dagotest() was returning NaN for the value of the
test statistic based on kurtosis when the argument of a cube root was
negative. Reported by Cameron Willden who suggested the fix.
the name of the first column of dataset msft.dat is
not mangled any more (it was “X.Y..m..d” and now is “%Y-%m-%d”, as in
the input file). the rest of the dataset is as before. The file from
which the dataset is created is now taken from an identical file in
package timeSeries.
the show methods for classes fHTEST and
fDISTFIT no longer print ‘Description:’ when slot
description = "".
many fitting functions, e.g., nFit, were
inadvertently ignoring argument description by using
description = description() instead of
description = description in the call to when creating
the return value.
correlationTest, pearsonTest,
spearmanTest, kendallTest,
ks2Test, scaleTest, varianceTest,
and locationTest now set slot description of
the result to "" by default. Previously they were setting
it to the current date/time, with the consequence that the functions
gave different objects at each run. Use
description = date() in the call if you want the date.
Similarly for ksnormTest, shapiroTest,
jarqueberaTest, dagoTest,
normalTest, adTest, cvmTest,
lillieTest, pchiTest, sfTest,
jbTest, nFit, tFit,
stableFit, and many others, which had default setting
description = description().
fixed CRAN warnings about a function declaration without a prototype, which is deprecated by modern C compilers.
further updates and improvements to the documentation.
website built with pkgdown is now linked to in file
DESCRIPTION.
new maintainer: Georgi N. Boshnakov.
in DESCRIPTION, moved timeDate and
timeSeries from Depends: to
Imports:. This necessitated changes in the examples and
unit tests to get them run smoothly. The implications for end users and
developers are discussed in separate sections below.
in NAMESPACE, now export selectively rather than with a generic
pattern. No longer export symbols starting with a dot. Reexported some
functions that can reasonably be expected when fBasics is
attached (the list of such functions can be adjusted).
tidied up the documentation somewhat. There is now a
_pkgdown file with the functions in the package organised
by topic. Run pkgdown::build_site() on the source directory
(or unpacked tarball) to build the site locally.
removed .HedgeFund1 and .HedgeFund2 -
they were just used to build the dataset
HedgeFund.
The changes are aimed at making the package easier to manage and reduce the side effects for users from attaching it.
Since packages timeDate and timeSeries
are no longer attached by library(fBasics), users may need
to attach them explicitly, if they use functions from them directly.
That said, some functions from timeDate and
timeSeries are reexported by fBasics, so most
users may not even notice any change.
Undocumented functions (mostly starting with a dot, ‘.’) are no longer exported. If you believe that a non-exported and undocumented function should be exported, please open a bug report, giving your reasons.
The notes for users apply to developers, as well. In addition:
fBasics. Please
consider using documented equivalents, if possible. Alternatively, let
us know that they are useful, so that we can document them.See file ChangeLog for changes before 4021.92.