Version 2.3.2 (DA)
- Several fixes in documentation and good practices
Version 2.3.1 (DA)
Version 2.3.0 (DA,SL)
- Doc fixed
- alphaScreening now also outputs the betas
- Bug in lambda resampling fixed
Version 2.2.5 (DA)
Version 2.2.3 (DA)
Version 2.2.1 (DA)
- Switch to parallel package
- References updated
Version 2.1.4 (DA)
Version 2.1.3 (DA)
Version 2.1.2 (DA)
Version 2.1.1 (DA)
- Documentation fixes
- First CRAN release
Version 2.1.0 (DA)
- New PeerPerformance documentation
- Compiler imported directly within function
Version 2.0.11 (DA)
- Examples added
- Block length not exported anymore
Version 2.0.10 (DA)
- Roxygen documentation
- testthat added
- Format of code
Version 2.0.9 (DA)
- Update CITATION and DESCRIPTION
Version 2.0.8 (DA)
- Small improvements with compiler
- Citations updated
Version 2.0.6 and 2.0.7 (DA)
- Various improvements
- Small fix in documentation
Version 2.0.5 (DA)
- Fix in documentation for modified Sharpe testing
- Small fix in pvalue computation by bootstrap (symmetric)
Version 2.0.4 (DA)
- Bug fix for alpha screening when NA are in the dataset
- Risk-free rate removed
- tstat used for attribution
Version 2.0.3 (DA)
- Major functions contain risk-free rates (zero by default)
- Documentation updated
- Adjustment factor robustified
Version 2.0.2 (DA)
- alphaScreening fixed
- alphaScreening now encompasses hac estimation with sandwich and
lmtest
- citation file updated
Version 2.0.1 (DA)
- New package’s name
- New package’s number
- New package’s structure
Version 1-00.15 (DA)
- pi+ fixed
- Default settings for lambda = NULL
Version 1-00.14 (DA)
- Fix of errors in examples
Version 1-00.13 (DA)
- Control parameters for lambda data driven (NULL)
- Documentation updated
- Function for optimal lambda corrected and enhanced
- Function pizero and pi corrected
Version 1-00.01 (DA)
- First release
- Package includes (parallel) alpha and sharpe screening
algorithms