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Version 2.3.2 (DA)

• Several fixes in documentation and good practices

Version 2.3.1 (DA)

• Doc fixed

Version 2.3.0 (DA,SL)

• Doc fixed
• alphaScreening now also outputs the betas
• Bug in lambda resampling fixed

Version 2.2.5 (DA)

• Doc fixed

Version 2.2.3 (DA)

• url fixed

Version 2.2.1 (DA)

• Switch to parallel package
• References updated

Version 2.1.4 (DA)

• Small fix in counting NA

Version 2.1.3 (DA)

• Documentation fixes

Version 2.1.2 (DA)

• Documentation fixes

Version 2.1.1 (DA)

• Documentation fixes
• First CRAN release

Version 2.1.0 (DA)

• New PeerPerformance documentation
• Compiler imported directly within function

Version 2.0.11 (DA)

• Examples added
• Block length not exported anymore

Version 2.0.10 (DA)

• Roxygen documentation
• testthat added
• Format of code

Version 2.0.9 (DA)

• Update CITATION and DESCRIPTION

Version 2.0.8 (DA)

• Small improvements with compiler
• Citations updated

Version 2.0.6 and 2.0.7 (DA)

• Various improvements
• Small fix in documentation

Version 2.0.5 (DA)

• Fix in documentation for modified Sharpe testing
• Small fix in pvalue computation by bootstrap (symmetric)

Version 2.0.4 (DA)

• Bug fix for alpha screening when NA are in the dataset
• Risk-free rate removed
• tstat used for attribution

Version 2.0.3 (DA)

• Major functions contain risk-free rates (zero by default)
• Documentation updated
• Adjustment factor robustified

Version 2.0.2 (DA)

• alphaScreening fixed
• alphaScreening now encompasses hac estimation with sandwich and lmtest
• citation file updated

Version 2.0.1 (DA)

• New package’s name
• New package’s number
• New package’s structure

Version 1-00.15 (DA)

• pi+ fixed
• Default settings for lambda = NULL

Version 1-00.14 (DA)

• Fix of errors in examples

Version 1-00.13 (DA)

• Control parameters for lambda data driven (NULL)
• Documentation updated
• Function for optimal lambda corrected and enhanced
• Function pizero and pi corrected

Version 1-00.01 (DA)

• First release
• Package includes (parallel) alpha and sharpe screening algorithms

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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