| Add warning that repo has moved to .onAttach() |
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over 7 years ago
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| Add option, examples for user specified factor cov and Normal VaR and ES |
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over 8 years ago
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| Updated fmVaRDecomp to include normal VaR, user defined factor cov |
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over 8 years ago
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| Option for user specified factor cov in fmCov and fmSdDecomp |
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over 8 years ago
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| Updated plot.sfm to display fitted parameters on plot |
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over 8 years ago
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| Fixed bug in z.score functionality in fitFfm |
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over 8 years ago
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| Fixed bug in predict methods |
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over 8 years ago
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| Updated predict methods for fitFfm and fitTsfm |
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over 8 years ago
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| Renamed zScore function in fitFfm |
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over 8 years ago
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| Fixed typo in fitted.ffm |
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over 8 years ago
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| first version |
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over 8 years ago
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| * New plotting parameter: 'yaxis.pct' (logical) forces the Y axis |
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over 8 years ago
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| Adding FFM method to fmVaRDecomp |
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almost 9 years ago
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| Updated package help manual |
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almost 9 years ago
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| Updated risk decompostion functions |
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almost 9 years ago
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| Add option to compute parametric VaR decomposition |
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almost 9 years ago
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| Add fmSdDecomp method for fitFfm |
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almost 9 years ago
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| Adding summary and fmCov methods for fitFfm |
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almost 9 years ago
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| Display fitted normal and skew-t parameters in the plots for residual distribution |
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almost 9 years ago
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| Catch error and return original series if sd=0 |
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almost 9 years ago
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| Add reasonableness check for non-finite ES |
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almost 9 years ago
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| Standardized skewness/kurtosis = zero if sd = zero |
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almost 9 years ago
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| Fixed bugs in plot.tsfm and fitFfm. Updated documentation (Roxygen upgrade) |
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almost 9 years ago
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| - remove DesignThoughts.Rnw, most of this functionality is already implemented, and the rest is covered in other documention, thanks to Evelyn Mitchell for the reminder. |
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about 9 years ago
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| - added normalization in units of std dev |
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about 9 years ago
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| version changed |
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about 9 years ago
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| [no comment] |
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about 9 years ago
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| Removed a file as it had problem with new version of testthat |
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about 9 years ago
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| - fix typo in HurstIndex documentation. |
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about 9 years ago
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| - update after bugfix https://github.com/klutometis/roxygen/issues/406 in roxygen2 |
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about 9 years ago
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