 201.10059

    2005-04-18 released

    2005-04-05 fSseries: A3-LongMemoryModeling
        Nine functions have been added to estimate the self-similarity
        or Hurst exponent from a long-range dependent time series process

    2005-04-03 fSseries: A3-LongMemoryModeling
        Three  functions have been add to simulate fractional Gaussian
        noise.

    2005-04-03 fSseries: A3-LongMemoryModeling
        Five functions have been add to simulate fractional Brownian
        motion.

    2005-03-25 fBasics
        The basics package a been splitted into two parts. All the time, date
        and calendar functions have been moved into a new package named
        fCalender.

    2005-03-23 fPortfolio
        The portfolio package has been started. Topics about multivariate
        distributions, assets modelling, drawdown statistics, value-at-risk
        modelling, Markowitz portfolio, two assets portfolio and data sets
        have been added.

    2005-03-21 fPortfolio: A1-MultivariateDistribution
        This is a collection and description of functions to compute
        multivariate densities and probabilities from skew normal and
        skew Student-t distribution functions. Furthermore, multivariate
        random daviates can be generated, and for multivariate data,
        the parameters of the underlying distribution can be estimated
        by the maximum log-likelihood estimation.

    2005-03-20 fPortfolio: A2-AssetsModelling
        This is a collection and description of functions which generate
        multivariate artficial data sets of assets, which fit the parameters
        to a multivariate normal, skew normal, or (skew) Student-t distribution
        and which compute some benchmark statistics. In addition a function
        is provided which allows for the selection and clustering of individual
        assets from portfolios using hierarchical and k-means clustering
        approaches.

    2005-03-19 fPortfolio: A3-DrawdownStatistics
        This is a collection and description of functions which compute
        drawdown statistics. Included are density, distribution function,
        and random generation for the maximum drawdown distribution. In
        addition the expectation of drawdowns for Brownian motion can be
        computed.

    2005-03-18 fPortfolio: B1-VaRModelling
        This is a collection and description of functions to compute
        Value-at-Risk and related risk measures for a portfolio of assets.
        In addition utility functions are available to compute the maximum
        loss, to calculate the total return, and to plot a histogram of
        the total return.

    2005-03-17 fPortfolio: B2-MarkowitzPortfolio
        This is a collection and description of functions which investigate
        the efficient frontier for a Markowitz portfolio from a given return
        series \code{x} in the mean-variance sense when short selling is
        forbidden. Tangency, equal weigths, and Monte Carlo portfolios can
        also be evaluated.

    2005-03-14 fPortfolio: B3-TwoAssetsPortfolio
        This is a collection and description of functions which investigate
        the efficient frontier for a two assets portfolio from a given return
        series \code{x} in the mean-variance and CVaR sense when short selling
        is forbidden.

    2005-03-12 fSeries: A1-ArmaModelling
        Two new functions have been added. "armaToeplitz" allows to compute
        the covariance matrix from autocovariances, and "armaFischer"
        computes the Fischer information matrix for an ARMA time series
        process.

    2005-03-03 fMultivar: X1-MultivarData
        Four new data sets have been added for the examples: 'CobbDouglas' and
        'logCobbDouglas' data for the Cobb-Douglas productivity function as
        used in exaple 7.10 in the book of D.N. Gujarati; 'Greene4Table131'
        US yearly investment data as listed in the book of W. Greene, 'pr45'
        sales and durable goods data as used in the book of R.S. Pyndick and
        D.L. Rubinfeld.

    2005-03-02 fMultivar: B1-MatrixAddon
        Functions vec and vech have been added, that stack a matrix and the
        lower triangle matrix.

    2005-03-02 fBasics: HyperbolicDistribution
        Functions for the computation of the generalized hyperbolic distribution
        have been added: dgh, pgh, qgh, and rgh.

    2005-02-28 fSeries: GarchDistributions
        The three chapters C2-SkewNormalDistribution, C2-SkewNormalDistribution,
        C2-SkewGedDistribution have been merged to one, named C2-GarchDistributions.
        C5-GarchDistributionFits has thus been renamed to C5-GarchDistributionFits.

    2005-01-22 fBasics: HyperbolicDistribution
        Functions to compute probability, density, quantiles and to generate
        random deviates in 2nd, 3rd and 4th parameterization for the hyperbolic
        distribution have been added. Furthermore, functions have been
        implemented to compute the hyperbolic mode in all four parameterizations.

