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Changelog

Source: NEWS.md

epo (development version)

  • Expanded the README and the ?epo help page with a fuller explanation of the EPO method (problem portfolios, correlation shrinkage, the Simple and Anchored EPO, and their relationship to the underlying paper’s equations).

  • Added 23 new test cases for better coverage.

epo 0.1.0

CRAN release: 2023-08-17

  • First CRAN release.