Enrico Schumann
2021-Oct-20 16:05 UTC
[R] [R-pkgs] NMOF 2.5-0 (Numerical Methods and Optimization in Finance)
Dear all, version 2.5-0 of package NMOF is on CRAN now. (Incidentally, today is 20 October 2021, which marks the 10th anniversary of NMOF on CRAN.) NMOF stands for 'Numerical Methods and Optimization in Finance', and it accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann.[1] Since the last announcement on this list, functionality has been added to the package, e.g. for computing minimum-CVaR and tracking portfolios, or downloading IPO data. See the NEWS file [2] for all changes. The documentation has also been expanded. Comments/corrections/remarks/suggestions are -- as always -- very welcome; please send them to the maintainer (me) directly. Kind regards Enrico [1] http://enricoschumann.net/NMOF.htm [2] https://gitlab.com/NMOF/NMOF/-/blob/master/NEWS -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages