Changes in version 0.96-3 (2024-07-29) Tweaks o ../DESCRIPTION now uses Authors@R. Changes in version 0.96-2 (2021-12-16) Tweaks o ../tests/SP500-ex.R tweaks to pass on 'M1mac' (Mac "Big Sur" M1 proc. arm64) o ../tests/SP500-ex.R: new main tweak: set all weights < 1e-10 to zero . Changes in version 0.96-1 (2020-09-25) Tweaks o Should finally work on Solaris 32-bit Changes in version 0.96-0 (2020-09-07) New Features o CLA(mu, covar, ..) gets new option check.cov which by default is TRUE and hence checks if the covariance matrix covar is positive definite. Bug Fixes o CLA() for small cases may have "empty" new lambda even when there free weights left. This is now caught, with a warning unless new option check.f is set to false. See new example mc3. o the platform dependent tests in ../tests/SP500-ex.R now should also work on Solaris 32-bit. Changes in version 0.95-1 (2019-05-11) Testing o modularized partly platform dependent testing into moreSessionInfo() in ./xtraR/platform-sessionInfo.R; updated to newest version from robustbase (so to detect KH's debian OpenBLAS setup). Changes in version 0.95-0 (2019-03-13) New Features o _Not_ back-compatible _changed_ result: The very first “turning point” from the algorithm with (lambda = NA etc) is no longer stored as part of the result, compatibly with the litterature and other implementations. o Added data set muS.10ex orginally from Markowitz and Todd. o Added NEWS file. Bug Fixes o needed , drop=FALSE in internal getMatrices(), e.g., for the *10ex example. o Test works with old R 3.3.x. o In some cases such as muS.10ex, the last turning point with lambda=0 was not computed previously. o adapt man/findSig.Rd example to R 3.6.0's new default sample() kind. o Run the tests/*.R with R versions that use one OpenBLAS, ATLAS, or MKL (and skip some tests on these). Changes in version 0.90-1 (2018-02-06) New Features o Add nice plot() method base on Shi's MS_plot() o Literature references in ?CLA o Vectorized findSig() and findMu(). Bug Fixes o findSig.1() now works. o test also works in R configured with --no-long-double. Changes in version 0.90-0 (2018-01-15) New Features o First release to CRAN