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ffp 0.2.2

• Added 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;
• Small changes in the documentation files.

ffp 0.2.1

• Bug fix in entropy_pooling() when dealing with multiple inequalities constraints;
• Small changes in the documentation files.

ffp 0.2.0

New Features

• A new class (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.

Minor improvements and fixes

• bind_probs() now returns the user call in the third column instead the old arbitrary key column (#13);

ffp 0.1.0

• CRAN release.

ffp 0.0.1

• The package now is built upon S3 vctrs, instead of tibbles;
• Functions bootstrap_scenarios(), scenario_density() and bind_probs() only accepts objects of ffp class;
• Added ffp method to ggplot2::autoplot();
• Exponential Smoothing is now computed with exp_decay().

ffp 0.0.9000

• First release of the development version of ffp.

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.