./finance/R-fBasics, Markets and basic statistics

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Branch: CURRENT, Version: 4041.97, Package name: R-fBasics-4041.97, Maintainer: minskim

This package provides a collection of functions to explore and to
investigate basic properties of financial returns and related
quantities. The covered fields include techniques of explorative data
analysis and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.


Required to run:
[lang/g95] [math/R] [math/R-gss] [math/R-stabledist] [time/R-timeDate] [finance/R-timeSeries]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2025-01-04 23:28:30 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
Log message:
(finance/R-fBasics) Updated from 3042.89 to 4041.97, make test passed

# fBasics 4041.97

- fixed the missing package qualifier in a link to another ackage.

# fBasics 4032.96

- modified `interactivePlot` to allow also functions in argument
  `plotFun`. Previously `plotFun` had to be a character vector containing the
  names of the functions. Adjusted the documentation and added an example to
  this effect.

- function `.distCheck` is defunct, use `distCheck` instead. To allow
  compatibility with older versions of packages that import fBasics (fGarch,
  fExtremes), `.distCheck` is exported but new code should not use it.

- removed generic `.print`, its 'ssd' method, and the S3 registration for the
  latter, all unused.

- clarified in the documentation for `histPlot`, `densityPlot` and
  `logDensityPlot` that argument `x` must be from class "timeSeries" \ 
(each of
  them starts with `stopifnot(is.timeSeries(x))`). Previously it was stated that
  argument `x` can be of any class that can be converted to \ 
"timeSeries" with
  `as.timeSeries`.

- contrary to the documentation, the return values from the \code{p/d/q/r*}
  functions (such as `dhyp`, `phyp`, `qhyp`) for the generalised distributions
  do not contain attribute \code{"param"}. This is now documented \ 
correctly.

- removed attribute 'control' from the return value of `rhyp` and similar
  functions. It was undocumented (or rather, the documentation stated that it is
  called "param"; in any case, wouldn't be usable in code).

- argument 'alpha' of `dhyp`, `phyp`, `qhyp` and `rhyp` can now be also a
  vector of length 4 containing the four parameters.

- `hypMode` now throws error if argument 'pm' doesn't have one of the allowed
  values.

- the return values of `*Mean()`, `*Var()`, `*Skew()`, `*Kurt()`, `*Moments()`,
  where '*' is a distribution prefix (such as 'gh' or 'ght'), are now all named.
  Previously, only some of them were.

- removed a number of inconsistencies in the documentation.

# fBasics 4031.95

- now `characterTable` doesn't try to print/plot invalid non-ASCII UTF8
  characters (fixes CRAN issue from around 2023-10-06).

- `symbolTable` now plots more characters and issues warnings only for
  characters in `26:31` which are ignored according to `?points` but are
  actually plotted.

- now using default R Random generators in tests, since the old ones were
  causing numerous warnings from tests.

- removed deprecated function `listDescription`, use `utils::packageDescription`
  instead.

- fixed a bug in `histPlot`, causing a puzzling error when argument
  `fit = FALSE`.

# fBasics 4022.94

- `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 `new` 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()`.

# fBasics 4021.93

- 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`.

# fBasics 4021.92

- 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`.

## Notes for users

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.

## Notes for developers

  The notes for users apply to developers, as well. In addition:

- We continue to export some (undocumented) functions starting with a '.' to
  avoid breaking packages that import `fBasics`. Please consider using
  documented equivalents, if possible. Alternatively, let us know that they are
  useful, so that we can document them.
   2021-10-26 12:26:13 by Nia Alarie | Files touched by this commit (119)
Log message:
finance: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 15:54:03 by Nia Alarie | Files touched by this commit (119)
Log message:
finance: Remove SHA1 hashes for distfiles
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the
following:

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2019-07-31 17:49:55 by Brook Milligan | Files touched by this commit (1) | Package updated
Log message:
R-fBasics: update to canonical form of an R package.

Update to the canonical form of an R package and fix the LICENSE
field.
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126)
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
   2018-02-27 18:46:19 by Min Sik Kim | Files touched by this commit (3)
Log message:
finance/R-fBasic: Import version 3042.89

This package provides a collection of functions to explore and to
investigate basic properties of financial returns and related
quantities. The covered fields include techniques of explorative data
analysis and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.