2013-04-30 chalabi * DESCRIPTION, R/zzz.R, src/llhGarch.f: fix array bound warning in Fortran code 2012-09-18 chalabi * ChangeLog, DESCRIPTION: Updated ChangeLog and DESC files. * DESCRIPTION: Changed maintainer field to comply with the new CRAN policy. * inst/unitTests/runit.garchSolver.R: Removed superfluous unitTest. * NAMESPACE, R/loglik-aparch.R: Removed .filter2() to avoid external .Call calls. 2012-06-04 chalabi * R/garch-Hessian.R, inst/unitTests/runit.garchSolver.R: using now optimHess to calculate the Hessian * ChangeLog, DESCRIPTION: updated DESCRIPTION and ChangeLog files * DESCRIPTION, R/garch-Hessian.R: using now optimHess to calculate the Hessian 2011-09-23 mmaechler * DESCRIPTION: remove deprecated "LazyLoad" entry 2010-10-26 chalabi * NAMESPACE: updated NAMESPACE 2010-07-23 chalabi * inst/DocCopying.pdf: removed DocCopying.pdf license is already specified in DESCRIPTION file 2010-04-14 chalabi * NAMESPACE: updated NAMESPACE 2009-12-08 wuertz * inst/unitTests/runit.snorm.R: norm test obsolete * NAMESPACE, R/absMoments.R, R/dist-norm.R, R/dist-normFit.R, R/dist-snig.R, R/dist-snigFit.R, R/dist-stdSlider.R, man/absMoments.Rd, man/dist-absMoments.Rd, man/dist-ged.Rd, man/dist-gedFit.Rd, man/dist-gedSlider.Rd, man/dist-sged.Rd, man/dist-sgedFit.Rd, man/dist-sgedSlider.Rd, man/dist-snorm.Rd, man/dist-snormFit.Rd, man/dist-snormSlider.Rd, man/dist-sstd.Rd, man/dist-sstdFit.Rd, man/dist-sstdSlider.Rd, man/dist-std.Rd, man/dist-stdFit.Rd, man/dist-stdSlider.Rd: distribution functions updated * R/dist-stdSlider.R: stdslider added 2009-12-07 wuertz * R/dist-absMoments.R, R/dist-ged.R, R/dist-gedFit.R, R/dist-gedSlider.R, R/dist-norm.R, R/dist-normFit.R, R/dist-sged.R, R/dist-sgedFit.R, R/dist-sgedSlider.R, R/dist-snig.R, R/dist-snigFit.R, R/dist-snorm.R, R/dist-snormFit.R, R/dist-snormSlider.R, R/dist-sstd.R, R/dist-sstdFit.R, R/dist-sstdSlider.R, R/dist-std.R, R/dist-stdFit.R: distribution functions updated * man/dist-ged.Rd, man/dist-gedFit.Rd, man/dist-gedSlider.Rd, man/dist-sged.Rd, man/dist-sgedFit.Rd, man/dist-sgedSlider.Rd, man/dist-snorm.Rd, man/dist-sstd.Rd, man/sged.Rd, man/snorm.Rd, man/sstd.Rd: man pages updated 2009-11-09 chalabi * DESCRIPTION: updated version number * ChangeLog, DESCRIPTION: updated DESC and Changelog file 2009-11-05 chalabi * R/methods-predict.R: small changes in predict,fGARCH-method to correct its output when n.ahead=1 since addition of conditional errors. 2009-09-28 chalabi * DESCRIPTION: updated version number * ChangeLog, DESCRIPTION: updated DESCR and ChangeLog 2009-08-21 wuertz * DESCRIPTION, NAMESPACE, R/methods-plot.R, R/methods-show.R, R/mgarch-FitFromFormula.R: .gogarchFit function added, show and plot adapted, NAMESPACE and DESCRIPTION updated * R/methods-plot.R: Merge branch 'devel-fGarch' * man/methods-predict.Rd: cosmetic changes in help page * NAMESPACE: new NAMESPACE structure which should ease maintenance of packages. 