    2005-01-21 fBasics: StableDistribution
        Functions to compute probability, density, quantiles and to generate
        random deviates in "S1" and "S2" parameterizations for the stable
        distribution have been added. Furthermore, afunction have been
        implemented to compute the stable mode.

    2004-12-12 fMultivar: MatrixAddon
        A function to compute the exponential of a square matrix has been
        added.

    2004-11-17 fSeries: fMultivar
        The package 'fSeries' has become too "fat", so I partitioned it into
        twp parts: 'fSeries' and 'fMultivar'. The first part now holds functions
        for the analysis of time series including ARMA Modelling, GARCH
        Modelling and Hypothesis Testing, the second part holds now functions
        for time series anlaysis with regression methods and functions
        for the technical anlaysis including rolling analysis and benchmarks.

    2004-11-16 fBasics: B4-ClassicalTests/B5-StylizedFacts
        The script file "B4-ClassicalTests" has become too big, so we divided
        them into three new parts named "B4-TestsClass", "B5-OneSampleTests",
        and "B6-TwoSampleTests". The script file "B5-StylizedFacts" has been
        renamed "B7-StylizedFacts". This information is given for those who
        are interested in the source code and internal structure of the Rmetrics
        packages.

    2004-11-14 fBasics: ClassicalTests
        We made some changes on the classical test functions. We have
        introduced an S4 object of class "fHTEST" which describes the
        classical tests, we have added the usual arguments "title" and
        "description" to the argument list, and the output of the test
        now gives more information than the typical printing of R's S3
        object "htest".

    2004-11-13 fBasics: SPlusCompatibility
        These are R functions which we made available for SPlus, including
        - General Functions: strsplit, match.fun, cov, forwardsolve, %x%,
          data, NROW, NCOL, sd, nlm, optim, download.file.
        - Tests: bartlett.test, fligner.test, kruskal.test.
        These functions may be helpful for porting Rmetrics functions
        to SPlus.

    2004-11-11 fSeries: garchSim
        The function "garchSim" was not working properly when not all model
        parameters where explicitely specified in the argument list.
        Missing parameters are now added correctly. [Note, that the "garch"
        functions will be replaced soon by a new completely rewritten
        package in the near future.]

    2004-10-29 fExtremes: gpdFit
        The residual statistics and the information about threshold value
        and the number of exceedances have been added to the summary report.
        Now, beside numeric vectors also univariate time series objects
        are accepted as input arguments.

    2004-10-29 fExtremes: MdaPlots
        Now, beside numeric vectors also univariate time series objects
        are accepted as input arguments.

    2004-10-29 fExtremes: gevFit
        The residual statistics has been added to the summary report.
        Now, beside numeric vectors also univariate time series objects
        are accepted as input arguments.

    2004-10-29 fExtremes: gevglmFit
        The residual statistics has been added to the summary report.
        Now, beside numeric vectors also univariate time series objects
        are accepted as input arguments.

    2004-10-27 fExtremes: data/*
        The "bmw", "danish" and "siemens" data are now 2 column data frame
        objects with the first column as ISO-8601 character dates %Y-%m-%d
        and the second column as numeric values. Formerly they were numeric
        vectors with POSIX date attributes. Now these data records can
        easily be transformed to 'timeSeries' objects and used in the same
        way as under SPlus.

    2004-10-16 fOptions: xmpfOptions
        Bug removed. Internal function 'readf.fOptions00Index' corrected
        as '.readf.fOptions00Index'. Now the fOptions examples should work.

    2004-10-16 fOptions: BesselFunctions
        Modified Bessel Functions of the first and second kind for integer
        order together with their derivatives have been added. The functions
        are entirely written in S.

    2004-10-14 fOptions: EBMDistribution
        Examples have been added to the help file. In addition a bug was
        fixed: An internal used variable for the computation of the second
        derivative of the reciprocal Gamma and Johnson Type I distribution
        was missing.

        + many other smaller improvements and fixings ...

    ________________________________________________________________________________
    Rmetrics VERSION 200.10058

    2004-10-11 Rmetrics
        The new version is now proofed to be conform with R Version 2.0 for
        all its functions.

    2004-10-03 fSeries: ArmaStatistics
        The functions from the "ArmaStatisticts" collection have been merged
        with the collection of "ArmaModelling" functions.

