v0.40-0  (2016-10-20)

  o new function 'xtTickValue', which computes the tick
    value for of Australian government-bond futures

v0.39-0  (2016-09-30)

  o new function 'xtContractValue', for computing
    contract values of Australian government-bond
    futures

v0.38-0  (2016-09-03)

  o fixed: LSopt did not switch off 'printBar' in cases
    when 'printDetail > 1'
  
  o updates to documentation of LSopt/TAopt

v0.37-6  (2016-08-27)

  o fixed: 'gbb' failed when only a single path was to
    be computed

v0.37-5  (2016-08-23)

  o gbm: add fanplot example

v0.37-4  (2016-07-12)

  o fixed: 'DEopt' did not work for univariate
    optimisation models. (Thanks to Torsten von
    Bartenwerffer for reporting.)

v0.37-3  (2016-07-06)

  o TAopt: new option 'OF.target', which lets the
    algorithm stop when a desired objective-function
    value is reached

v0.37-2  (2016-06-08)

  o TA.info: the best solution ('xbest') is now also
    provided

v0.37-1  (2016-05-24)

  o new test function 'tfEggholder'

v0.37-0  (2016-04-11)

  o TAopt: experimental/rudimentary plot and print
    methods. The methods are invoked if 'algo$classify'
    is TRUE (default is FALSE in order to keep old
    behaviour)

  o there is now a public Git repository at
    https://github.com/enricoschumann/NMOF

v0.36-5  (2016-04-07)

  o repairMatrix: new argument 'eps', which specifies
    the replacement value for negative eigenvalues

v0.36-4  (2015-11-18)

  o bracketing: the resulting matrix's columns are
    named 'lower' and 'upper'

v0.36-3  (2015-11-09)

  o restartOpt: when 'cl' is specified and 'method' is
    identical to 'loop', the function will now issue a
    warning before changing method to 'snow'

v0.36-2  (2015-10-16)

  o functions from packages other than 'base' are now
    explicity imported: 'grDevices', 'graphics',
    'stats', 'utils'

v0.36-1  (2015-07-22)

  o TAopt: more informative error message when
    objective function evaluates to NA during
    computation of thresholds

v0.36-0  (2015-06-23)

  o experimental: new function 'LS.info' for accessing
    information during optimisation run (eg, current
    iteration)

v0.35-1  (2015-06-04)

  o small correction in parameter description in
    'callMerton' (suggested by Laurs Leth)

v0.35-0  (2015-05-12)

  o new function 'pm' for computing partial moments

v0.34-2  (2015-05-05)

  o fixed: 'DEopt' did not properly handle the
    'minmaxConstr' option, which could result in
    solutions that violated the box constraints.
    (Thanks to David Ashear for reporting.)

v0.34-1  (2015-02-03)

  o no user-visible changes (see ChangeLog for non-visible changes)

v0.34-0  (2014-10-23)

  o Functions such as 'mclapply' from package 'parallel' are imported;
    'parallel' is no longer attached when these functions are used
    (ie, the package is not added to the user's search path).  [Please
    note that the CRAN version of NMOF has required R (>= 2.14) for
    some time now, and since that R-version package 'parallel' has
    been available anyway.]

  o report 'Distributed computations with the NMOF package' was
    updated

v0.33-0  (2014-08-22)

  o updates in documentation and vignettes

v0.32-1  (2014-08-14)

  o argument 'offset' in 'ytm' can be a vector (that worked before as
    well, but is now documented)

  o several small updates in documentation

v0.32-0  (2014-03-26)

  o new function 'colSubset'

  o experimental: new function 'TA.info' for accessing information
    during optimisation run (eg, current iteration)

  o rewrote example in 'Asset selection with Local Search'

v0.31-2  (2014-02-21)

  o various small updates in documentation and vignettes (eg,
    links to mailing lists)

v0.31-1  (2013-12-31)

  o expanded vignette 'Overview of the NMOF package'

v0.31-0  (2013-12-27)

  o new function 'callMerton' for European calls under Merton's
    jump--diffusion model

  o new vignette 'Overview of the NMOF package'

  o smaller changes/updates in documentation

v0.30-0  (2013-11-18)

  o new function 'duration'

v0.29-2  (2013-11-02)

  o function 'ytm' has an argument 'offset' now; see ?ytm for examples

v0.29-1  (2013-10-31)

  o function 'ytm' is slightly faster now

  o small additions to documentation

v0.29-0  (2013-10-13)

  o added function 'drawdown'

  o Code examples in subdirectory 'NMOFex' (manual)
    updated.

