| NEWS | R Documentation |
documentation updated
slight changes in vignette 'DEnss.Rnw' (to reduce time to build package)
fixed: in 'GAopt', optional arguments for 'mclapply' (multicore) were not passed. An example for passing an argument was added to file 'unitTests/multicore.R'.
documentation for 'GAopt' updated
code examples in subdirectory 'NMOFex' updated
'GAopt' now has an argument 'algo$methodOF' that supports 'loop' (default) but also 'snow' or 'multicore'. See 'Examples and Extensions for the NMOF package'(with code in subdirectory 'NMOFex') for an example.
vignette 'TAportfolio' updated (now with example for rank-deficient matrix)
fixed: 'gridSearch' with 'printDetail=TRUE' did not give a meaningful message
experimental: 'GAopt' now has an argument 'algo$methodOF' that can be 'loop' (default) but also 'snow' or 'multicore' (currently, only 'snow' is operational). If 'algo$methodOF' is not 'loop', the evaluation of the objective function will be distributed. See 'Examples and Extensions for the NMOF package'(with code in subdirectory 'NMOFex') for an example.
fixed: with 'printDetail' greater than zero, 'TAopt' did not print the best solution, but the current solution (but internal book keeping worked correctly, and the best solution was returned)
'bracketing', 'gridSearch', 'restartOpt': when 'cl' argument is not NULL, then argument 'method' is set to 'snow' (but as before it is checked whether package 'snow' is available)
the latest pdf-version of 'Examples and Extensions for the NMOF package' is now available from http://enricoschumann.net/files/NMOFex.pdf
code examples in subdirectory 'NMOFex' updated
the 'printDetail' option for opt-functions is now more consistent: a positive integer 'i' greater than one means that information is printed at every 'i'th iteration
minor changes in vignettes
unit tests for 'callCF' added (in file 'unitTests/unitTests5.R')
added function 'callCF' as a wrapper for pricing European calls with the characteristic function; characteristic functions for BSM, Merton, Bates, Heston and Variance-Gamma were also added
when 'algo$q' in 'TAopt' is zero, all thresholds are set to zero
code examples in subdirectory 'NMOFex' updated
CITATION file now points to the book's homepage http://nmof.net
the 'keepNames' argument of function 'gridSearch' is now supported
more examples added for 'gridSearch' (and corresponding tests in 'unitTests/unitTests2.R')
fixed: some typos in vignette 'Vectorised objective functions'
*first CRAN release*
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.
minor cleanups in documentation
small changes in vignette 'Repairing solutions'
small internal changes in 'GAopt' and 'DEopt' (auxiliary functions like 'switch' and 'shift' have been inlined)
code examples in subdirectory 'NMOFex' updated
fixed: a bug had been introduced into 'GAopt' in version 0.19-2 (revision 88), which let the population grow to algo$nP+1
minor changes in documentation/examples
minor cleanups in documentation
minor cleanups in documentation
minor internal changes in 'restartOpt' (passing of the '...' arguments for method 'snow')
'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.
for consistency, the 'method' argument of 'bracketing' expects 'vectorised' rather than 'vectorise' (but both work, and also the '-ize' spellings)
substantial revision of documentation/examples
more intelligible error/warning messages in 'bracketing' added
small changes in vignettes 'Robust Regression with Particle Swarm Optimisation and Differential Evolution' and 'Repairing solutions'
file 'multicore.R' was moved to subdirectory inst/unitTests; thus, it is installed with the package. Some tests for package 'snow' were added.
more tests added (subdirectory unitTests); in particular, tests are more comprehensively commented now
fixed: 'restartOpt' with 'multicore = TRUE' did not correctly pass '...' arguments to 'fun'
fixed: typo in message issued by 'gridSearch'
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.)
minor updates in documentation
'restartOpt' now has option 'multicore'
the 'method' option of function 'xwGauss' can now take on values 'hermite' and 'laguerre'
documentation updated
new examples added in 'Examples and Extensions for the NMOF package' (see subdirectory NMOFex)
test cases added for 'restartOpt' and 'xwGauss' (see subdirectory unitTests)
functions for Gaussian integration added: 'xwGauss' computes nodes and weights; 'changeInterval' transforms the nodes/weights to arbitrary intervals. Currently, only method 'legendre' is supported.
documentation updated
more tests added for opt-functions (for returned objects 'Fmat' and 'xlist')
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)
minor revision in vignette 'Robust Regression with Particle Swarm Optimisation and Differential Evolution'
NEWS file can now be found under inst/NEWS.Rd
internal changes: a number of test utilities have been added (not exported); see, for instance, ?checkList
fixed: 'bracketing' had not been added to the NAMESPACE file (now it is)
tests for 'bracketing' added (see directory unitTests)
function 'bracketing' added
minor changes in function 'MA' (added checks)
vignette for 'qTable' added/corrected
'qTable' revised (user-specified labels are now possible)
(very) short vignette for 'qTable' added
minor changes in code/documentation/examples
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.)
new vignette ('Vectorised objective functions') added
more safeguards added to 'gridSearch'
function 'gridSearch' now takes a list 'mc.control' as an argument; it allows to pass settings to 'mclapply'
more tests were added (see unitTests.R)
minor changes in code/documentation/examples
more tests were added (see unitTests.R)
minor changes in code/documentation/examples
function 'gridSearch' can now evaluate a function that expects a list or a vector as its first argument
test cases for 'gridSearch' added (in unitTests/unitTests.R)
'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)
'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)
more checks were added in opt-functions
small changes in the vignettes (in particular, seeds are set now)
minor changes in documentation/examples
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).
directory NMOFex was updated
small correction in output of 'TAopt'
test cases for portfolio optimisation added (in unitTests/unitTests.R)
function 'gridSearch' was added
an initial population in 'DEopt', 'GAopt' and 'PSopt' is now passed through 'algo$initP' (before, a population could be passed via 'algo$mP')
directory NMOFex was updated
documentation was updated
directory NMOFex was updated
internal changes in several functions
GAopt.Rd was updated
directory NMOFex was updated
minor internal changes in several functions
directory NMOFex was added; it contains the code for 'Examples and Extensions for the NMOF package'
documentation updated; minor changes in examples and vignettes
documentation, checks, unit tests added for function 'GAopt'
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)
function 'GAopt' added (minimisation by a Genetic Algorithm)
several unit tests added
documentation revised (thanks to Manfred Gilli for comments)
fewer simulation runs in vignettes to reduce build time
documentation has been revised
a number of test functions have been added (see ?testFunctions)
new examples added for 'DEopt' and 'TAopt'
vignettes have been revised
opt-functions now have 'printBar' and 'printDetail' option (set via 'algo')