{"push_id":685309633,"size":12,"distinct_size":11,"ref":"refs/heads/master","head":"56aca4593e8387b902735b985f47a3cfb3c7496a","before":"3079115dedbf438ff55a02d6e4e2680d8dd78f9c","commits":[{"sha":"ec82e353c9fbd07d86c72dd8d31e5a385070f9db","author":{"email":"474ba67bdb289c6263b36dfd8a7bed6c85b04943@jtoll.com","name":"James Toll"},"message":"Allow Cl/Cl volatility to assume mean=0\n\nThe sample mean can be biased in the case of small n with a strongly\ntrending underlying, resulting in an underestimation of volatility.\n\nAdd mean0 argument that will assume a sample mean of zero when TRUE.\nSee #8.","distinct":false,"url":"https://api.github.com/repos/jtoll/TTR/commits/ec82e353c9fbd07d86c72dd8d31e5a385070f9db"},{"sha":"cd9f1c20db4e11e37a70e82a91cf04924e5036d3","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Merge pull request #9 from jtoll/close0\n\nAllow Cl/Cl volatility to assume mean=0. Fixes #8.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/cd9f1c20db4e11e37a70e82a91cf04924e5036d3"},{"sha":"b6e2d15c98505a75739ccf4dfb8758df3f8f4539","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Use DUP=TRUE in all .Fortran calls\n\nDUP=FALSE is deprecated and will be disabled in future versions of R.\nThis also fixes #10.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/b6e2d15c98505a75739ccf4dfb8758df3f8f4539"},{"sha":"1c1905af3299ac487f0841ce3db8505750d0f47a","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Use naCheck from TTR instead of xts\n\nnaCheck is not exported from xts, and using ::: is discouraged, so just\nuse TTR:::naCheck for now.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/1c1905af3299ac487f0841ce3db8505750d0f47a"},{"sha":"dbc0d0223b3a91f93a138c4a7a3ce6a0610ee0ba","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Update docs for mean=0 volatility (see #8, #9)","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/dbc0d0223b3a91f93a138c4a7a3ce6a0610ee0ba"},{"sha":"21bd86109ec3cc2a6c2e387e3c6a43efc672682a","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Replace rowMeans with apply(x,1,mean) (fix #14)\n\nrowMeans provides slightly different results when run under valgrind.\nAccording to Prof Ripley, this is possibly because \"there will be more\nstores to memory and so the extended precision of x86_64 CPUs will be\nused less. I can confirm that via the use of flag -ffloat-store in\ngcc/gfortran...\".\n\nThis causes potential for TTR unit tests to fail for functions that call\nrowMeans. Using apply with mean allows the tests to pass, likely because\nof mean.default's second pass for error correction.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/21bd86109ec3cc2a6c2e387e3c6a43efc672682a"},{"sha":"6a0ea430e6a00512915c71ee8485dc626b7e3628","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Import xts/zoo and bump version","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/6a0ea430e6a00512915c71ee8485dc626b7e3628"},{"sha":"a37c3152b2975435bb9f4c338946dfda0b4b3e32","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Correct OBV when there's no price change (fix #11)\n\nOBV treated the no-price-change condition (Close[t] == Close[t-1]) the\nsame as if the price change were negative. The correct calculation\nshould result in OBV[t] = OBV[t-1] if price change is equal to zero.\n\nAlso update unit test output to reflect this correction.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/a37c3152b2975435bb9f4c338946dfda0b4b3e32"},{"sha":"ca74350a17e5641c82626ccd974f34a13ae5d85c","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Update broken URLs in documentation (fix #12)","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/ca74350a17e5641c82626ccd974f34a13ae5d85c"},{"sha":"0f36b6f2ccba7310f1d4c9aca4f1cfcc3f0cdabb","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Add .Rbuildignore file\n\nIgnore RStudio project files, Git files, and .orig files (created by\nkdiff3 during merge conflicts).\n\nIgnore top-level WISHLIST file, since R CMD check complains about it.\n\nIgnore R/pivots.R. It was never exported and it uses quantmod functions,\nwhich might cause a circular dependency (quantmod depends on TTR).","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/0f36b6f2ccba7310f1d4c9aca4f1cfcc3f0cdabb"},{"sha":"228fc4dce7b53a3d781d5076dbdfcda6adca87a7","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Update DESCRIPTION\n\nBump date and add GitHub URL BugReports fields.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/228fc4dce7b53a3d781d5076dbdfcda6adca87a7"},{"sha":"56aca4593e8387b902735b985f47a3cfb3c7496a","author":{"email":"b4112e23fc4591581789b8445845ea5fd68c6159@gmail.com","name":"Joshua Ulrich"},"message":"Roxygenize docs and change file modes\n\nChange file mode from 755 to 644.","distinct":true,"url":"https://api.github.com/repos/jtoll/TTR/commits/56aca4593e8387b902735b985f47a3cfb3c7496a"}]}