  o small updates in documentation

v0.28-2  (2013-09-04)

  o vignettes are now all placed in vignettes, again [see NEWS entries
    v0.27-5 (2013-04-26) and v0.26-0 (2012-09-19)]; small changes in
    vignettes

v0.28-1  (2013-07-22)

  o 'snow' was removed from 'Suggested'.  Whenever distribution of
    computations is done via method 'snow', package 'parallel' is now
    used.  Note that this is currently experimental and little-tested;
    feedback is thus much appreciated.

  o in 'callHestoncf' and 'callCF', the upper integration limit is now
    'Inf' (suggested by Wolfgang H\"ormann).  This may make it easier
    to compare different numerical implementations (but accuracy with
    the old cutoff value was sufficient: numeric differences in prices
    are of the order of a few hundredths of one cent).

v0.28-0  (2013-06-08)

  o 'multicore' was removed from the 'Suggested' packages. (Package
    'parallel' had already been used -- if possible -- since version
    0.25-6; see the NEWS entry.)

  o the package now 'Depends' on R version >= 2.14 (because of
    'parallel')

  o new functions 'gbm' and 'gbb' added (geometric Brownian
    motion/bridge)

v0.27-5  (2013-04-26)

  o since vignettes are built offline, the number of restarts was
    increased again; cf. NEWS entry for v0.26-0  (2012-09-19)

  o fixed a small error in help page for 'vanillaBond'

  o internal changes in option pricing functions; more tests added for
    dividend handling

v0.27-4  (2013-04-22)
 
  o function 'putCallParity' added

  o for 'vanillaOptionEuropean', a parameter 'vol' can be passed via
    '...' (which is translated into 'v' by squaring and ignored if 'v'
    is already specified)

  o a few internal changes and doc changes

v0.27-3  (2013-01-04)
 
  o Experimental: 'vanillaOptionEuropean' has arguments 'model' 
    (default is NULL which corresponds to Black-Scholes-Merton) 
    and '...'. This allows to pass other models; for 
    example, 'heston'. With 'greeks' set to TRUE, the function
    also returns (some) derivatives. More will be added over 
    time, so the results should be extracted by name, not by 
    position (eg, x[["delta"]], but not x[[2L]]). 
    (Adding derivatives for non-BSM models was suggested by
    Nitesh Kumar.)

v0.27-2  (2013-01-03)
 
  o Small corrections in docs for 'ytm' and 
    'vanillaOptionEuropean'.

v0.27-1  (2013-01-02)
 
  o Added functions 'ytm' and 'vanillaBond': compute 
    yield-to-maturity and price of plain-vanilla bond.

v0.27-0  (2012-11-29)
 
  o Function 'qTable' has new arguments 'funs', 'tabular.format'
    and 'skip'; see vignette 'qTableEx' and ?qTable. 
    The function now (correctly) adds more space at the end of
    the tabular (unless 'skip' is FALSE, which corresponds to the 
    previous behaviour).

v0.26-4  (2012-11-14)
 
  o Minor changes in documentation and examples.

  o Code examples in subdirectory 'NMOFex' (manual)
    updated.

v0.26-3  (2012-10-25)
 
  o Important: all option pricing functions that return lists of
    named elements (callCF, vanillaOptionE/A, callHestoncf) 
    now call the theoretical option value just 'value'. Before, 
    they returned 'price' or 'callPrice', which could be confusing
    for instance in case of implied vol calculations.

  o DEopt, GAopt and PSopt now also return the initial populations
    (but only if 'algo$storeSolutions' is TRUE)

  o More unit tests added.

v0.26-2  (2012-10-23)

  o Changes in documentation and unit tests.

v0.26-1  (2012-10-12)

  o Small changes in documentation (option pricing
    functions).

