NEWS

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smqf 1.1-3

• Documentation maintenance release. Corrected the package title to "Statistical Methods for Quantitative Finance" (matching the companion book) throughout DESCRIPTION, the package-level help, README.md, and inst/CITATION.
• Clarified the Fred dataset documentation to describe the consolidated xts (128 predictor columns plus the DJI.Adjusted response column) rather than the former list(X, y) structure.
• No changes to data or to any exported function.

smqf 1.1-2

• New dataset SP500_const: weekly adjusted close prices for the 505 S&P 500 constituents (2015 membership, 1962–2015), ported from qrmdata and thinned to weekly frequency to respect the CRAN size limit. Supports the high-dimensional covariance / factor-model exercise where the number of constituents exceeds the number of observations.
• All datasets are now xts objects for a consistent interface. Fred is now a single xts (128 predictors plus the DJI.Adjusted response column) instead of a list(X, y); TermStructure is now the rates xts with the maturity grid stored in xts::xtsAttributes(TermStructure)$tau instead of a list(time, tau, rates).
• Monthly datasets (FungHsieh, GoyalWelch, Fred) are now indexed by zoo::yearmon instead of a first-of-month Date, so they merge by calendar month without first-/end-of-month ambiguity. To combine them with a Date-indexed series, coerce its index with as.yearmon().
• FamaFrenchWeekly is renamed to FamaFrench (still weekly, Date-indexed). The unused FamaFrenchMonthly dataset has been removed.
• The package documentation now notes that all bundled datasets are illustrative (static snapshots for the book's examples, not maintained feeds).

smqf 1.1-1 (2026-06-01)

• Import xts::as.xts so the xts dependency is registered in the NAMESPACE (resolves the "package in Depends not imported from" note).

smqf 1.1-0

• Initial CRAN release.
• Exported functions:
  • Portfolio optimisation: f_efficient_frontier, f_ptf_max_U, f_portfolio_moments.
  • Copula PDFs/CDFs: f_normal_copula_pdf, f_student_copula_pdf, f_clayton_copula_2d_pdf, f_gumbel_copula_2d_pdf, f_gumbel_copula_2d_cdf.
  • Copula visualisation: f_display_copula.
  • Tail risk: f_tail_dependence.
• Datasets: FamaFrenchMonthly, FamaFrenchWeekly, Fred, FungHsieh, GoyalWelch, TermStructure.
• Datasets ported from qrmdata (so the book no longer depends on that package): SP500, DJ, DJ_const, FTSE, FTSE_const, EURSTOXX, EURSTX_const, DAX, CAC, NIKKEI, SMI, HSI, GOLD, VIX.