2009-06-25 chalabi * DESCRIPTION, NAMESPACE: Merge branch 'devel-timeSeries' Conflicts: pkg/timeSeries/R/base-Extract.R pkg/timeSeries/R/timeSeries.R 2009-05-21 wuertz * NAMESPACE, R/garch-Distribution.R, R/garch-FitFromFormula.R, R/garch-FitFromSpec.R, R/garch-FitInternal.R, R/garch-LogLik.R, R/loglik-aparch.R, R/loglik-egarch.R, R/loglik.R, man/garchFit.Rd: working on new specification * DESCRIPTION, R/garch-Distribution.R, R/garch-FitFromFormula.R, R/garch-FitInternal.R, R/garch-Hessian.R, R/garch-LogLik.R, R/garch-Solver.R, man/garchFit.Rd: different recursion methods added, new method to calculate hessian added * R/garch-FitInternal.R, R/garch-LogLik.R: LLH function disentangled in shorter parts 2009-05-20 wuertz * R/garch-FitFromFormula.R, R/garch-FitFromSpec.R, R/garch-FitInternal.R: alternative garchFit interface (still hidden) now runs * NAMESPACE, R/fGarchEnv.R, R/garch-FitFromFormula.R: NAMESPACE updated * R/garch-FitFormula.R, R/garch-FitFromFormula.R, R/garch-FitInternal.R: R scripts disentangled and renamed * R/garch-FitFromFormula.R: script file renamed * R/garch-Fit.R, R/garch-FitControl.R, R/garch-FitFormula.R, R/garch-FitFromSpec.R, R/garch-FitInternal.R, R/garch-GlobalVars.R, R/garch-SolverControl.R: new interface for garchFit added, spec() based * NAMESPACE, R/garch-Distribution.R, R/garch-LogLik.R: some smaller fixes and NAMESPACE adapted * R/garch-Fit.R, R/garch-LogLik.R: garchLogLIk disentangled from script file garch-Fit.R * R/garch-Distribution.R, R/garch-Fit.R, R/garch-Initialization.R: Initialization disentangled from garch-Fit script file * R/dist-sged.R, R/dist-snig.R, R/dist-snorm.R, R/dist-sstd.R, R/garch-Distribution.R, R/garch-Fit.R, R/garch-FitControl.R, R/garch-Gradient.R, R/garch-Hessian.R, R/garch-Sim.R, R/garch-Solver.R, R/garch-Spec.R, R/garch-Stats.R, R/garchFit.R, R/garchFitControl.R, R/garchGradient.R, R/garchHessian.R, R/garchSim.R, R/garchSolver.R, R/garchSpec.R, R/garchStats.R, R/sged.R, R/snorm.R, R/sstd.R: script file renamed and disentangled 2009-05-15 chaussep * R/methods-predict.R, man/methods-predict.Rd: added a plot option to predict and adapted the manual 2009-05-15 chalabi * DESCRIPTION: added Pierre Chausse in DESC file for contribution 2009-05-14 chaussep * R/garchSim.R, man/garchSim.Rd: Just changed the definition of mu. It is the intercept, not the mean * R/methods-predict.R, man/methods-predict.Rd: Added conditional errors to predict and updated nthe manual 2009-04-19 chalabi * DESCRIPTION: added explicit version number in Depends field for key packages 2009-04-02 chalabi * DESCRIPTION: more explicit depends and suggests field in DESC file. 2009-04-01 chalabi * DESCRIPTION: updated DESC file 2009-01-30 chalabi * R/garchSpec.R: 2009-01-28 chalabi * DESCRIPTION: updated version number * DESCRIPTION: changed version number to match version on CRAN + 1 2009-01-12 chalabi * NAMESPACE, R/methods-update.R, man/class-fGARCH.Rd, man/class-fGARCHSPEC.Rd: added update method for fGARCH and fGARCHSPEC object 2009-01-07 chalabi * src/dist.f: fixed conditional distribution thanks to comments of Michal Miklovic.