  o Code examples in subdirectory 'NMOFex' (manual)
    updated.

v0.26-0  (2012-09-19)

  o Vignettes (except for one) are now built offline
    to reduce build/check time for R-Forge/CRAN.
    (As suggested by Kasper Daniel Hansen in this post:
    https://stat.ethz.ch/pipermail/r-devel/2012-September/064810.html )

  o Small changes in documentation.

v0.25-9  (2012-09-19)

  o Added functions 'vanillaOptionEuropean',
    'VanillaOptionAmerican' and 'vanillaOptionImpliedVol'.

  o Test files have been reorganised (there are now about
    700 unit tests; they all can be run from
    /unitTests/runTests.R).

  o New maintainer e-mail address.

v0.25-8  (2012-08-28)

  o all opt-functions now return 'initial.state' (which is
    the value of '.Random.seed' when the function is
    called). All the warnings of '?Random' apply (in
    particular, see section 'Note'); the preferred way
    is still to set a seed explicitly with 'set.seed'.

v0.25-7  (2012-08-17)

  o minor internal changes (the only visible update are small
    changes in some of the examples)

v0.25-6  (2012-08-07)

  o Package 'parallel' is now suggested. In functions gridSearch,
    restartOpt, bracket: with method 'multicore' the functions
    first check if package 'parallel' is available; if not, they
    look for package 'multicore'

  o 'restartOpt' has a new argument 'best.only': if TRUE,
    only the best run is reported. Default is FALSE.

v0.25-5  (2012-07-20)

  o Added checks in DEopt that vectorised functions
    return objects of correct size (will be added to PSopt
    and GAopt as well).

  o Removed NEWS.Rd (NEWS now back to plain text).

v0.25-4  (2012-07-03)

  o Added checks on the parameters for 'callCF'; added
    new arguments 'uniroot.control', which allows to pass
    the settings for 'uniroot' (to compute implied vol),
    and 'uniroot.info'.
    (Computation of implied vol would fail when spot equalled
    strike and r equalled q; thanks to Douglas McLean for
    reporting this case.)

v0.25-3  (2012-06-22)

  o Small changes in the vignettes (mostly layout).

  o Code examples in subdirectory 'NMOFex' updated.

v0.25-2  (2012-06-17)

  o Small changes in the vignettes (mostly layout).

  o In 'TAopt', 'LSopt': if 'x0' is not a function, it is
    initialised with 'eval(x0)'; thus, it can be an expression.

  o Several minor internal changes.

v0.25-1  (2012-05-22)

  o Edited some of the examples in the documentation; minor
    modifications in docs.

  o Code examples in subdirectory 'NMOFex' updated.

v0.25-0  (2012-04-20)

  o All the R-code examples from the book are now available
    in the package through function 'showExample'; eg,
    'showExample("equations.R")'
    (The scripts are stored in subdirectory 'book'.)

  o A first draft of the 'NMOF Manual' is available from
    http://enricoschumann.net/NMOF.htm . The manual's code
    examples are collected in file 'NMOFman.R' (in subdirectory
    'NMOFex'). The manual supersedes 'Examples and Extensions for
    the NMOF package'.

  o The tests on specific TA applications (minimum variance,
    tangency portfolio) have been removed; the code was added to
    the manual.

v0.24-1  (2012-04-16)

  o Small changes in vignettes.

  o Re-organised existing/added new unit tests.

v0.24-0  (2012-04-11)

  o Added function 'resampleC': allows to sample with replacement from
    arbitrary numeric vectors (ie, samples) and making the samples (rank)
    correlated.

  o 'DEopt' and 'PSopt' now have an argument 'algo$minmaxConstr'. If
    TRUE, 'algo$min' and 'algo$max' are become constraints. These
    constraints are implemented through an internal repair function that
    is called before any user-defined repair function.

v0.23-3  (2012-03-25)

  o fixed: 'restartOpt' could not take an argument named 'X'
    via the '...' argument.
  o Unit tests added in unitTests1.R.

