2012-03-25  braverock

	* DESCRIPTION: - remove Suggests for SparseM
	* inst/doc/textplotPresentation-CRUG-2011.pdf: - add compiled PDF
	* DESCRIPTION, NAMESPACE, R/ActivePremium.R, R/CAPM.alpha.R,
	  R/CAPM.beta.R, R/CAPM.utils.R, R/CalmarRatio.R,
	  R/DownsideDeviation.R, R/ES.R, R/HurstIndex.R,
	  R/InformationRatio.R, R/KellyRatio.R, R/Omega.R,
	  R/PortfolioRisk.R, R/Return.Geltner.R, R/Return.annualized.R,
	  R/Return.calculate.R, R/Return.clean.R, R/Return.cumulative.R,
	  R/Return.excess.R, R/Return.portfolio.R, R/Return.read.R,
	  R/Return.relative.R, R/SharpeRatio.R, R/SharpeRatio.annualized.R,
	  R/SmoothingIndex.R, R/SortinoRatio.R, R/StdDev.R,
	  R/StdDev.annualized.R, R/TrackingError.R, R/TreynorRatio.R,
	  R/UpDownRatios.R, R/UpsidePotentialRatio.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.Bar.R, R/chart.BarVaR.R, R/chart.Boxplot.R,
	  R/chart.CaptureRatios.R, R/chart.Correlation.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R, R/chart.ECDF.R,
	  R/chart.Events.R, R/chart.Histogram.R, R/chart.QQPlot.R,
	  R/chart.Regression.R, R/chart.RelativePerformance.R,
	  R/chart.RiskReturnScatter.R, R/chart.RollingCorrelation.R,
	  R/chart.RollingMean.R, R/chart.RollingPerformance.R,
	  R/chart.RollingRegression.R, R/chart.Scatter.R,
	  R/chart.SnailTrail.R, R/chart.StackedBar.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/checkData.R,
	  R/checkData.patch[DEL], R/expectedShortFallFunctions.r,
	  R/findDrawdowns.R, R/kurtosis.R, R/legend.R, R/maxDrawdown.R,
	  R/mean.utils.R, R/skewness.R, R/sortDrawdowns.R,
	  R/table.AnnualizedReturns.R, R/table.Arbitrary.R,
	  R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R, R/textplot.R,
	  R/zerofill.R, R/zzz.R, inst/doc/PA-charts.Rnw,
	  inst/doc/PA-charts.pdf,
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf,
	  inst/doc/PerformanceAnalyticsPresentation-UseR-2007.pdf,
	  man/DownsideDeviation.Rd, man/SharpeRatio.Rd,
	  man/SortinoRatio.Rd, man/StdDev.Rd, man/StdDev.annualized.Rd,
	  man/chart.BarVaR.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - multiple
	  changes to pass R CMD check on new R core
	  - sd.xts and mean.xts methods
	  - bump version to 1.0.4

2012-03-24  braverock

	* man/table.Drawdowns.Rd: -remove extra brace

2012-03-11  peter_carl

	* R/Return.portfolio.R: - fixed bug causing duplicated rows when
	  calculated results are blank

2012-01-15  braverock

	* DESCRIPTION: - bump version and date
	  - formally add Kris as an author
	* DESCRIPTION, R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CAPM.utils.R, R/CalmarRatio.R, R/CoMoments.R,
	  R/DownsideDeviation.R, R/Drawdowns.R, R/ES.R,
	  R/HerfindahlIndex.R, R/HurstIndex.R, R/InformationRatio.R,
	  R/KellyRatio.R, R/MultivariateMoments.R, R/Omega.R,
	  R/PainIndex.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.R, R/Return.calculate.R, R/Return.clean.R,
	  R/Return.cumulative.R, R/Return.excess.R, R/Return.index.R,
	  R/Return.portfolio.R, R/Return.read.R, R/Return.relative.R,
	  R/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.R, R/chart.Histogram.R,
	  R/chart.QQPlot.R, R/chart.Regression.R,
	  R/chart.RelativePerformance.R, R/chart.RiskReturnScatter.R,
	  R/chart.RollingCorrelation.R, R/chart.RollingMean.R,
	  R/chart.RollingPerformance.R,
	  R/chart.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R, R/checkData.patch,
	  R/decomposeMVaR.R, R/expectedShortFallFunctions.r,
	  R/findDrawdowns.R, R/kurtosis.R, R/legend.R, R/maxDrawdown.R,
	  R/mean.utils.R, R/na.skip.R, R/rCornishFisher.r, R/replaceTabs.R,
	  R/skewness.R, R/sortDrawdowns.R, R/table.AnnualizedReturns.R,
	  R/table.Arbitrary.R, R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/valueAtRiskFunctions.r,
	  R/zerofill.R, R/zzz.R: - update copyright to 2012
	* inst/doc/PA-charts.Rnw,
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw: -
	  replace \char`\"{} with " in vignettes per a request from Kurt
	  Hornik related to recent changes in Rd.sty

