NEWS

---

quarks 1.1.4 (2024-06-08)

• updated data sets
• fixed some minor bugs

quarks 1.1.3 (2022-08-31)

• added an application to download data from Yahoo Finance
• fixed a bug in 'cvgtest.R'

quarks 1.1.2 (2022-06-20)

• added argument 'conflvl' to 'cvgtest.R' in order to set the significance level for hypothesis testing

quarks 1.1.1 (2022-06-13)

• slightly adjusted print method for 'cvgtest.R'

quarks 1.1.0 (2022-03-30)

• implemented 4 new functions which enable the user to apply various backtesting methods

quarks 1.0.11 (2022-01-09)

• slightly adjusted plot method (added a grid)
• updated data sets
• changed name of 'DAX30' to 'DAX' due to the recent extension of the German Stock Market Index

quarks 1.0.10 (2021-11-21)

• added a print method for 'quarks'

quarks 1.0.9 (2021-09-06)

• fixed a bug in 'hs.R'

quarks 1.0.8 (2021-09-02)

• fixed a bug which caused an error in 'vwhs.R' and 'fhs.R'

quarks 1.0.7 (2021-09-02)

• changed output value of 'hs.R', 'vwhs.R' and 'fhs.R'
• modified 'plot.quarks.R'; main title and axis labels can now be adjusted manually
• added five financial time series data sets

quarks 1.0.6 (2021-04-25)

• changed default of coverage level (p) from 0.95 to 0.975
• implemented 'fhs.R', enabling filtered historical simulation
• implemented volatility estimation with GARCH-type models by means of the 'rugarch' package

quarks 1.0.5 (2021-03-01)

• slightly changed example for 'rollcast.R'
• fixed a bug which caused a warning if argument 'method' in 'rollcast.R' was set on default

quarks 1.0.4 (2021-02-21)

• slightly adapted 'hs.R', 'vwhs.R' and 'rollcast.R'
• modified ES-calculation for age-weighted historical simulation

quarks 1.0.3 (2021-02-20)

• slightly adjusted README
• modified 'plot.quarks.R'

quarks 1.0.2 (2021-02-20)

• fixed a minor bug in 'hs.R'
• minor adjustments in the README were made

quarks 1.0.1 (2021-02-18)

• adjusted example in the README file
• minor adjustments in the documentation were made