RPESE 1.0.0
- Initial stable release of package.
RPESE 1.0.1
- Fix bug for SemiSD.
- Add functionality of package for frequency decimation and
truncation.
RPESE 1.0.2
- Add the option to return the coefficients from the Exponential/Gamma
fit.
RPESE 1.0.3
- Fix error for the StdDev.SE function.
- Fix error for the SortinoRatio.SE function.
- New option to return the correlations of the returns and the IF
transformed returns.
RPESE 1.0.4
- Fix error for prewhitening.
RPESE 1.0.5
- Another error for prewhitening. Now the residuals are passed on for
the GLM fit.
RPESE 1.0.6
- Typo for prewhitening (variable name).
RPESE 1.1.0
- Adapt RPESE to changes to RPEIF 1.1.0
RPESE 1.2.0
- Add the robust m-estimator of location.
- Update vignette for new robust estimator and fix old typos.
RPESE 1.2.1
- Update the name for robust mean function.
- Change default SE methods for performance measures (Adapt ->
PW)
RPESE 1.2.2
- Update RPEIF function name for mean estimator.
- Remove edhec data.
RPESE 1.2.3
- Fix code errors in the vignette.
RPESE 1.2.4
- Update Description file reference to technical article.
RPESE 1.2.5
- Fix error in point estimate computation for Value-at-Risk.