    2004-10-01 Rmetrics:
        The naming of the source and manual page files follows now a unique
        naming convention.

    2004-09-27 fSeries: demo/funSeries
        Three new functions have been added to the "funSeries.R" file in the
        demo directory: "tslag" - computes lagged or leading vector/matrix
        of selected order(s), "pdl" - creates a regressor matrix for
        polynomial distributed lags, and "disaggregate" - disaggregates
        a vector or time series from low to high frequency.

    2004-09-21 fBasics: BasicStatistics
        All column and row statistics functions now allow for 'timeSeries'
        objects and any other 'rectangular' objects which can be transformed
        to a matrix as input.

    2004-09-19 fSeries: RollingAnalysis
        All rolling anslysis functions now allow for univariate 'timeSeries'
        objects and  any other objects which can be transformed to a vector
        as input.

    2004-09-19 fSeries: TseriesTests
        All test functions now allow for univariate 'timeSeries' objects and
        any other objects which can be transformed to a vector as input.

    2004-09-19 fBasics: DistributionFits
        All fitting functions now allow for univariate 'timeSeries' objects
        and any other objects which can be transformed to a vector as input.

    2004-09-19 fBasics: StylizedFacts
        All stylized facts functions now allow for univariate 'timeSeries'
        objects and any other objects which can be transformed to a vector
        as input.

    2004-09-19 fBasics: ClassicalTests
        All test functions now allow for univariate 'timeSeries' objects and
        any other objects which can be transformed to a vector as input.

    2004-09-18 fOptions: EBMDistributions, GammaFunctions, HypergeometricFunctions
        Three new Chapters have been introduced with functions to compute
        distributions, the error, gamma and related functions, and the
        confluent hypergeometric functions. These functions are useful in the
        field of Exponential Brownian Motion and for the valuation of
        Asian Options. The demo file "demo/funOptions.R" where the functions
        where originally listed is now obsolete.

    2004-09-14 fSeries: UnitrootDistribution
        Two functions to compute the cumulative probability, punitroot,
        and the quantiles, qunitroot, of the unit root test statistics
        have been added. The functions are based on the Fortran routine
        and the tables published by J.G. McKinnon 1988.

    2004-09-10 fSeries: black.ts.csv
        A data file which contains real monthly stock return data from January
        1978 to December 1987 which are constructed from Berndt's (1991)
        data set have been added.

    2004-09-10 fSeries: LongMemoryModelling
        Functions to simulate the long memory behaviour of an univariate
        time series process have been added. Inclided are Beran's,
        Durbin's, and Paxson's method to generate Fractional Gaussian
        Noise.

    2004-09-08 fSeries: klein.csv
        A data file which contains data for Klein's (1950) simple econometric
        model of the US economy has been added.

    2004-09-08 fSeries: xmpZWChapter03
        Demo files with examples from Chapter 3 of the book of Zivot and
        Wang "Modeling Financial Time Series with Splus" have been added.

    2004-09-03 fSeries: RollingAnalysis
        Caused by a typing error the function 'rollMean' failed when the
        argument 'trim' was set to FALSE. This has been corrected.

    2004-09-03 fSeries: EquationsModelling
        We have added functions to perform fits of systems of regression
        equations. The underlying functions are those from the contributed
        R-package 'systemfit' written by Jeff D. Hamann and Arne Henningsen.
        'systemfit' offers functions for fitting linear structural equations
        using Ordinary Least Squares (OLS), Weighted Least Squares (WLS),
        Seemingly Unrelated Regression (SUR), Two-Stage Least Squares (2SLS),
        Weighted Two-Stage Least Squares (W2SLS) or Three-Stage Least
        Squares (3SLS). The wrapper fullfills the naming conventions of
        Rmetrics, returns a S4 objects, and allows for 'timeSeries' objects
        as input. In addition a S-Plus like Finmetrics function 'SUR' is
        made available.

    2004-09-03 fSeries: xmpEqnsGreenfeld
        An example to estimate Grunfeld's Model Data with OLS and SUR was
        added. Different stock prices often move in the same direction at
        a given point in time. The SUR technique may provide more efficient
        estimates than OLS in this situation. The example was used by Zellner
        in his classic. 1962 paper on seemingly unrelated regressions.

