ffp 0.2.2
- Added
relative_entropy()
to compute the relative
entropy between two distributions;
entropy-pooling()
runs about to 30-60% faster
(#19);
view_on_marginal_distribution()
restricts just the
first two moments of the distribution;
- Small changes in the documentation files.
ffp 0.2.1
- Bug fix in
entropy_pooling()
when dealing with multiple
inequalities constraints;
- Small changes in the documentation files.
ffp 0.2.0
New Features
- A new class (
ffp_views
) was added to help the user to
input views on the market for portfolio construction and simulation
purposes. See the view_*()
family of functions;
entropy_pooling()
is now exported and can be used with
three different solvers (nlminb
, solnl
, and
nloptr
);
bind_views()
allows the user to “glue” multiple views
into the same object;
ffp_moments()
computes the location and dispersion
parameters under flexible probabilities.
Minor improvements and fixes
bind_probs()
now returns the user call in the third
column instead the old arbitrary key
column (#13);
ffp 0.1.0
ffp 0.0.1
- The package now is built upon S3
vctrs
, instead of
tibbles
;
- Functions
bootstrap_scenarios()
,
scenario_density()
and bind_probs()
only
accepts objects of ffp
class;
- Added
ffp
method to
ggplot2::autoplot()
;
- Exponential Smoothing is now computed with
exp_decay()
.
ffp 0.0.9000
- First release of the development version of
ffp
.