2011-09-17  braverock

	* man/centeredmoments.Rd: - fix broken equation
	* man/Return.read.Rd: - change syntax from \itemize to \describe
	* man/BetaCoMoments.Rd[DEL], man/BetaCoVariance.Rd[CPY],
	  man/CAPM.RiskPremium.Rd[CPY], man/CAPM.utils.Rd[DEL],
	  man/CoMoments.Rd[DEL], man/CoVariance.Rd[CPY],
	  man/PerformanceAnalytics-internal.Rd[DEL], man/VaR.Rd,
	  man/legend.Rd[CPY], man/mean.geometric.Rd[CPY],
	  man/mean.utils.Rd[DEL]: - rename files in advance of Rd2roxygen
	  conversion

2011-08-30  peter_carl

	* R/maxDrawdown.R: - added AverageRecovery function
	* R/DownsideDeviation.R: - added DownsidePotential function
	* R/SharpeRatio.R: - added function for annualizing SR,
	  particularly modified SRs
	  - TODO Need to fix calculation method for portfolio SR with
	  weights
	  - TODO Need to consolidate calculation methods at some point
	* R/StdDev.annualized.R: - added dots to each wrapper for handling
	  other parameters cleanly

2011-08-30  braverock

	* NAMESPACE, R/ES.R, man/ES.Rd: - add and export CVaR and ETL
	  aliases for ES function

2011-08-24  peter_carl

	* R/CalmarRatio.R: - fixed operator for Sterling Ratio to add
	  excess

2011-07-26  braverock

	* man/CAPM.beta.Rd: - fix equation denominator per Kris

2011-06-20  peter_carl

	* R/StdDev.R: - added method parameter to be passed into cov
	* R/StdDev.R: - added use parameter to be passed into cov

2011-06-05  peter_carl

	* man/chart.TimeSeries.Rd: - extends the list of NBER recession
	  dates
	  - Thanks to Michael Ash for contributing

2011-06-03  peter_carl

	* man/chart.TimeSeries.Rd: - fixed the prior documentation fix
	* R/chart.TimeSeries.R, man/chart.TimeSeries.Rd: - expanded
	  functionality of period ranges to accept lower frequency date
	  ranges than the underlying data

2011-06-02  peter_carl

	* inst/doc/textplotPresentation-CRUG-2011.Rnw: - presentation to
	  Chicago R Users Group in June 2011

2011-05-10  braverock

	* man/table.Drawdowns.Rd: - describe columns in returned
	  table.Drawdowns

2011-03-18  braverock

	* man/charts.PerformanceSummary.Rd: - minor wording change

2011-03-17  braverock

	* R/chart.RiskReturnScatter.R: - apply patch modified from one from
	  Eduardo Susini <eduardo <dot> susini <at> gmail <dot> com> to be
	  more robust if option 'nocalc' is chosen

2011-01-24  peter_carl

	* R/charts.BarVaR.R: - needed to set ymin as well

2011-01-22  peter_carl

	* R/charts.BarVaR.R: - allows splitting small multiples across
	  pages
	* R/charts.BarVaR.R: - added show.yaxis for varying displays
	* R/chart.BarVaR.R: - fixed legend error when legend.loc = NULL
	* R/chart.BarVaR.R: - added show.greenredbars to show gains in
	  green and losses in red
	* R/chart.BarVaR.R: - added show.endvalue to display ending risk
	  value in the right margin
	* R/charts.BarVaR.R: - allows ylim to be set

2011-01-21  braverock

	* DESCRIPTION, R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CAPM.utils.R, R/CalmarRatio.R, R/CoMoments.R,
	  R/DownsideDeviation.R, R/Drawdowns.R, R/ES.R,
	  R/HerfindahlIndex.R, R/HurstIndex.R, R/InformationRatio.R,
	  R/KellyRatio.R, R/MultivariateMoments.R, R/Omega.R,
	  R/PainIndex.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.R, R/Return.calculate.R, R/Return.clean.R,
	  R/Return.cumulative.R, R/Return.excess.R, R/Return.index.R,
	  R/Return.portfolio.R, R/Return.read.R, R/Return.relative.R,
	  R/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.R, R/chart.Histogram.R,
	  R/chart.QQPlot.R, R/chart.Regression.R,
	  R/chart.RelativePerformance.R, R/chart.RiskReturnScatter.R,
	  R/chart.RollingCorrelation.R, R/chart.RollingMean.R,
	  R/chart.RollingPerformance.R,
	  R/chart.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R,
	  R/expectedShortFallFunctions.r, R/findDrawdowns.R, R/kurtosis.R,
	  R/legend.R, R/maxDrawdown.R, R/mean.utils.R, R/na.skip.R,
	  R/rCornishFisher.r, R/replaceTabs.R, R/skewness.R,
	  R/sortDrawdowns.R, R/table.AnnualizedReturns.R,
	  R/table.Arbitrary.R, R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/valueAtRiskFunctions.r,
	  R/zerofill.R, R/zzz.R: - update copyright to 2011
	  - add license and copyright block to files that were missing it
	  - add svn keywords to files missing them
	  - update Contributors to add H. Felix Wittman
	* R/table.CAPM.R: - apply patch for consistency based on report by
	  H. Felix Wittman < hfwittmann <at> googlemail <dot> com >
	* R/sortDrawdowns.R: - replace body of function with lapply based
	  version provided by H. Felix Wittman < hfwittmann <at> googlemail
	  <dot> com >

