NEWS
generalCorr 1.2.6 (2023-10-09)
- improved descriptions of various functions.
generalCorr 1.2.5 (2023-10-07)
- improved causeSum2Panel() for t-test of Granger causality and compact output
generalCorr 1.2.4 (2023-08-16)
- Added outOFsell() for out of sample evaluation of selling stocks
generalCorr 1.2.3 (2023-05-01)
- Added causeSum2Panel() for causality study using Panel data
generalCorr 1.2.2 (2022-01-03)
- Added causeSum2Blk() for causality using exact stochastic dominance and
outOFsamp() for new out-of-sample evaluation of portfolios
generalCorr 1.2.1 (2021-12-08)
- Added parcorVecH2 etc. to fix a bug in implementing parcorVecH
generalCorr 1.2.0 (2021-11-10)
- Added functions for portfolio selection using exact stochastic dominance.
generalCorr 1.1.9 (2021-10-18)
- Added functions for generalized partial correlations and hybrid version.
generalCorr 1.1.8 (2020-12-02)
- Description of bootGcRsq and bootGcLC corrected and easy-to-interpret
output added.
generalCorr 1.1.7 (2020-11-29)
- Added vignette 5 to help users understand and implement new tools of version 1.1.6
generalCorr 1.1.6 (2020-11-20)
- Added functions for bootstrapping Granger causality when relations are nonlinear for canonical correlations based on generalized matrix of correlations.
generalCorr 1.1.5 (2019-10-30)
- some bugs fixed, block versions of generalized partial correlation
‘parcorBijk’ and a new measure of dependence ‘depMeas’ added.
vignette 4 is added to describe practical use of block versions.
generalCorr 1.1.3 (2019-10-07)
- Added gmcmtxBlk, whcih is a new blocked version of gmcmtx0. Also
added pillarChart3D for wireframe charts of 3D data and other
minor changes.
generalCorr 1.1.2 (2018-07-12)
- Added parcorMtx function to compute partial correlation matrices
and some bootstrap summarizing bootSignPcent using -100 to 100 range,
and some bug fixes.
generalCorr 1.1.1 (2018-01-24)
- improvements to vignette2, option to use older Cr1 criterion
and some bootstrap summarizing functions added.
generalCorr 1.1.0 (2018-01-05)
- revised first criterion Cr1 to directly reflect orthogonality
between regressors and errors, leading to many changes.
generalCorr 1.0.9 (2017-10-03)
- further revised parcor_ijk and revised versions of 3 vignettes
- further minor corrections
generalCorr 1.0.7 (2017-09-02)
- slightly revised parcor_ijk and inclusion of 3 vignettes
generalCorr 1.0.6 (2017-07-22)
- New functions added descriptions updated especially silentMtx
generalCorr 1.0.5 (2017-06-16)
- New functions added descriptions updated especially silentMtx
generalCorr 1.0.4 (2017-06-08)
- New functions added and descriptions updated especially causeSummary for strength
index for unanimity of three criteria in [-100, 100] range.
generalCorr 1.0.3 (2016-06-28)
- New functions added for bootstrap and causal path assessment without much printing.
generalCorr 1.0.2 (2016-06-04)
- New functions added to treat some variables as control variables,
not part of causal paths.
generalCorr 1.0.1 (2016-05-21)
- cosmetic changes to many functions, changed output
titles in somePairs(), some0Pairs(), allPairs() with
added example in parcor_ridg()