    2004-09-03 fSeries: kmenta.csv
        A data file which contains partly contrived data from Kmenta (1986) has
        been added, constructed to illustrate estimation of a simultaneous
        equation models.

    2004-09-02 fBasics: HolidayCalendars
        The function 'fjulian' got a new argument 'swap' making the old
        one 'cc' obsolute. This change was inspired by the POSIX standard.
        'swap' is an integer value which determines when dates without
        the century specifications swap from the 19th to 20th century,
        by default the value is 20, i.e. we swap 1920.

    2004-09-02 fBasics: WebImport
        A new function named 'fredImport' has been added which allows for
        downloading daily financial market data from the St. Louis FED.
        The import functions got a new argument 'sep' which allows to
        specify the field separator in the data file, usually an Excel
        *.csv file. The default is a semicolon.

    2004-08-05 fSeries: DESCRIPTION
        The package 'modreg' has been merged into 'stats', so we have
        removed it from the dependency list in the description file.
        This caused for Mac OSX operated system a failure.

    2004-08-05 fSeries: surex1.ts.csv
        A data file has been added which contains monthly sampled exchange
        rate spot returns and forward premium data ranging from March 1976 to
        June 1996 for the following currencies: USD vs. CAD, DEM, FFR, ITL,
        JPY and GBP.

    2004-07-07 fSeries: nelsonplosser.csv
        The Nelson-Plosser data set containing the fourteen US economic time
        series used by Nelson and Plosser in their seminal paper has been added.

    2004-07-07 fSeries: xmpAparchModelling
        The four demos "xmpAparchInnovations", "xmpAparchSimulation",
        "xmpAparchEstimation", and "xmpAparchNYSERES" have been merged
        to one new demo named "xmpAparchModelling" to reduce a little bit
        the large number of example files.

    2004-07-07 fSeries: xmpArmaModelling
        The two demos "xmpArmaAnalysis", and "xmpArmaModelling", have been
        merged to one new demo named "xmpArmaModelling" to reduce a little
        bit the large number of example files.

    2004-07-07 fBasics: xmpImportInternet
        The three demos "xmpImportYahoo", "xmpImportEconomagics", and
        "xmpImportForecasts"  have been merged to one new demo named
        "xmpImportInternet" to reduce a little bit the large number of
        example files.

    2004-07-07 fBasics: xmpXtsBusinessTime
        The four demos "xmpXtsDailyWeeklyHists", "xmpXtsInterpolation",
        "xmpXtsDeSeasonalization", and "xmpXtsDeVolatilization" have been
        merged to one new demo named "xmpXtsBusinessTime" to reduce a
        little bit the large number of example files.

        + many other smaller improvements and fixings ...

    ________________________________________________________________________________
    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 for 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 ...

    ________________________________________________________________________________
    fBasics VERSION 1090.10056

    2004-06-13 fbasics
        Some minor internal updates have been made to Rmetrics, now
        coming with version number 190.10056

    ________________________________________________________________________________
    Rmetrics VERSION 1090.10055

    2004-06-13 Rmetrics
        The new version should be compiled out of the box on MS Windows
        Linux, and Mac OSX Platforms. I tested it under Windows XP and
        Debian Linux, and OSX. Binary packages for MS Windows and Source
        packages can be found on www.rmetrics.org.

    2004-06-11 fSeries/demo
        A new demo named "xmpSeriesFilter.R" has been added which discusses
        time series filters under R and which implements a R function for
        the Hodrick-Prescott filter.

    2004-06-11 fBasics/demo
        The three demo files "xmpCor*.R", dealing with autocorrelations,
        the Taylor effect and the long memory behaviour of the NYSE
        Composite have been merged into one demo file.

    2004-06-11 fBasics/demo
        A new demo file named "xmpCalChron.R" has been added which shows
        how to manage chronological objects from R's contributed "chron"
        package. The topics include, generation of objects, representation
        of objects, mathematical operations, and object transformations.

    2004-06-11 fBasics/demo
        A new demo file named "xmpCalPosix.R" has been added which shows
        how to manage POSIXt objects from R's "base" package. The topics
        include, generation of objects, representation of objects, mathematical
        operations, and object transformations.

    2004-06-09 fSeries/demo
        A new demo file named "xmpChaosMaps.R" has been added which shows
        how to write R functions which generate chaotic time series models.
        The functions are: "henonSim" simulates data from Henon Map, "ikedaSim"
        from the "Ikeda Map", "logisticSim" from Logistic Map, "lorentzSim"
        from the Lorentz Map, and "roesslerSim, from the Roessler Map.