2011-01-17  braverock

	* man/Omega.Rd: - correct ambiguity in documentation for Rf in
	  Omega related to problem reported by Tobias Verbeke
	* R/Omega.R: - apply mean(x) to Rf or L parameters with
	  length(x)>1, problem reported by Tobias Verbeke
	* R/UpsidePotentialRatio.R: - apply patch from Tobias Verbeke for
	  series time-varying MAR
	* R/sortDrawdowns.R: - apply patch from Tobias Verbeke for series
	  with only one drawdown

2011-01-16  braverock

	* R/expectedShortFallFunctions.r[CPY], R/rCornishFisher.r[CPY],
	  R/valueAtRiskFunctions.r[CPY]: - move to PerformanceAnalytics
	  pkg/

2011-01-14  braverock

	* DESCRIPTION: - bump version and Date
	  - add Tobias Verbeke to contributors
	* R/SemiDeviation.R: - apply multi-column SemiVariance bug fix
	  patch from Tobias Verbeke < tobias <dot> verbeke <at>
	  openanalytics <dot> com >

2011-01-10  braverock

	* R/SortinoRatio.R: - patch for time-varying MAR by Tobias Verbeke
	  < tobias <dot> verbeke <at> openanalytics <dot> eu >
	* R/CAPM.beta.R: - patch for when input is a timeSeries provided by
	  Tobias Verbeke < tobias <dot> verbeke <at> openanalytics <dot> eu
	  >
	* R/CAPM.alpha.R, R/CAPM.beta.R: - patch for when input is a
	  timeSeries provided by Tobias Verbeke < tobias <dot> verbeke <at>
	  openanalytics <dot> eu >

2011-01-03  braverock

	* R/DownsideDeviation.R: - fix bug where MAR is a timeseries
	  reported by Tobias Verbeke < tobias <dot> verbeke <at>
	  openanalytics <dot> eu >

2010-12-01  peter_carl

	* R/chart.Regression.R: - fix for single benchmark

2010-11-30  peter_carl

	* R/chart.QQPlot.R: - removed par(op) for layout

2010-11-24  peter_carl

	* R/findDrawdowns.R: - fixed comparison bug caused by date-time
	  index issues

2010-11-06  braverock

	* R/chart.CumReturns.R, man/chart.CumReturns.Rd: - apply patch from
	  Aleksandr Rudnev <alex> <dot> <rudnev> <at> <gmail> <dot> <com>
	  to fix begin='axis'
	  - add examples for begin argument to catch further regression

2010-11-01  braverock

	* R/SortinoRatio.R, man/SortinoRatio.Rd: - make SortinoRatio
	  function 'portfolio-aware' by adding handling for weights
	  - add Sortino-maximizing demo to PortfolioAnalytics
	  - fix bug in plot method for random portfolios that could make
	  optimum portfolio not appear

2010-09-17  braverock

	* R/table.CAPM.R: - convert to use TrackingError fn after bug
	  report from <devlinme <at> mac <dot> com>

2010-09-16  peter_carl

	* sandbox/fPerformance, sandbox/fPerformance/DESCRIPTION,
	  sandbox/fPerformance/R, sandbox/fPerformance/R/perf-Data.R,
	  sandbox/fPerformance/R/perf-DownsideRisk.R,
	  sandbox/fPerformance/R/perf-Drawdown.R,
	  sandbox/fPerformance/R/perf-RegressionAnalysis.R,
	  sandbox/fPerformance/R/perf-RelativeRisk.R,
	  sandbox/fPerformance/R/perf-ReturnDisributions.R,
	  sandbox/fPerformance/R/perf-Returns.R,
	  sandbox/fPerformance/R/perf-Risk.R,
	  sandbox/fPerformance/R/perf-RiskAdjusted.R,
	  sandbox/fPerformance/R/perf-Tables.R,
	  sandbox/fPerformance/R/perf-ValueAtRisk.R,
	  sandbox/fPerformance/man,
	  sandbox/fPerformance/man/perfAdjustedMeasures.Rd,
	  sandbox/fPerformance/man/perfDistributionMeasures.Rd,
	  sandbox/fPerformance/man/perfDownsideMeasures.Rd,
	  sandbox/fPerformance/man/perfDrawdownMeasures.Rd,
	  sandbox/fPerformance/man/perfRegressionMeasures.Rd,
	  sandbox/fPerformance/man/perfRelativeMeasures.Rd,
	  sandbox/fPerformance/man/perfVaRMeasures.Rd,
	  sandbox/fPerformance/man/returns.Rd,
	  sandbox/fPerformance/man/tables.Rd: - initial commit of
	  Diethelm's code contributions

