Version: 1.3
Date: 2022-04-18
Category: Just changes for CRAN conformance
Text:

Version: 1.02
Date: 2014-03-09
Category: NEW FEATURES
Text: The 'slideWeight' function is added.  This creates a vector
        suitable to use as time weights -- for example, the 'weights'
        argument to 'var.shrink.eqcor' or 'factor.model.stat'.

Version: 1.02
Date: 2014-03-09
Category: NON-BACKWARD COMPATIBLE
Text: if in 'factor.model.stat' the 'constant.returns.okay' argument is
        'TRUE', then any columns with constant values now get a
        variance of zero rather than the default variance for an all
        missing column.  The previous behavior could arguably be
        considered a bug.

Version: 1.02
Date: 2014-03-09
Category: CHANGES
Text: the default value of 'tol' in 'var.shrink.eqcor' is now 1e-4
        instead of 1e-3.  This is still a guess, but it seems to be a
        better guess.

Version: 1.02
Date: 2014-03-09
Category: CHANGES
Text: equal time weights can be specified with 'weight=NULL' in
        'factor.model.stat' and 'var.shrink.eqcor'.

Version: 1.02
Date: 2014-03-09
Category: CHANGES
Text: 'cumulative.variance.fraction' is a new component of the result
        of 'factor.model.stat' when its output is the factor model.

Version: 1.02
Date: 2014-03-09
Category: CHANGES
Text: 'constant.names' is a new component of the result of
        'factor.model.stat' when its output is the factor model.

Version: 1.02
Date: 2014-03-09
Category: BUG FIXES
Text: The 'x' in 'factor.model.stat' is immediately coerced with
        'as.matrix' to avoid subsetting problems with some data types,
        'timeSeries' for instance.

Version: 1.02
Date: 2014-03-09
Category: BUG FIXES
Text: A second attempt is made with 'svd' inside 'factor.model.stat' if
        the first attempt fails to converge.  It also does a sanity
        check on the result of 'svd'.

Version: 1.01
Date: 2012-02-12
Category: NEW FEATURES
Text: The 'threeDarr' function is added.  This creates
        three-dimensional arrays out of matrices.

Version: 1.01
Date: 2012-02-12
Category: CHANGES
Text: 'var.shrink.eqcor' and 'factor.model.stat' have a new argument
        'verbose' that controls whether some warnings are given.  Both
        functions can warn if there are no negative values in the input
        'x' -- an indication in finance that prices rather than returns
        are given.  Warnings in 'factor.model.stat' about constant
        columns in 'x' and negative specific variances are also
        controlled.

Version: 1.01
Date: 2012-02-12
Category: CHANGES
Text: 'var.add.benchmark' has a new argument 'sum.to.one' that allows a
        "benchmark" to have weights that sum to something other than
        one.  An example is to give portfolio weights minus benchmark
        weights.

Version: 1.01
Date: 2012-02-12
Category: BUG FIXES
Text: (none)