NEWS
intrinsicFRP 2.1.0 (2024-04-15)
- Function
SDFCoefficients added.
- Function
FGXFactorsTest added.
intrinsicFRP 2.0.0 (2023-11-30)
- Function
HJMisspecificationTest adapted to the use of excess returns.
- Function
IterativeKleibergenPaap2006BetaRankTest added.
- Function
GKRFactorScreening added.
- Function
HACcovariance added.
- Function
HJMisspecificationTest extended and renamed HJMisspecificationDistance.
intrinsicFRP 1.0.0 (2023-09-18)
- Function
IFRP extended and renamed TFRP.
- Function
OptimalAdaptiveIFRP extended and renamed OracleTFRP.
- Function
AdaptiveIFRP deleted.
- Function
ChenFang2019BetaRankTest added.
- Function
HJMisspecificationTest added.
intrinsicFRP 0.1.0 (2023-05-15)
- (15/05/2023) Version 0.1.0 published on CRAN (The Comprehensive R Archive Network).
intrinsicFRP 0.0.1
- Added a
NEWS.md file to track changes to the package.