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ChangeLog
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ChangeLog
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Version: 0.3-1 (2013-07-08, released)
* Fixed spelling and grammar in comments.
Version: 0.3-0 (2008-09-12, released)
* Added totalCounts method. Counts non-NA values that went into
the calculation of spreads
* Method summaryStats made public.
* Fixed overlaps order of operations bug in backtest.function.
* Added returns and financials columns to starmine data.
Version: 0.2-0 (2007-07-02, released)
* Added overlaps feature for controlling turnover.
* The user may specify a factor as in.var to define quantiles.
* Added by.period option for calculating quantiles within periods,
now the default.
* Added do.spread option to toggle spread calculation.
Version: 0.1-2 (2007-04-12, released)
* Fixed handling of the universe parameter.
* Added stop if there are quantiles with no observations. Usually
occurs with very little or very regular (usually synthesized)
data.
* Updated 'backtest' vignette.