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NEWS

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.

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