v0.23-2  (2012-03-19)

  o fixed: with 'algo$storeSolutions==TRUE', functions 'LSopt'
    and 'TAopt' only returned the current (=accepted) solution
    in a given iteration, but not the candidate solution.
    (These data can be found in 'xlist'. See ?TAopt and
    ?LSopt, under 'Value'.)
  o Unit tests added in unitTests1.R.

v0.23-1  (2012-02-27)

  o Added 'Depends: R (>= 2.10)' to DESCRIPTION (necessary
    because of file compression).

v0.23-0  (2012-02-14)

  o Dataset 'optionData' was added.
  o More tests were added for function 'callCF'; and its
    documentation was updated.

v0.22-3  (2012-01-15)

  o with 'algo$printDetail = TRUE', functions DEopt, GAopt and
    PSopt give more information
  o vignette 'DEnss.Rnw' was shortened to reduce build-time of
    the package (removed parts are now in 'Examples and
    Extensions for the NMOF package')
  o code examples in subdirectory 'NMOFex' updated

v0.22-2  (2012-01-05)

  o minor changes in vignettes/documentation
  o code examples in subdirectory 'NMOFex' updated

v0.22-1  (2011-12-15)

  o tests for distributed computing have been organised into a
    report, 'Distributed computations with the NMOF package',
    available as a pdf-file from
    http://enricoschumann.net/files/NMOFdist_Windows.pdf
    and
    http://enricoschumann.net/files/NMOFdist_Linux.pdf
    (package 'multicore' is only available on Linux)
  o the code for 'Distributed computations with the NMOF package'
    is available in file 'NMOFdist.R', stored in subdirectory
    'NMOFex' (the file 'multicore.R' has been removed from
    subdirectory 'unitTests')
  o unit tests updated

v0.22-0  (2011-12-08)

  o documentation updated
  o slight changes in vignette 'DEnss.Rnw' (to reduce time
    to build package)

v0.21-5  (2011-12-01)

  o fixed: in 'GAopt', optional arguments for 'mclapply'
    (multicore) were not passed. An example for passing an
    argument was added to file 'unitTests/multicore.R'.
  o documentation for 'GAopt' updated
  o code examples in subdirectory 'NMOFex' updated

v0.21-4  (2011-11-29)

  o 'GAopt' now has an argument 'algo$methodOF' that supports
    'loop' (default) but also 'snow' or 'multicore'. See
    'Examples and Extensions for the NMOF package' (with code
    in subdirectory 'NMOFex') for an example.
  o vignette 'TAportfolio' updated (now with example for
    rank-deficient matrix)

v0.21-3  (2011-11-25)

  o fixed: 'gridSearch' with 'printDetail=TRUE' did not give
    a meaningful message
  o experimental: 'GAopt' now has an argument 'algo$methodOF'
    that can be 'loop' (default) but also 'snow' or 'multicore'
    (currently, only 'snow' is operational). If 'algo$methodOF'
    is not 'loop', the evaluation of the objective function will
    be distributed. See 'Examples and Extensions for the NMOF
    package'(with code in subdirectory 'NMOFex') for an example.

v0.21-2  (2011-11-22)

  o fixed: with 'printDetail' greater than zero, 'TAopt' did
    not print the best solution, but the current solution
    (but internal book keeping worked correctly, and the best
    solution was returned)
  o 'bracketing', 'gridSearch', 'restartOpt': when 'cl' argument
    is not NULL, then argument 'method' is set to 'snow' (but as
    before it is checked whether package 'snow' is available)
  o the latest pdf-version of 'Examples and Extensions
    for the NMOF package' is now available from
    http://enricoschumann.net/files/NMOFex.pdf
  o code examples in subdirectory 'NMOFex' updated


v0.21-1  (2011-11-15)

  o the 'printDetail' option for opt-functions is now more consistent:
    a positive integer 'i' greater than one means that information
    is printed at every 'i'th iteration
  o minor changes in vignettes
  o unit tests for 'callCF' added (in file 'unitTests/unitTests5.R')

v0.21-0  (2011-11-08)

  o added function 'callCF' as a wrapper for pricing
    European calls with the characteristic function;
    characteristic functions for BSM, Merton, Bates, Heston
    and Variance-Gamma were also added
  o when 'algo$q' in 'TAopt' is zero, all thresholds are set
    to zero
  o code examples in subdirectory 'NMOFex' updated
  o CITATION file now points to the book's homepage http://nmof.net

