Releases: dppalomar/highOrderPortfolios
Releases · dppalomar/highOrderPortfolios
highOrderPortfolios version 0.1.1 (2022-10-20)
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Just fixing some tests that failed under M1 Mac.
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Specify in DESCRIPTION that fitHeavyTail (>= 0.1.4) is required, just to be safe.
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Some links updated.
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References revised.
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Parametric functions included based on new paper with Xiwen Wang.