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quarks 1.1.4

• updated data sets
• fixed some minor bugs

quarks 1.1.3

• added an application to download data from Yahoo Finance
• fixed a bug in ‘cvgtest.R’

quarks 1.1.2

• added argument ‘conflvl’ to ‘cvgtest.R’ in order to set the significance level for hypothesis testing

quarks 1.1.1

• slightly adjusted print method for ‘cvgtest.R’

quarks 1.1.0

• implemented 4 new functions which enable the user to apply various backtesting methods

quarks 1.0.11

• slightly adjusted plot method (added a grid)
• updated data sets
• changed name of ‘DAX30’ to ‘DAX’ due to the recent extension of the German Stock Market Index

quarks 1.0.10

• added a print method for ‘quarks’

quarks 1.0.9

• fixed a bug in ‘hs.R’

quarks 1.0.8

• fixed a bug which caused an error in ‘vwhs.R’ and ‘fhs.R’

quarks 1.0.7

• changed output value of ‘hs.R’, ‘vwhs.R’ and ‘fhs.R’
• modified ‘plot.quarks.R’; main title and axis labels can now be adjusted manually
• added five financial time series data sets

quarks 1.0.6

• changed default of coverage level (p) from 0.95 to 0.975
• implemented ‘fhs.R’, enabling filtered historical simulation
• implemented volatility estimation with GARCH-type models by means of the ‘rugarch’ package

quarks 1.0.5

• slightly changed example for ‘rollcast.R’
• fixed a bug which caused a warning if argument ‘method’ in ‘rollcast.R’ was set on default

quarks 1.0.4

• slightly adapted ‘hs.R’, ‘vwhs.R’ and ‘rollcast.R’
• modified ES-calculation for age-weighted historical simulation

quarks 1.0.3

• slightly adjusted README
• modified ‘plot.quarks.R’

quarks 1.0.2

• fixed a minor bug in ‘hs.R’
• minor adjustments in the README were made

quarks 1.0.1

• adjusted example in the README file
• minor adjustments in the documentation were made

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.