cvar 0.4-0 (CRAN)

cvar 0.3-1

• fix tests to pass with the changed R random generator.

• some new examples and minor documentation changes.

cvar 0.3-0 (CRAN)

cvar 0.2-1

• now \VignetteIndexEntry in Guide_cvar.Rnw is plain text.

• added experimental support for GARCH models - currently GARCH(1,1) (the API may change).

• now the first argument of VaR() and ES() can be a numeric vector. This is useful, e.g., for computing VaR by simulation.

• bugfix: in VaR_cdf() and VaR_qf(), the code for the if/else clauses had been wrongly swappped.

cvar 0.2-0 (CRAN)

• prepare for CRAN

cvar 0.1-3

• suggest ‘covr’.

• setup for travisCI and Coveralls.

• more tests.

cvar 0.1-2

• corrected in the vignette — I used the vignette for Rdpack as a template but didn’t change this entry, which resulted in the vignette appearing with a puzzling title on CRAN and other sites.!

• added author@R in DESCRIPTION.

• added experimental web site (docs/)

cvar 0.1-1 (CRAN)

• added a doi to DESCRIPTION.

cvar 0.1-0

• first public release.