v0.20-1  (2011-10-28)

  o the 'keepNames' argument of function 'gridSearch' is now
    supported
  o more examples added for 'gridSearch' (and corresponding tests
    in 'unitTests/unitTests2.R')
  o fixed: some typos in vignette 'Vectorised objective functions'

v0.20-0  (2011-10-20)

  o *first CRAN release*
  o the 'printDetail' argument for 'LSopt' now recognises
    TRUE and FALSE (as before), but also an integer 'i'
    greater than 1. In the latter case, information on the best
    solution is printed at every 'i'th step.
  o minor cleanups in documentation

v0.19-4  (2011-10-15)

  o small changes in vignette 'Repairing solutions'
  o small internal changes in 'GAopt' and 'DEopt' (auxiliary functions
    like 'switch' and 'shift' have been inlined)
  o code examples in subdirectory 'NMOFex' updated

v0.19-3  (2011-10-07)

  o fixed: a bug had been introduced into 'GAopt' in version 0.19-2
    (revision 88), which let the population grow to algo$nP+1
  o minor changes in documentation/examples

v0.19-2  (2011-09-30)

  o minor cleanups in documentation

v0.19-1  (2011-09-29)

  o minor cleanups in documentation
  o minor internal changes in 'restartOpt' (passing of the '...' arguments
    for method 'snow')

v0.19-0  (2011-09-26)

  o 'bracketing', 'gridSearch' and 'restartOpt' now support distributed
    evaluation of 'fun' via 'clusterApply' from the 'snow' package. As a
    side effect, the interface of 'gridSearch' and 'restartOpt' has
    changed: instead of an option 'multicore', they now have an argument
    'method', which can be 'loop', 'multicore' or 'snow'. See the
    documentation of these functions.
  o for consistency, the 'method' argument of 'bracketing' expects 'vectorised'
    rather than 'vectorise' (but both work, and also the '-ize' spellings)
  o substantial revision of documentation/examples
  o more intelligible error/warning messages in 'bracketing' added
  o small changes in vignettes 'Robust Regression with Particle Swarm
    Optimisation and Differential Evolution' and 'Repairing solutions'
  o file 'multicore.R' was moved to subdirectory inst/unitTests;
    thus, it is installed with the package. Some tests for package 'snow'
    were added.
  o more tests added (subdirectory unitTests); in particular, tests are
    more comprehensively commented now

v0.18-1  (2011-09-21)

  o fixed: 'restartOpt' with 'multicore = TRUE' did not correctly
    pass '...' arguments to 'fun'
  o fixed: typo in message issued by 'gridSearch'
  o new file 'multicore.R' added in subdirectory tests; it contains a number
    of timing tests to see if the 'multicore' option works. (The tests are
    not run when the package is built.)
  o minor updates in documentation

v0.18-0  (2011-09-20)

  o 'restartOpt' now has option 'multicore'
  o the 'method' option of function 'xwGauss' can now take on values
    'hermite' and 'laguerre'
  o documentation updated
  o new examples added in 'Examples and Extensions for the NMOF package'
    (see subdirectory NMOFex)
  o test cases added for 'restartOpt' and 'xwGauss'
    (see subdirectory unitTests)

v0.17-0  (2011-09-18)

  o functions for Gaussian integration added: 'xwGauss' computes nodes and
    weights; 'changeInterval' transforms the nodes/weights to arbitrary
    intervals. Currently, only method 'legendre' is supported.
  o documentation updated
  o more tests added for opt-functions (for returned objects 'Fmat'
    and 'xlist')

v0.16-2  (2011-09-17)

  o all opt-functions now have arguments 'storeF' and 'storeSolutions'
    (passed through 'algo'). If the latter is TRUE, intermediary results
    will be stored in a list 'xlist' that is returned by the function
    (what exactly 'xlist' contains, depends on the specific function)
  o minor revision in vignette 'Robust Regression with
    Particle Swarm Optimisation and Differential Evolution'
  o NEWS file can now be found under inst/NEWS.Rd
  o internal changes: a number of test utilities have been added
    (not exported); see, for instance, ?checkList

