=== FatTailsR: Kiener Distributions and Fat Tails in Finance ===



Suggestions for next versions
=============================
- Robust regression to reduce influence of outliers


FatTailsR 1.7-5 - 2017-05-16 - current version on CRAN
======================================================
- Codename: Sister's birthday
- Version for MNHN Semin-R conference (2017-06-16)
-- http://rug.mnhn.fr/semin-r/PDF/JourneeR-2017-Programme.pdf
- Nothing new in this subversion
- MAIN NOVELTIES vs 1.7-0:

FatTailsR 1.7-3 - 2017-01-07
- mData 
- extractData rewritten: "zoo" produces an index in Date format 

FatTailsR 1.7-2 - 2016-10-26
- Package generated from Windows and Linux


FatTailsR 1.7-0 - 2016-05-15 - in CRAN archives
===============================================
- Codename: Dimanche de Pentecote
- MAIN NOVELTIES vs 1.6-0:
-- (dpqr)kiener7() vectorized for vector and matrix
-- checkcoefk(), replaceNA()
-- fatreturns(), logret() and elevate()
- See details below

FatTailsR 1.6-6 - 2016-05-15
- Version for AB and documentation synchronised with FatTailsRplot.
- checkquantiles(..., STOP = FALSE) in estimkiener5/7/11().

FatTailsR 1.6-4 - 2016-04-30
- extractData(pr="r") uses fatreturns rather than 100*diff(log()). Much better...

FatTailsR 1.6-3 - 2016-04-15
- New page *kiener7.R and new functions *kiener7() with
  (x,q,p) integer or vector and (coefk) vector or matrix.
- New parameter signedES in eskiener12347.R(..., signedES = FALSE) 
  FALSE = (abs(ltm), abs(rtm)). TRUE = (ltm, rtm).
- Change the page names and collate order

FatTailsR 1.6-2 - 2016-04-11
- new functions: checkcoefk(), replaceNA()
- new function: ckiener7() deals with p vector and coefk matrix (recycling)
- dimdim(NULL) returns now c(0,0) (before c(1,0))
- checkquantiles() rewritten with a stop by default except if STOP = FALSE
- parallel::makeCluster() now requires package {methods}
  
FatTailsR 1.6-1 - 2016-04-03
- fatreturns, logret and elevate transferred from FatTailsRplot to FatTailsR


FatTailsR 1.6-0 - 2016-02-20 - in CRAN archives
===============================================
- Codename: Caucus in Nevada
- Bug when lower.tail was FALSE. New version is such that:
  ltmkiener?(p, ..., lower.tail=FALSE) == rtmkiener?(p, ..., lower.tail=TRUE) 
  rtmkiener?(p, ..., lower.tail=FALSE) == ltmkiener?(p, ..., lower.tail=TRUE) 
  eskiener?() =ltmkiener? for left tail, =rtmkiener? for right tail and always positive 
  
FatTailsR 1.5-8 - 2016-02-04
- fitkienerX, paramkienerX, paramkienerX5, paramkienerX7 
  Recursive approach: accept list of vectors, matrix, timeSeries, xts, zoo...
  
FatTailsR 1.5-6 - 2015-12-25
- R updated from R-3.1.0 to R-3.2.3
- Expected Shortfall added to {regkienerLX} (dfrESkPk and dfrESkLk)

FatTailsR 1.5-3 - 2015-11-13
- Improved parallelization of arrays in {fitkienerX} and {paramkienerX57}


FatTailsR 1.5-0 - 2015-11-08 - in CRAN archives
===============================================
- Codename: Rugby World cup - All Blacks win
- Parallelization of arrays in {fitkienerX} and {paramkienerX57}
- Bugs fixed: 
-- {fitkienerX} returned NA in columns {xmoments} ("m1x","sdx","skx","kex") 
-- {dimdim} returned wrong values with data.frame 


FatTailsR 1.4-1 - 2015-10-25 - in CRAN archives
===============================================
- Codename: Rugby World cup
- A major update !!
- 3 months of intensive work for better performance and higher flexibility
- Compatible with commercial package FatTailsRplot (several advanced plots)
-- Plots can be seen in 2014 and 2015 presentations at R/Rmetrics Conference
-- Contact me for a demo

NEW FUNCTIONS
- Functions {fitkienerX} and {paramkienerX}:
-- accomodate vectors, matrix, data.frame, arrays and lists
-- replace {fitkienerLX} and {estimkienerX} (1.2-0) which are suppressed
   (we apologize to early users who will have to rewrite their code)
   The new code is much better. 
-- same output than {regkienerLX}$fitk
-- some parameters renamed ("g.01" changed to "dg.01")
-- smallest dataset must have more than 15 valid quantiles.
-- return a huge vector {fitk} with quantiles, moments, VaR, ES, etc...
- Predefined {exfit0},..,{exfit7} to subset this vector {fitk}
- {pprobs0},..,{pprobs9} as preset values of probabilities to be combined with
- {getnamesk} to generate parameter names
- p1 replaces 1-p1 in elevenprobs (14 august 2015)
- {dimdim}, {dimdim1}: alternate version to {dim} (03 August 2015)
- {roundcoefk} to simplify parameter rounding (+ preset values) (1 August 2015, 1.2-6)
- {ltmkiener1234}, {rtmkiener1234} {eskiener1234}
  Left tail mean and Right tail mean as signed (+/-) Expected Shortfall 
  for left and right tails (18 September 2015)
- {hkiener1234} generate parameter h.01,..,h.99 (ES/ES_logis) (18 October 2015)
- {ExtractData} as a wrapper of tData, xData, zData, dfData
- Colnames with upper cases in datasets df,t,x,zData (14 August 2015)
- {kmoments}, {xmoments} examples rewritten


FatTailsR 1.2-3 - 2015-07-08 - in CRAN archives 
===============================================
- Code 1.2-0 made compliant with R-devel (next R 3.3-0).


FatTailsR 1.2-0 - 2015-06-18 - in CRAN archives
===============================================
- Codename: Appel du 18 juin
- Title changed to: Kiener Distributions and Fat Tails in Finance.
- Raw and central moments.
- regkienerLX has now a @exportClass(clregk).
- fitkienerLX: same algorithm than regkienerLX but displays a flat table.
- estimkienerX: new algorithm based on 5, 7, 9 or 11 quantiles.
- {checkquantiles}
- {pk2pk} conversion function
- {ckiener1234} and parameter {c.01},..,{c.99}


FatTailsR 1.0-3 - 2014-07-14 - in CRAN archives
===============================================
- Codename : Liberte, Egalite, Fraternite
- Initial release.
- Title: Power Hyperbolic Functions and Kiener Distributions.
- Developped with R version R-3.1.0
