June has been a good month for releases of Portfolio Probe and a bad month for disseminating the blog.
Version 1.05
This is a minor release, primarily to fix some bugs, but a little sugar slipped in as well.
- bug: when forced trades created a portfolio that satisfied all of the constraints, then all “random” portfolios were the same.
- bug:
constraints.realized
now (again) properly handles additional constraints that were not initially imposed. - bug: some problems wasted a lot of time. The key ingredients were a variance and trading no more than 25 assets.
- convenience: the
risk.fraction
argument can now take a list. - convenience: the
build.constraints
function can now take a list.
More detail is in the change log and especially in the user support email.
Blog problems
For almost all of June it seems that the email feed for the blog has not been working. Correct me if I’m wrong.
Also the R Language RSS feed seems not to have been working either. This means that the posts involving R have not been appearing on R-bloggers or statsblogs.
I’ve not seen any problems with the main RSS feed.
By all appearances Google is not supporting Feedburner very well as this blog doesn’t seem to be an isolated case. Suggestions are welcome.