v0.16-1  (2011-09-13)

  o fixed: 'bracketing' had not been added to the NAMESPACE file (now it is)
  o tests for 'bracketing' added (see directory unitTests)

v0.16-0  (2011-09-12)

  o function 'bracketing' added
  o minor changes in function 'MA' (added checks)

v0.15-6  (2011-09-11)

  o vignette for 'qTable' added/corrected

v0.15-5  (2011-09-04)

  o 'qTable' revised (user-specified labels are now possible)
  o (very) short vignette for 'qTable' added
  o minor changes in code/documentation/examples

v0.15-4

  o experimental: 'DEopt' takes further arguments 'storeF' and 'storeSolutions'
    (through list 'algo'). If 'storeF' is FALSE, objective function values are
    not stored ('Fmat' is set to NA; see ?DEopt). If 'storeSolutions' is TRUE,
    all population matrices are stored for every generation. This should be
    helpful for diagnostic checking (and demonstration purposes), but may use
    up a lot of memory for larger problems; hence default is FALSE.
    (These settings will either be removed from 'DEopt' or be added to all
    opt-functions in one of the next package versions.)

v0.15-3

  o new vignette ('Vectorised objective functions') added
  o more safeguards added to 'gridSearch'

v0.15-2

  o function 'gridSearch' now takes a list 'mc.control' as an argument;
    it allows to pass settings to 'mclapply'
  o more tests were added (see unitTests.R)
  o minor changes in code/documentation/examples

v0.15-1

  o more tests were added (see unitTests.R)
  o minor changes in code/documentation/examples

v0.15-0

  o function 'gridSearch' can now evaluate a function that expects
    a list or a vector as its first argument
  o test cases for 'gridSearch' added  (in unitTests/unitTests.R)
  o 'DEopt' can take a vector 'F' to set specific step sizes for each
    decision variable (this actually worked before but is now documented
    and tested)
  o 'PSopt' can take a function 'changeV' and a logical 'loopChangeV'
    (passed via the list 'algo'); 'changeV' allows to impose restrictions
    on the velocity (see the code in directory NMOFex for an example)
  o more checks were added in opt-functions
  o small changes in the vignettes (in particular, seeds are set now)
  o minor changes in documentation/examples

v0.14-2

  o experimental: 'gridSearch' now an has argument 'multicore'; if TRUE,
    the function calls 'mclapply' (from the multicore package) to
    evaluate argument 'fun'. Currently added only for cross-platform
    testing (in particular, to see how R CMD check reacts under Windows).
  o directory NMOFex was updated
  o small correction in output of 'TAopt'

v0.14-1

  o test cases for portfolio optimisation added (in unitTests/unitTests.R)

v0.14-0

  o function 'gridSearch' was added

v0.13-6

  o an initial population in 'DEopt', 'GAopt' and 'PSopt' is now passed
    through 'algo$initP' (before, a population could be passed via 'algo$mP')
  o directory NMOFex was updated
  o documentation was updated

v0.13-5

  o directory NMOFex was updated
  o internal changes in several functions
  o GAopt.Rd was updated

v0.13-4

  o directory NMOFex was updated
  o minor internal changes in several functions

v0.13-3

  o directory NMOFex was added; it contains the code for
    'Examples and Extensions for the NMOF package'
  o documentation updated; minor changes in examples and vignettes

v0.13-2

  o documentation, checks, unit tests added for function 'GAopt'

v0.13-1

  o the population in 'GAopt' is now of mode logical (mistaking a logical
    vector for a numeric one is less harmful than the other way around)

v0.13-0

  o function 'GAopt' added (minimisation by a Genetic Algorithm)
  o several unit tests added
  o documentation revised (thanks to Manfred Gilli for comments)

v0.12-9

  o fewer simulation runs in vignettes to reduce build time

v0.12-1

  o documentation has been revised

v0.11-1

  o a number of test functions have been added (see ?testFunctions)
  o new examples added for 'DEopt' and 'TAopt'
  o vignettes have been revised

v0.10-1

  o opt-functions now have 'printBar' and 'printDetail' option
    (set via 'algo')
