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Changelog

fBasics 4041.97

CRAN release: 2024-08-19

  • fixed the missing package qualifier in a link to another ackage.

fBasics 4032.96

CRAN release: 2023-11-03

  • modified interactivePlot to allow also functions in argument plotFun. Previously plotFun had to be a character vector containing the names of the functions. Adjusted the documentation and added an example to this effect.

  • function .distCheck is defunct, use distCheck instead. To allow compatibility with older versions of packages that import fBasics (fGarch, fExtremes), .distCheck is exported but new code should not use it.

  • removed generic .print, its ‘ssd’ method, and the S3 registration for the latter, all unused.

  • clarified in the documentation for histPlot, densityPlot and logDensityPlot that argument x must be from class “timeSeries” (each of them starts with stopifnot(is.timeSeries(x))). Previously it was stated that argument x can be of any class that can be converted to “timeSeries” with as.timeSeries.

  • contrary to the documentation, the return values from the functions (such as dhyp, phyp, qhyp) for the generalised distributions do not contain attribute . This is now documented correctly.

  • removed attribute ‘control’ from the return value of rhyp and similar functions. It was undocumented (or rather, the documentation stated that it is called “param”; in any case, wouldn’t be usable in code).

  • argument ‘alpha’ of dhyp, phyp, qhyp and rhyp can now be also a vector of length 4 containing the four parameters.

  • hypMode now throws error if argument ‘pm’ doesn’t have one of the allowed values.

  • the return values of *Mean(), *Var(), *Skew(), *Kurt(), *Moments(), where ’*’ is a distribution prefix (such as ‘gh’ or ‘ght’), are now all named. Previously, only some of them were.

  • removed a number of inconsistencies in the documentation.

fBasics 4031.95

CRAN release: 2023-10-08

  • now characterTable doesn’t try to print/plot invalid non-ASCII UTF8 characters (fixes CRAN issue from around 2023-10-06).

  • symbolTable now plots more characters and issues warnings only for characters in 26:31 which are ignored according to ?points but are actually plotted.

  • now using default R Random generators in tests, since the old ones were causing numerous warnings from tests.

  • removed deprecated function listDescription, use utils::packageDescription instead.

  • fixed a bug in histPlot, causing a puzzling error when argument fit = FALSE.

fBasics 4022.94

CRAN release: 2023-03-04

  • dagotest() was returning NaN for the value of the test statistic based on kurtosis when the argument of a cube root was negative. Reported by Cameron Willden who suggested the fix.

  • the name of the first column of dataset msft.dat is not mangled any more (it was “X.Y..m..d” and now is “%Y-%m-%d”, as in the input file), the rest of the dataset is as before. The file from which the dataset is created is now taken from an identical file in package timeSeries.

  • the show methods for classes fHTEST and fDISTFIT no longer print ‘Description:’ when slot description = "".

  • many fitting functions, e.g., nFit, were inadvertently ignoring argument description by using description = description() instead of description = description in the call to new when creating the return value.

  • correlationTest, pearsonTest, spearmanTest, kendallTest, ks2Test, scaleTest, varianceTest, and locationTest now set slot description of the result to "" by default. Previously they were setting it to the current date/time, with the consequence that the functions gave different objects at each run. Use description = date() in the call if you want the date. Similarly for ksnormTest, shapiroTest, jarqueberaTest, dagoTest, normalTest, adTest, cvmTest, lillieTest, pchiTest, sfTest, jbTest, nFit, tFit, stableFit, and many others, which had default setting description = description().

fBasics 4021.93

CRAN release: 2022-10-20

  • fixed CRAN warnings about a function declaration without a prototype, which is deprecated by modern C compilers.

  • further updates and improvements to the documentation.

  • website built with pkgdown is now linked to in file DESCRIPTION.

fBasics 4021.92

CRAN release: 2022-08-08

  • new maintainer: Georgi N. Boshnakov.

  • in DESCRIPTION, moved timeDate and timeSeries from Depends: to Imports:. This necessitated changes in the examples and unit tests to get them run smoothly. The implications for end users and developers are discussed in separate sections below.

  • in NAMESPACE, now export selectively rather than with a generic pattern. No longer export symbols starting with a dot. Reexported some functions that can reasonably be expected when fBasics is attached (the list of such functions can be adjusted).

  • tidied up the documentation somewhat. There is now a _pkgdown file with the functions in the package organised by topic. Run pkgdown::build_site() on the source directory (or unpacked tarball) to build the site locally.

  • removed .HedgeFund1 and .HedgeFund2 - they were just used to build the dataset HedgeFund.

Notes for users

The changes are aimed at making the package easier to manage and reduce the side effects for users from attaching it.

  • Since packages timeDate and timeSeries are no longer attached by library(fBasics), users may need to attach them explicitly, if they use functions from them directly. That said, some functions from timeDate and timeSeries are reexported by fBasics, so most users may not even notice any change.

  • Undocumented functions (mostly starting with a dot, ‘.’) are no longer exported. If you believe that a non-exported and undocumented function should be exported, please open a bug report, giving your reasons.

Notes for developers

The notes for users apply to developers, as well. In addition:

  • We continue to export some (undocumented) functions starting with a ‘.’ to avoid breaking packages that import fBasics. Please consider using documented equivalents, if possible. Alternatively, let us know that they are useful, so that we can document them.

fBasics 3042.89.2 and older versions

CRAN release: 2022-06-17

See file ChangeLog for changes before 4021.92.