R help - Oct 2017 - NMOF 1.2-2 (Numerical Methods and Optimization in Finance)

Dear all,

version 1.2-2 of package NMOF is on CRAN now.

NMOF stands for 'Numerical Methods and Optimization
in Finance'. The package provides R code and datasets
for the book with the same name, written by Manfred
Gilli, Dietmar Maringer and Enrico Schumann, published
by Elsevier/Academic Press in 2011.

The package has finally crossed the 1.0 line: It is
10 years since the development of NMOF began, and many
of the functions -- notably those for optimization --
have been in continuous use since then. That implies
a certain maturity, and so it was time to upgrade
the version to 1.0 (and beyond already).

Since my last announcement on this list [1], a number
of functions have been added to the package:
'SAopt' (Simulated Annealing), 'CPPIgap' (portfolio
insurance), 'minvar' (computation of minimum-variance
portfolios), and more. See the NEWS file [2] and the
ChangeLog [3] for all details.

Many of the new functions are described, with
examples, in the Manual [4].


Kind regards
     Enrico


[1] https://stat.ethz.ch/pipermail/r-packages/2016/001510.html
[2] https://github.com/enricoschumann/NMOF/blob/master/NEWS
[3] https://github.com/enricoschumann/NMOF/blob/master/ChangeLog
[4] http://enricoschumann.net/NMOF.htm#NMOFmanual


-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net