Eric Zivot may comment as well, but the version in the returnanalytics branch is the current and actively worked on version.
All the *functionality* the Yi-An worked on should be there. Unfortunately, all the *interfaces* are not the same. Extensions of the functionality, and continued standardization of the model interfaces, have resulted in changes that break backwards compatibility. Overall, I think the interface is cleaner and more consistent now, which is good. I am always unhappy to break backwards compatibility though. We felt that the number of active users of the code was small enough that new users would be better served by the cleaner, more consistent interfaces. The current plan is to release the package to CRAN after this summer's GSoC. Regards, Brian On Thu, 2015-07-16 at 16:37 +0200, Ueli Hofstetter wrote: > hello, > > does anyone know why there are two branches of the factor analytics > package, i.e. the one which looks like the "original" version > (factoranalyticsuw) > https://r-forge.r-project.org/scm/viewvc.php/pkg/factorAnalyticsUW/?root=factoranalytics > and the one merged into the returnanalytics package > https://r-forge.r-project.org/R/?group_id=579 ? > > while the package merged into the returnanalytics library has more recent > updates, it seems that some of the functionality presented in > http://www.rinfinance.com/agenda/2014/workshop/YiAnChen.pdf > is missing. > > any hints are greatly appreciated > > cheers > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