2010-09-14  braverock

	* DESCRIPTION, R/Omega.R, man/table.Drawdowns.Rd, man/textplot.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - updates to
	  protect us from failures caused by 'Hmisc' overriding 'format'
	  from R-base
	* ChangeLog: - ChangeLog after tag 1.0.3.1
	* ChangeLog, DESCRIPTION, NEWS: - updates prior to 1.0.3.1 release
	* R/checkData.R: - patch provided by Jeff Ryan to fix bug
	  introduced by changes to as.xts functionality

2010-08-27  braverock

	* man/ES.Rd: - fix typos

2010-08-04  peter_carl

	* sandbox/Benford.R: - outlined plot function

2010-08-04  braverock

	* NEWS: -update NEWS prior to CRAN release
	* DESCRIPTION: -update date prior to CRAN release
	* man/ES.Rd: - eliminate Xreference to orphaned package VaR

2010-08-04  peter_carl

	* sandbox/Benford.R: - improvements to table.Benford

2010-08-04  braverock

	* ChangeLog: - update Changelog prior to tag v1.0.3

2010-08-04  peter_carl

	* R/table.CalendarReturns.R: - added geometric to table.Returns as
	  well
	* man/table.CalendarReturns.Rd: - added geometric attribute
	* R/table.CalendarReturns.R: - added geometric to attributes
	* R/chart.StackedBar.R: - removed op

2010-08-03  peter_carl

	* sandbox/Benford.R: - first functions for implementing tests of
	  Benford's law
	* man/chart.RollingPerformance.Rd: - fixed codoc error

2010-08-03  braverock

	* man/PerformanceAnalytics-package.Rd, man/VaR.Rd: - remove
	  references to orphaned package 'VaR'
	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - reconcile
	  differences between expected output and current code
	* R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R, R/CAPM.utils.R,
	  R/CalmarRatio.R, R/CoMoments.R, R/DownsideDeviation.R,
	  R/Drawdowns.R, R/ES.R, R/HerfindahlIndex.R, R/HurstIndex.R,
	  R/InformationRatio.R, R/KellyRatio.R, R/MultivariateMoments.R,
	  R/Omega.R, R/PainIndex.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.R, R/Return.calculate.R, R/Return.clean.R,
	  R/Return.cumulative.R, R/Return.excess.R, R/Return.index.R,
	  R/Return.portfolio.R, R/Return.read.R, R/Return.relative.R,
	  R/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.R, R/chart.Histogram.R,
	  R/chart.QQPlot.R, R/chart.Regression.R,
	  R/chart.RelativePerformance.R, R/chart.RiskReturnScatter.R,
	  R/chart.RollingCorrelation.R, R/chart.RollingMean.R,
	  R/chart.RollingPerformance.R,
	  R/chart.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R, R/findDrawdowns.R,
	  R/kurtosis.R, R/legend.R, R/maxDrawdown.R, R/mean.utils.R,
	  R/na.skip.R, R/replaceTabs.R, R/skewness.R, R/sortDrawdowns.R,
	  R/table.AnnualizedReturns.R, R/table.Arbitrary.R,
	  R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/zerofill.R, R/zzz.R: -
	  update all footer function, rationalize use of ID, Log, Rev
	  keywords
	  - ensure all code files have proper attribution, copyright,
	  license
	* R/PortfolioRisk.R: - revert rev 1716
	* man/PerformanceAnalytics-package.Rd: - update section on Style
	  Analysis to point people to R-Forge FactorAnalytics
	* R/checkData.R: - fix typo to pass R CMD check
	* R/table.CAPM.R: - fix the way we call CAPM.beta.bear and
	  CAPM.beta.bull to get back to expected results in R CMD check

2010-08-02  braverock

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - remove
	  trivial changes due to R version and test platform differences
	  - TODO substantive changes still need reconciliation

2010-07-30  braverock

	* R/CoMoments.R, R/checkData.R, man/CoMoments.Rd: - updates to pass
	  R CMD check
	  - change merge to cbind
	  - change "SP500.TR" to "SP500 TR"
	  - don't transform an xts object to an xts object in checkData,
	  just return

