Changes in version 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.

                        Changes in version 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).

                 Changes in version 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).

                        Changes in version 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.