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ChangeLog | ||
=========== | ||
- 1.2 (released XXX): | ||
- 1.2.2 (release June 02, 2020): | ||
* Code: package now works with R >= 4.0.0. | ||
* Tests: fix test case warnings, remove use of deprecated functions | ||
* CRAN: fix for not writing files to temp directory and comply with other submission guidelines | ||
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- 1.2.1 (released January 08, 2019): | ||
* Documentation: added market model example | ||
* CRAN: code modification to adhere to CRAN submission policies | ||
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- 1.2 (released June 30, 2017): | ||
* eventstudy: added one main function to do eventstudy | ||
* Models: Added market model to handle excess return and market residuals | ||
* AMM: added Augmented Market Model functions | ||
* constantMeanReturns: added constant mean returns model to estimate mean retuns over estimation period | ||
* phys2eventtime: modified phys2eventtime function <needs more description> | ||
* bootstrap: added inference wilcox and inference bootstrap and inference classic methods | ||
* Tests: added unit tests to test the models and inference strategies | ||
* Documentation: updated vignette and manuals, made them more descriptive, replicated exercises applying event study approach | ||
* Documentation: updated vignette and manuals, made them more descriptive, replicated exercises applying event study approach |