2007-02-25 David Luethi
ghyp V0.8.3
	* 'ghyp' released.



2007-03-26 David Luethi
ghyp V0.9.0

 	* Bug fixed in lin.transf.

 	* Slots aic and fitted.params added to mle.ghypuv and mle.ghypmv.

 	* Function stepAIC.ghyp added.

 	* Argument names "log" and "legend" changed to "log.hist" and
	"plot.legend" respectively in qqghyp and hist.

 	* Some corrections in the vignette.



2007-06-08 David Luethi
ghyp V0.9.2

 	* Internal function abar2chipsi: epsilon changed to
	.Machine$double.eps.

 	* Internal function internal.dghyp, internal.dghypmv: Warning
	message changed.

 	* Internal function mle.default, fit.ghypmv: Output properly
	formatted with sprintf.

 	* Spline interpolation in internal function internal.dghyp for
	transition to singularity for the Variance Gamma case.

	* Generic functions logLik and AIC added.

	* Some changes in the package vignette.



2007-07-05 David Luethi
ghyp V0.9.3

	* Some changes in the package vignette and documentation.

	* Function ghyp.moment added.



2007-09-14 David Luethi
ghyp V1.0.0

	* fit.ghypmv: default relative tolerance set to 1e-8.

	* fit.ghypmv and fit.ghypuv: Parameter transformation changed to
	"log".

	* t.transform changed.

	* inf.t.transform: added; inverse of t.transform.

	* Some changes in the package vignette and documentation.

	* Bug fixed in check.opt.pars: Check for 'symmetric' and
	opt.pars['lambda'] and set opt.pars['lambda'] to FALSE when
	'symmetric' is TRUE.

	* hist.ghypuv: Warnings now more meaningful.

	* check.norm.pars: Warnings now more meaningful.

	* Function 'lin.transf' replaced by the generic 'transform'.

	* Function 'redim' replaced by the generic '[.ghyp'.

	* Function 'ghyp.param' replaced by the generic 'coef'.

	* Methods 'show' changed and 'summary' added for objects of class
	'mle.ghyp'.

	* Argument 'standardize' introduced in the fitting routines
	'fit.ghyp..'

	* Methods 'plot' and 'lines' added.

	* Initial parameter value 'nu' changed in 'student.t', 'fit.tuv',
	'fit.tmv'.



2008-02-05 David Luethi
ghyp V1.1.0

	* fit.ghypuv, fit.ghypmv now equipped with a rather reasonable
	error handling.

	* Function 'ghyp.name' added.

	* Internal function besselM3: For nu == 0.5 in besselK there is a
	faster expression for the bessel function which is now
	implemented.

	* Some minor changes in the vignette.



2008-03-07 David Luethi
ghyp V1.2.0

	* Special case of a Gaussian distribution implemented (constructor
	'gauss' added).

	* Deprecated functions 'lin.transf', 'ghyp.params' and 'redim'
	removed and replaced with 'transform', 'coef' and '[',
	respectively.

	* ghyp constructors added for 'alpha.beta' parameters.

	* Vignette updated and newly implemented parametrization
	documented.

	* Error handling improved for qghyp, pghyp, (ESghyp), qgig,
	pgig, (ESgig).

	* Constructor 'ghyp' modified such that the variance of the
	mixing-variable is not required for the symmetric case.

	* Student-t density now allows "chi.psi" and "alpha.delta"
	parametrization.

	* dghyp and pghyp now handle NA's, NaN's and Inf's properly.

	* Some improvements in the manual.

	* Internal functions 'is.gaussian', 'is.student.t' and
	'is.univariate' added.

	* Internal functions 'get.stepAIC.ghyp' added.

	* Univariate symmetric Student-t distribution now use R built-in
	functions.



2008-07-07 David Luethi
ghyp V1.3.0

	* Option lower.tail added in pghyp.

	* fit.ghypuv: Initial values of mu and sigma are now median and
	mad, respectively (instead of mean and sd).

	* ghyp-constructors: Default parameter values changed for skewness
	               parameters gamma and beta to rep(0, length(mu)).
	               For dispersion matrices sigma and Delta to
	               diag(rep(1, length(mu))).

	* The function 'qqghyp' now has an argument 'add' which determines
	whether the points should be added to an existing plot window.

	* Constructor function "ghyp": all(gamma) == 0 changed to
	all(gamma == 0).

	* Internal function 'is.symmetric.t' changed to
	'is.student.t(object, symmetric = NULL)'.

	* 'coef' applied to a Student-t distribution now also returns the
	degree-of-freedom 'nu', which is nu = -2 * lambda. Function
	'show.ghyp' adapted accordingly.

	* It is now possible to switch from the 'chi.psi' parametrization
	to the 'alpha.bar' parametrization.

	* Package vignette enhanced.

	* Slot 'trace.pars' added to class 'mle.ghyp'. This slot contains
	a list (optionally in case of a multivariate fit) which stores the
	parameter values during the fitting procedure.

	* 'fit.ghypmv' is equipped with a boolean 'trace' as a consequence
	of the above modification. In the univariate case 'trace' is
	always true, meaning that the parameters will be stored in the
	slot 'trace.pars' in any case.

	* 'ghyp.fit.info' returns a formatted version of the data in the
	slot 'trace.pars'.

	* Initial value of 'alpha.bar' changed to 0.5 instead of 0.1 in
	'fit.ghypuv'.

	* Function 'ghyp.omega' added. 'ESghyp' and 'ghyp.omega' are now
	described in the .Rd file 'ghyp-risk-performance'.



2008-10-28 David Luethi
ghyp V1.4.0

	* 'ghyp.moment': in case of central moments: wrongly took
	parameter 'mu' instead of the expected value in case 'central' was
	TRUE.  'ghyp.moment' was extended such that it takes analytical
	expressions and avoids numerical integration whenever possible.

	* The package 'ghyp' now depends on R >= 2.7. Function 'identity'
	was removed accordingly.

	* Functions 'ghyp.skewness' and 'ghyp.kurtosis' added.

	* 'ghyp' is on R-forge.

	* Instead of putting each function in a different file, functions
	are now collected in 8 files: 'ghypClasses', 'ghypConstructors',
	'ghypFitting', 'ghypGenericMethods', 'ghypGIG', 'ghypInternals',
	'ghypMethods', 'ghypWrappers'.

	* Internal functions now all come with a '.' in front of the name.

	* Internal function 'internal.dghyp' and 'internal.dghypmv'
	renamed to '.dghypuv' and '.dghypmv' respectively.

	* Package vignette extended.

	* Function 'ghyp.dim' added. Returns the dimension of a 'ghyp'
	object.

	* Internal function '.is.symmetric' added.

	* Dataset 'indices', representing 5 financial indices,
	and documentation file 'indices.Rd' added.

	* Function 'portfolio.optimize' extended for tangecy and global
	minimum risk portfolios. Some names of the arguments had to be
	changed.



2008-10-30 David Luethi
ghyp V1.5.0

	* 'transform.ghyp' changed: If data is stored in slot 'data' of an
	object inheriting from class 'ghyp', 'data' will be transformed as
	well.

	* Generic function 'scale' added to conveniently center and/or
	scale a 'ghyp' object to expectation zero and/or unit variance.

	* Function 'rgig' modified. It now uses the random number
	generator for the GIG distribution from the Rmetrics package
	'fBasics'.


