finalize v0.5

Author: GeoBosh

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: cvar
 Type: Package
 Title: Compute Expected Shortfall and Value at Risk for Continuous Distributions
-Version: 0.4.1.9000
+Version: 0.5
 Authors@R: person(given = c("Georgi", "N."), family = "Boshnakov",
                   role = c("aut", "cre"), 
                   email = "[email protected]")
@@ -15,9 +15,9 @@ Description: Compute expected shortfall (ES) and Value at Risk (VaR) from a
     as well.
 URL: https://geobosh.github.io/cvar/ (doc), https://github.com/GeoBosh/cvar (devel)
 BugReports: https://github.com/GeoBosh/cvar/issues
-Imports: gbutils, Rdpack (>= 0.8), fGarch
+Imports: gbutils, Rdpack (>= 0.8)
 RdMacros: Rdpack
 License: GPL (>=2)
 Collate: VaR.R cvar-package.R garch.R
 RoxygenNote: 7.2.0
-Suggests: testthat, PerformanceAnalytics
+Suggests: testthat, fGarch, PerformanceAnalytics

NAMESPACE

@@ -1,5 +1,7 @@
 # Generated by roxygen2: do not edit by hand
 
+S3method(ES,default)
+S3method(ES,numeric)
 S3method(VaR,default)
 S3method(VaR,numeric)
 S3method(predict,garch1c1)
@@ -10,14 +12,6 @@ export(VaR_cdf)
 export(VaR_qf)
 export(sim_garch1c1)
 importFrom(Rdpack,reprompt)
-importFrom(fGarch,dged)
-importFrom(fGarch,dstd)
-importFrom(fGarch,pged)
-importFrom(fGarch,pstd)
-importFrom(fGarch,qged)
-importFrom(fGarch,qstd)
-importFrom(fGarch,rged)
-importFrom(fGarch,rstd)
 importFrom(gbutils,cdf2quantile)
 importFrom(stats,quantile)
 importFrom(stats,runif)

NEWS.md

@@ -1,3 +1,24 @@
+# cvar 0.5 (CRAN)
+
+* made `ES` generic (`VaR` was already generic).
+
+* moved `fGarch` from Imports to Suggests.
+
+* renamed argument `x` of `VaR` and `ES` to `p_loss`. `p_loss` seems more
+  expressive and suggests that it relates to the losses, usually small numbers
+  like `0.05`. Other suitable names like `alpha`, `p`, and `prob`, are commonly
+  used as arguments to other functions that might be used as argument `dist` and
+  make them more difficult to pass via the `...` arguments.
+
+  For now, an warning is issued if `x` is used as a named argument in a call
+  (e.g. `VaR(dist, x = 0.05)`) with the intend to turn that in an error in the
+  next release of the package. This change should not be noticed by most users
+  since it is much more natural not to name this argument and use something like
+  `VaR(dist, 0.05)`.
+
+* moved `fGarch` from Imports to Suggests.
+
+
 # cvar 0.4.1 (CRAN)
 
 * when the input was numeric, `ES()` was not handling the level `x` properly