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modularized partly platform dependent testing into
moreSessionInfo() in ‘./xtraR/platform-sessionInfo.R’.
Not back-compatible changed result: The very
first “turning point” from the algorithm with (lambda
= NA etc) is no longer stored as part of the result, compatibly
with the litterature and other implementations.
Added data set muS.10ex orginally from Markowitz and Todd.
Added ‘NEWS’ file.
needed , drop=FALSE in internal getMatrices(),
e.g., for the *10ex example.
Test works with old R 3.3.x.
In some cases such as muS.10ex, the last turning
point with lambda=0 was not computed previously.
adapt ‘man/findSig.Rd’ example to R 3.6.0's new default
sample() kind.
Run the ‘tests/*.R’ with R versions that use one OpenBLAS, ATLAS, or MKL (and skip some tests on these).
Add nice plot() method base on Shi's MS_plot()
Literature references in ?CLA
Vectorized findSig() and findMu().
findSig.1() now works.
test also works in R configured with --no-long-double.
First release to CRAN