Nothing
relative_entropy()
to compute the relative entropy between two distributions;entropy-pooling()
runs about to 30-60% faster (#19); view_on_marginal_distribution()
restricts just the first two moments of the distribution;entropy_pooling()
when dealing with multiple inequalities constraints;ffp_views
) was added to help the user to input views on the market for portfolio construction and simulation purposes. See the view_*()
family of functions;entropy_pooling()
is now exported and can be used with three different solvers (nlminb
, solnl
, and nloptr
);bind_views()
allows the user to "glue" multiple views into the same object;ffp_moments()
computes the location and dispersion parameters under flexible probabilities. bind_probs()
now returns the user call in the third column instead the old arbitrary key
column (#13);vctrs
, instead of tibbles
;bootstrap_scenarios()
, scenario_density()
and bind_probs()
only accepts objects of ffp
class;ffp
method to ggplot2::autoplot()
;exp_decay()
. ffp
.Any scripts or data that you put into this service are public.
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