NEWS.md

In intrinsicFRP: An R Package for Factor Model Asset Pricing

intrinsicFRP 0.0.1

• Added a NEWS.md file to track changes to the package.

intrinsicFRP 0.1.0

• (15/05/2023) Version 0.1.0 published on CRAN (The Comprehensive R Archive Network).

intrinsicFRP 1.0.0

• Function IFRP extended and renamed TFRP.
• Function OptimalAdaptiveIFRP extended and renamed OracleTFRP.
• Function AdaptiveIFRP deleted.
• Function ChenFang2019BetaRankTest added.
• Function HJMisspecificationTest added.

intrinsicFRP 2.0.0

• Function HJMisspecificationTest adapted to the use of excess returns.
• Function IterativeKleibergenPaap2006BetaRankTest added.
• Function GKRFactorScreening added.
• Function HACcovariance added.
• Function HJMisspecificationTest extended and renamed HJMisspecificationDistance.

intrinsicFRP 2.1.0

• Function SDFCoefficients added.
• Function FGXFactorsTest added.

intrinsicFRP documentation built on May 29, 2024, 8 a.m.