2010-07-28  braverock

	* R/PortfolioRisk.R: - t(w) to match portm4, seems like a
	  regression bug
	* R/table.AnnualizedReturns.R: - pass geometric argument properly
	  through to SharpeRatio.annualized
	  bug report credit to Murali.Menon <at> avivainvestors.com

2010-07-19  braverock

	* R/chart.RollingPerformance.R: - rearrange to use do.call so our
	  lists of args works properly
	* R/chart.RollingPerformance.R: - fix separation of dots for plot
	  and function

2010-07-15  peter_carl

	* R/chart.RollingPerformance.R: - first try to separate dots into
	  FUN and plot separately

2010-07-13  braverock

	* man/VaR.Rd: - add another paragraph on Marginal VaR

2010-06-02  braverock

	* R/chart.Drawdown.R: - workaround provided by Samuel Le to handle
	  single-column input

2010-06-01  peter_carl

	* R/HurstIndex.R: - adding function

2010-05-29  peter_carl

	* R/maxDrawdown.R: - added AverageDrawdown function
	  - added DrawdownDeviation function

2010-05-27  peter_carl

	* R/PainIndex.R: - first commit of function
	* R/UlcerIndex.R: - fixed for NAs
	* R/UlcerIndex.R: - first commit of function

2010-05-14  peter_carl

	* R/chart.Histogram.R: - fixed bug in labeling vertical lines
	  - allow ylim to be passed in

2010-05-11  braverock

	* R/SharpeRatio.R: - finish fix for FUN/FUNC/FUNCT confusion
	  reported by Giuseppe Milicia
	  - only globally calculate Return.excess if weights is.null

2010-05-11  peter_carl

	* R/SharpeRatio.R: - fixed apply confusion with FUN
	  - moved xR calculation into interior function

2010-05-10  braverock

	* R/Return.excess.R: - apply patch for edge case provided by
	  Giuseppe Milicia

2010-05-08  peter_carl

	* man/ActivePremium.Rd: - fixed example

2010-04-30  peter_carl

	* NAMESPACE: - Removed functions that went into StyleAnalytics

2010-04-28  peter_carl

	* man/Style.Rd[DEL]: moving style functions to new pkg
	* R/chart.RollingStyle.R[DEL]: moving style functions to new pkg
	* R/chart.Style.R[DEL]: moving style functions to new pkg
	* R/style.fit.R[DEL]: moving style functions to new pkg
	* R/style.QPfit.R[DEL]: moving style functions to new pkg

2010-04-23  braverock

	* DESCRIPTION: - re-increment version to 1.0.3
	* DESCRIPTION, man/PerformanceAnalytics-package.Rd,
	  man/chart.CumReturns.Rd, man/charts.PerformanceSummary.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - fix silly
	  escaped backslash fatal error in examples on R 2.11.0 check

2010-04-15  braverock

	* DESCRIPTION: - update DESCRIPTION
	* NEWS: - back-port release notes from v 0.9.7
	* NEWS: - update with Release Notes for v1.0.2

2010-04-08  braverock

	* DESCRIPTION: - update Description
	  - bump version to 1.0.3 post-release

2010-04-07  braverock

	* ChangeLog: - update Changelog prior to 1.0.2 tag
	* DESCRIPTION, man/Return.portfolio.Rd, man/SortinoRatio.Rd,
	  man/TreynorRatio.Rd, man/maxDrawdown.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - minor updates
	  prior to release
	* man/CDD.Rd: - update doc title and topics

2010-04-06  braverock

	* man/CDD.Rd: - add examples
	* R/StdDev.R: - updates to pass R CMD check
	* R/VaR.R, R/maxDrawdown.R, man/CDD.Rd,
	  man/charts.PerformanceSummary.Rd: - updates to pass R CMD check

2010-03-17  peter_carl

	* R/charts.BarVaR.R: - fixed text alignment and size in box frame
	  title

2010-03-16  peter_carl

	* R/charts.PerformanceSummary.R: - fixed ylab
	* R/charts.PerformanceSummary.R: - changed ylab in charts

2010-03-14  braverock

	* R/Return.portfolio.R: - change stop to warning for date overlap
	  check in Return.rebalancing

2010-03-14  peter_carl

	* R/chart.BarVaR.R: - added rounding to labels

2010-03-10  braverock

	* man/ES.Rd, man/VaR.Rd, man/chart.RelativePerformance.Rd: - add
	  concept tags to docs to improve searchability

2010-03-06  braverock

	* R/ES.R, R/VaR.R: - reorganize checks to better reflect option for
	  R to be NULL if moments are passed
	  credit Kris Boudt for the suggestion.

