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intrinsicFRP 0.0.1

  • Added a NEWS.md file to track changes to the package.

intrinsicFRP 0.1.0

  • (15/05/2023) Version 0.1.0 published on CRAN (The Comprehensive R Archive Network).

intrinsicFRP 1.0.0

  • Function IFRP extended and renamed TFRP.
  • Function OptimalAdaptiveIFRP extended and renamed OracleTFRP.
  • Function AdaptiveIFRP deleted.
  • Function ChenFang2019BetaRankTest added.
  • Function HJMisspecificationTest added.

intrinsicFRP 2.0.0

  • Function HJMisspecificationTest adapted to the use of excess returns.
  • Function IterativeKleibergenPaap2006BetaRankTest added.
  • Function GKRFactorScreening added.
  • Function HACcovariance added.
  • Function HJMisspecificationTest extended and renamed HJMisspecificationDistance.

intrinsicFRP 2.1.0

  • Function SDFCoefficients added.
  • Function FGXFactorsTest added.