    2004-06-08 fBasics/src
        Thanks to James McCulloch the Builtin Fortran program named
        "fBasics-symstb.f" which is called by the functions "dsymstb" and
        "psymstb" is now under the GNU  GPL license.

    2004-06-08 fBasics/src
        Thanks to Tierry Terneau the Builtin C program named "DATE-char_date.c"
        which is called by the function "fjulian" is now under the GNU GPL
        license.

    2004-06-08 fBasics/R
        The function "alignDailySeries" has been extended to handle
        multivariate time series objects.

    2004-06-08 fBasics/R
        New test functions for testing normality have been added. This
        includes as Builtin functions the functions from R's contributed
        package "nortest" and a function for the D'Agostina normal test.

        + many other smaller improvements and fixings ...

    ________________________________________________________________________________
    Rmetrics VERSION 1090.10054

    2004-06-07 Rmetrics
        The new version should be compiled out of the box both on MS
        Windows and Linux Platforms. I tested it under Windows XP and
        Debian Linux. Binary packages and Source packages can be found
        on www.Rmetrics.org.

    2004-06-07 fBasics/demo/xmpDistDFssd.R
        Demo file added which demonstrates how to estimate probability
        densities using smoothing spline ANOVA models with cubic spline,
        linear spline, or thin-plate spline marginals for numerical
        variables.

    2004-06-07 fBasics/demo/xmpDistDFecfd.R
        Demo File added which demonstrates how to compute or plot an
        empirical cumulative distribution function.

    2004-06-07 fSeries/data/dem2gbp.csv
        Benchmark data file for GARCH modeling added.

    2004-06-07 fSeries/demo/xmpRollingAnalysis.R
        Demo file added which implements two functions computing a Simple
        Moving Average "SMA" and an Exponential Moving Average "EWMA"
        which can be used together with the book "Modelling Financial
        Time Series with SPlus" written by E. Zivot and J. Wang.

    2004-06-07 fSeries/deno/xmpRegOLS.R
        Demo file added which implements a simple OLS function which can
        be used together with the book "Modelling Financial Time Series
        with SPlus" written by E. Zivot and J. Wang.

    2004-06-07 fSeries/demo/xmpMatrixAddonNA.R
        Demo file added which demonstates how to manage missing
        values in a matrix object. Included are functions to remove,
        to substitute, to interpolate and to impute missing values.

    2004-06-07 fSeries/demo/xmpGarchOx.R
        Demo file which demonstrates how to interface R with the
        GarchOx package running under Ox. Note, Ox and GarchOx are
        not part of this distribution.

    2004-06-07 fSeries/demo/xmpChaosMaps.R
        Demo file added which demonstrates how to generate some chaotic
        time series models. These include the Henon map, the Ikeda Map,
        the Logistic map, the Lorenz map and the Roessler Map.

    2004-06-07 fExtremes/demo/xmpEDAlargenumPlot.R
        Demo file added with two R functions "sllnPlot" and "lilPlot"
        where the first verifies Kolmogorov's Strong Law of Large
        Numbers and the second verifies Hartman-Wintner's Law of the
        iterated logarithm.

    2004-06-07 fExtremes/demo/xmpDISTmoments.R
        Demo file added with two R functions "gevMoments" and
        "gpdMoments" which compute true mean and variance for the
        Generalized Extreme Value distribution and for the
        Generalized Pareto distribution.

    2004-06-07 fOptions/demo/xmpTREEtrinomialOption.R
        Demo file added which shows how to write a function to compute
        the call and put price of an European or American style option
        using a trinomial tree approach.

        + many other smaller improvements and fixings ...

    ________________________________________________________________________________
    Rmetrics VERSION 1090.10053

    2004-06-04 fBasics/demo/xmpZW-Chapter-2.R
        Demo files added with examples from Chapter 2 of the book
        of Zivot and Wang "Modeling Financial Time Series with Splus".

    2004-06-04 Rmetrics
        Code parts from contributed packages are now integrated as
        BUILTIN functions (invisible for the user). That makes
        Rmetrics running out of the box on an R default installation
        and allows for a better unit testing.

    2004-06-03 Rmetrics
        Rmetrics goes unit testing. I decided to use the RUnit package
        for unit testing under Rmetrics.