2010-03-05  braverock

	* R/charts.PerformanceSummary.R: - add 'drawdown' to third panel
	  label
	* R/ES.R, R/PortfolioRisk.R, R/VaR.R, R/maxDrawdown.R, man/ES.Rd,
	  man/VaR.Rd, man/maxDrawdown.Rd: - allow R param to be NULL if
	  moments are passed
	  - update docs
	  - implement VaR.historical non-exported utility function

2010-03-04  braverock

	* man/Return.portfolio.Rd: - update documentation to more fully
	  explain how rebalancing periods work
	* R/Return.portfolio.R: - add checks to make sure data series and
	  rebalancing periods actually overlap

2010-03-03  braverock

	* R/Return.portfolio.R: - fix lag in Return.rebalancing so new
	  weights apply
	  'from' immediately *after* the weights change 'to' the time of
	  next change
	  - don't call Return.portfolio from Return.rebalancing if we have
	  no returns for from/to period
	  - don't die in Return.portfolio if no R(eturns) passed in,
	  return(NULL) w/ warning
	  
	* R/chart.BarVaR.R: - fixed show.symmetric bug reported by Helmuth
	  Vollmeier

2010-02-25  peter_carl

	* R/charts.PerformanceSummary.R: - cleaned up passing 'p' into
	  chart.BarVaR, labeling

2010-02-24  braverock

	* R/StdDev.R: - apply the same weight handling used by VaR and ES
	  functions to avoid spurious warnings

2010-02-23  braverock

	* R/Return.portfolio.R: - fix if/else logic for support of
	  deprecated simple/compound argument,
	  replace by geometric TRUE/FALSE to match other PerfA fn's

2010-02-22  braverock

	* R/ES.R, R/VaR.R: - change warning to message in rationality
	  checks in VaR/ES to make optimizer happier
	* R/ES.R, R/VaR.R: - only clean if we haven't been passed moments
	* R/Return.portfolio.R, man/Return.portfolio.Rd: - update to use
	  geometric TRUE/FALSE like other PerfA functions

2010-02-09  braverock

	* R/table.CalendarReturns.R: - add localized month labels, thanks
	  to David Luthi for pointing out the problem

2010-01-20  braverock

	* R/chart.RollingPerformance.R: - add is.null check around ylim
	  before clobbering user-supplied value,
	  patch provided by Dominik Locher

2010-01-08  braverock

	* R/maxDrawdown.R: - add weights parameter to maxDrawdown
	* DESCRIPTION, NAMESPACE, R/maxDrawdown.R: - add Conditional
	  Drawdown function CDD, add to NAMESPACE
	  - bump pkg version to 1.0.2
	* R/ES.R, R/VaR.R: - add multivariate moment calcs

2010-01-07  braverock

	* ChangeLog, NEWS:
	* DESCRIPTION: - update prior to release 1.0.1
	* ChangeLog, generatechangelog.sh: - update Changelog prior to
	  release 1.0.1
	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - update prior
	  to tagging release 1.0.1

2010-01-06  peter_carl

	* NAMESPACE: - added charts.Bar and charts.BarVaR
	* R/chart.StackedBar.R: - fixed check for one-row objects
	* man/chart.Bar.Rd, man/chart.BarVaR.Rd: - added aliases
	* man/chart.Bar.Rd, man/chart.BarVaR.Rd: - additions to accomodate
	  charts.* functions
	* R/charts.Bar.R, R/charts.BarVaR.R: - slight modifications to oma
	  for better margins
	* R/chart.StackedBar.R: - fixes bugs with matrix identification and
	  handling pointed out by Dr. Stefan Albrecht
	  --Ths line, and those below, will be ignored--
	  
	  M chart.StackedBar.R

2010-01-05  braverock

	* R/zzz.R: - add even and odd functions from gtools, not exported
	* DESCRIPTION, man/StdDev.Rd: - updates to pass R CMD check
	* man/StdDev.Rd: - add documentation for StdDev wrapper so we can
	  expose it in NAMESPACE for PerfA 1.0.1

2010-01-05  peter_carl

	* R/maxDrawdown.R: - fixed codoc error
	* man/findDrawdowns.Rd, man/maxDrawdown.Rd: - added geometric
	* R/maxDrawdown.R: - added geometric and uses Drawdowns function
	* R/findDrawdowns.R: - added geometric argument and uses Drawdowns
	  function calc
	  -This line, and those below, will be ignored--
	  
