In MeanerReversion/bdrift: Beta Drift Analysis

Version 1.2.2 Submission

In this version I have:

• Included the BDA.loader convenience function

• Deleted the progress bar from BDA function to ensure usability on virtual machines without display

• Fixed a bug in the horizon plot

• Corrected the calculation of confidence intervals

Test environments

• local Win 10 install, R 3.2.4
• Ubuntu 12.04.5 LTS (on travis-ci), R 3.2.4
• win-builder, R 3.3.0 (R-Devel)

R CMD check results

There were no ERRORs or WARNINGs.

win-builder produced one NOTE, suggesting "multi-factor" as a spelling error in the DESCRIPTION file. However, this is standard notation in the industry.

Downstream dependencies

There are currently no downstream dependencies.

Thank you for your consideration!

MeanerReversion/bdrift documentation built on May 8, 2019, 9:54 a.m.