    2004-06-03 fBasics
        Internal GNU Ical time/date concept improved, so that timeDate
        operations become faster and now also run under Debian Linux.

    2004-06-03 fExtremes/fOptions
        are now running out of the box under Debian Linux.

    2004-06-02 Rmetrics
        All keywords in the help pages have been replaced with R's
        standardized keywords from the KEYWORD.db Database.

    2004-06-02 fSeries
        New functions have been added supporting "Matrix Arithmetics
        and Linear Algebra". The help page summarizes selected functions
        available under R and addititional functions are documented
        which have been added by Rmetrics.

    2004-05-01 fBasics
        The Fortran Code for the hyperbolic distribution "hyp" has been
        withdrawn and is now replaced by pur R code. The Random number
        Generator implements "rhyperb" from R's "HyperbolicDist" package
        written by David Scott.

    2004-05-29 fBasics
        The "timeDate" and "timeSeries" classes have been added to
        the Rmetrics "fBasics" package. Also available are examples
        from Chapter 2 for the book "Modelling Financial Time Series
        with SPlus" written E. Zivot and J. Wang.

    2004-05-28 Rmetrics
        MS Windows specific features have been removed from the packages.
        This is a precondition to build the packages in the future also
        under Linux and Mac OSX.

    2004-05-19 Rmetrics
        readline() function in examples replaced by xmp* functions which
        allow for an optional interactive prompt, so that R CMD CHECK no
        longer fails when the examples ask for a prompt.

    2004-05-03 fBasics
        Installer and Updater "menu" added for installing and updating
        packages from the "Rmetrics" server, (MS Windows only).

    2004-04-29 fBasics
        webImport: The functions "economagicImport" and "yahooImport" got
        a new argument named "try" for testing the Internet connection.
        So the program doesn't fail any longer if the Internet is down.

    ________________________________________________________________________________
    Rmetrics VERSION 1081

    2004-04-22 fOptions
        Two new functions added for valution of options by the binomial
        tree method. These are: "JRBinomialTreeOption" and
        "TIANBinomialTreeOption".

    2004-04-21 fExtremes
        All "*Fit" functions which the parameter estimation functions
        from the "evir" and "ismev" packages have now a common print,
        plot and summary S3 method which deliver their output in the
        same form.

    2004-03-21 fExtremes
        A new function "interactivePlot" was added which allows for
        plots in different ways by an argument named "which". If which
        is a character string named "all" all plots are created, if
        which is a logical vector of the length of the number of plots,
        those plots are created which elements of this vector set "TRUE",
        or if which a a character string named named "ask" the plots
        interact with their user.

    2004-02-14 fOptions
        New functions have been added for the valuation of options
        by Monte Carlo simulations. These are: "wienerPath",
        "plainVanillaPayoff", "arithmeticAsianPayoff", and
        "MonteCarloOption".

    2004-01-29 fBasics
        data: "*.csv" data files have now as delimiter a semicaolon
        instead of a comma, thus we use R's default for *.csv files.

    2004-01-29 fBasics
        "print.coefmat" was deprecated in R's Version 1.8.1, thus we
        have it replaced by the current function "printCoefmat".

    2004-01-29 fBasics
        "yahooImport" was updated due to format changes.

    2004-01-29 fBasics
        "skewness" now support as input data.frame and POSIX objects.
        New methods
          skewness.default(), skewness.data.frame(),
          skewness.POSIXct() and skewness.POSIXlt()
        were added.

    2004-01-29 fBasics
        "kurtosis" now support as input data.frame and POSIX objects.
        New methods
          kurtosis.default(), kurtosis.data.frame()
          kurtosis.POSIXct() and kurtosis.POSIXlt()
        were added.

    2004-01-29 fSeries
        "regFit" has now S4 print, plot, summary and predict methods.
        All methods are now integrated in one function with argument
        "method" for selection.

    2004-01-29 fSeries
        "lmTest" has now integrated all tests in one functions with
        argument "method" for selection. The individual functions can
        be used through the underlying "lmtest" package.

    2004-01-29 fSeries
        The collection "technicalAnalysis" was devided into two
        collections, the first is still "technicalAnalysis", the
        added one is named "benchmarkAnalysis".

    2004-01-23 fBasics
        "src/chardate.c" removed, now using R-package "date"