	  M findDrawdowns.R

2010-01-04  peter_carl

	* R/Drawdowns.R, R/Return.annualized.R, R/Return.cumulative.R,
	  R/SharpeRatio.annualized.R, R/chart.CumReturns.R,
	  R/chart.Drawdown.R, R/chart.RiskReturnScatter.R,
	  R/chart.Scatter.R, R/charts.PerformanceSummary.R,
	  R/table.AnnualizedReturns.R, man/Return.annualized.Rd,
	  man/Return.cumulative.Rd, man/SharpeRatio.annualized.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.RiskReturnScatter.Rd, man/charts.PerformanceSummary.Rd,
	  man/findDrawdowns.Rd, man/table.AnnualizedReturns.Rd: - changed
	  default for geometric back to TRUE
	* NAMESPACE: - added StdDev to namespace
	* R/StdDev.R: - changed call to sd to use na.rm

2010-01-03  braverock

	* DESCRIPTION: - updates to pass R CMD check
	* .Rbuildignore, ChangeLog, ChangeLog.1.0.0: - keep the old CVS
	  ChangeLog for posterity
	* .Rbuildignore, ChangeLog, generatechangelog.sh: - new ChangeLog
	  generator for svn repository
	* NAMESPACE, R/CAPM.utils.R, R/Drawdowns.R, R/ES.R,
	  R/Return.annualized.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/StdDev.R, R/VaR.R,
	  R/chart.BarVaR.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.RiskReturnScatter.R, R/charts.PerformanceSummary.R,
	  R/table.AnnualizedReturns.R, man/ES.Rd, man/Return.annualized.Rd,
	  man/Return.cumulative.Rd, man/Return.portfolio.Rd,
	  man/SharpeRatio.Rd, man/SharpeRatio.annualized.Rd,
	  man/SharpeRatio.modified.Rd[DEL], man/VaR.Rd,
	  man/chart.BarVaR.Rd, man/chart.CumReturns.Rd,
	  man/chart.Drawdown.Rd, man/chart.RiskReturnScatter.Rd,
	  man/chart.RollingRegression.Rd, man/charts.PerformanceSummary.Rd,
	  man/findDrawdowns.Rd, man/table.AnnualizedReturns.Rd,
	  man/table.RollingPeriods.Rd, man/zerofill.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - updates to
	  pass R CMD check

2010-01-02  braverock

	* DESCRIPTION, R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CAPM.utils.R, R/CalmarRatio.R, R/CoMoments.R,
	  R/DownsideDeviation.R, R/Drawdowns.R, R/ES.R,
	  R/InformationRatio.R, R/KellyRatio.R, R/MultivariateMoments.R,
	  R/Omega.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.R, R/Return.calculate.R, R/Return.clean.R,
	  R/Return.cumulative.R, R/Return.excess.R, R/Return.index.R,
	  R/Return.portfolio.R, R/Return.read.R, R/Return.relative.R,
	  R/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SortinoRatio.R, R/StdDev.R,
	  R/StdDev.annualized.R, R/TrackingError.R, R/TreynorRatio.R,
	  R/UpDownRatios.R, R/UpsidePotentialRatio.R, R/VaR.Marginal.R,
	  R/VaR.R, R/apply.fromstart.R, R/apply.rolling.R, R/chart.Bar.R,
	  R/chart.BarVaR.R, R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Histogram.R, R/chart.QQPlot.R,
	  R/chart.Regression.R, R/chart.RelativePerformance.R,
	  R/chart.RiskReturnScatter.R, R/chart.RollingCorrelation.R,
	  R/chart.RollingMean.R, R/chart.RollingPerformance.R,
	  R/chart.RollingRegression.R, R/chart.Scatter.R,
	  R/chart.SnailTrail.R, R/chart.TimeSeries.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/checkData.R, R/findDrawdowns.R,
	  R/kurtosis.R, R/legend.R, R/maxDrawdown.R, R/mean.utils.R,
	  R/na.skip.R, R/skewness.R, R/sortDrawdowns.R,
	  R/table.AnnualizedReturns.R, R/table.Arbitrary.R,
	  R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R, R/zerofill.R:
	  - update copyright to 2010

2009-12-22  braverock

	* man/zerofill.Rd: - add documentation for zerofill fn
	* man/ES.Rd, man/VaR.Rd: - document change of p default to .95

2009-12-20  braverock

	* man/chart.RollingRegression.Rd: - add examples for quantile
	  regression

2009-12-18  peter_carl

	* R/zerofill.R[CPY]: - moved from PortfolioAnalytics package

2009-12-15  braverock

	* R/SharpeRatio.R[CPY], R/SharpeRatio.modified.R[DEL]: - extend
	  SharpeRatio wrapper to be more general for VaR,ES,maxDrawdown etc
	  - use vectorized calcs for weighted portfolios where possible
	  - move old SharpeRatio.modified wrapper to replace SharpeRatio fn
	  - remove classic SharpeRatio fn/file
	  - deprecate SharpeRatio.modified

2009-12-08  peter_carl

	* R/Return.wealthindex.R: - changed function name
	* R/Return.wealthindex.R[CPY]: - renamed the Return.index function
	* R/maxDrawdown.R: - reverted back to working version

2009-11-25  peter_carl

	* R/PortfolioRisk.R: - fixed typo
	* R/chart.StackedBar.R: - fix to axis

2009-11-25  braverock

	* R/VaR.R: - change warnings to messages where they don't need to
	  be warning level
	* R/Return.cumulative.R, R/Return.portfolio.R, R/maxDrawdown.R: -
	  default to simple returns
	* R/Return.portfolio.R: - add handling of weights the way they are
	  in optimizer functions
	* R/MultivariateMoments.R: -add proper handling of dots for mu
	  argument
	* R/PortfolioRisk.R, R/StdDev.R: - add StdDev wrapper function to
	  support univariate, multivariate moment, and component standard
	  deviation
	  - arrange/name returned list in Portsd function to match other
	  component calcs

2009-11-19  braverock

	* .Rbuildignore, sandbox: - create sandbox dir, add .Rbuildignore
	  file

2009-11-09  braverock

	* R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R, R/CAPM.utils.R,
	  R/CalmarRatio.R, R/CoMoments.R, R/DownsideDeviation.R,
	  R/Drawdowns.R, R/ES.R, R/InformationRatio.R, R/KellyRatio.R,
	  R/MultivariateMoments.R, R/Omega.R, R/PortfolioRisk.R,
	  R/Return.Geltner.R, R/Return.annualized.R, R/Return.calculate.R,
	  R/Return.clean.R, R/Return.cumulative.R, R/Return.excess.R,
	  R/Return.index.R, R/Return.portfolio.R, R/Return.read.R,
	  R/Return.relative.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SharpeRatio.modified.R,
	  R/SmoothingIndex.R, R/SortinoRatio.R, R/StdDev.annualized.R,
	  R/TrackingError.R, R/TreynorRatio.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.R, R/chart.Histogram.R,
	  R/chart.QQPlot.R, R/chart.Regression.R,
	  R/chart.RelativePerformance.R, R/chart.RiskReturnScatter.R,
	  R/chart.RollingCorrelation.R, R/chart.RollingMean.R,
	  R/chart.RollingPerformance.R,
	  R/chart.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.RollingStyle.R, R/chart.Scatter.R, R/chart.SnailTrail.R,
	  R/chart.StackedBar.R, R/chart.Style.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.Bar.R, R/charts.BarVaR.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/charts.TimeSeries.R,
	  R/checkData.R, R/findDrawdowns.R, R/kurtosis.R, R/legend.R,
	  R/maxDrawdown.R, R/mean.utils.R, R/na.skip.R, R/replaceTabs.R,
	  R/skewness.R, R/sortDrawdowns.R, R/style.QPfit.R, R/style.fit.R,
	  R/table.AnnualizedReturns.R, R/table.Arbitrary.R,
	  R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/zzz.R: Adding Id and Rev
	  property to all files

2009-11-04  peter_carl

	* R/Drawdowns.R: - fixed simple case
	* R/Drawdowns.R, R/chart.Drawdown.R, R/charts.PerformanceSummary.R:
	  - added geometric or simple option
	* R/chart.CumReturns.R: - added simple return calculations with and
	  without a wealth index

2009-11-04  braverock

	* R/na.skip.R: - update to version closer to original version that
	  still uses xts internal index,
	  patch via Jeff
	* R/na.skip.R: - update to use internal xts function avoid
	  changeing TZ of index
	  patch provided by Jeff Ryan (xts, quantmod)

2009-11-03  braverock

	* R/Return.portfolio.R: - remove remaining assumption of compunding
	* DESCRIPTION: - bump version to 1.0.1 to keep track of
	  post-release changes

2009-11-03  peter_carl

	* R/chart.RiskReturnScatter.R: - fixed issue with layout and
	  boxplots

2009-11-02  peter_carl

	* R/charts.Bar.R, R/charts.BarVaR.R, R/charts.TimeSeries.R: -
	  adding three multi-plot charts

2009-11-01  braverock

	* man/PerformanceAnalytics-package.Rd, man/chart.BarVaR.Rd: -
	  changes to pass R CMD check on R-Forge and CRAN with r-devel

2009-10-31  braverock

	* NEWS[CPY]: - move to pkg directory
	* NAMESPACE[CPY]: - move to pkg directory
	* DESCRIPTION[CPY]: - move to pkg directory
	* ChangeLog[CPY]: - move to pkg directory
	* data[CPY]: - move to pkg directory
	* tests[CPY]: - move to pkg directory
	* R[CPY]: - move to pkg directory
	* inst[CPY]: - move to pkg directory
	* man[CPY]: - move to pkg directory
	* .: - create directory for PerformanceAnalytics

