Changes in version 1.02 (2010-11-18):

NEW FEATURES

    o  Add weighted sum of squares option for distances.


CHANGES

    o  'valuation.portfolBurSt' and 'valuation.default' now
       work for price matrices.  The 'collapse' argument
       and its relatives have been added to these functions.

    o  'constraints.realized.lin' has better functionality
       in rare circumstances.

    o  benchmark identities are now put on the appropriate
       elements of the output components 'var.values' and
       'alpha.values' of 'trade.optimizer'.


BUG FIXES

    o  An alpha constraint when no variance was given caused
       a system terminating -- fatal error, trivial fix.

    o  There was a bug when a benchmark constraint was imposed
       with a maximum return utility.

    o  Some error messages are improved.

    o  A nicety when 'turnover' is set to zero.



Changes in version 1.01 (2010-05-19):

NEW FEATURES

    o   Distance constraints and utility added to 'random.portfolio' and
        'trade.optimizer'.  This involves a few new arguments.

    o   Related to this 'constraint.realized' now returns a list with
        (possibly) a linear component (what it previously returned) and
        a distance component.  Empty components are not in the return value.

    o   'trade.distance' will now accept a weight vector as one or both
        of the first two arguments if 'scale = "weight"'.


CHANGES

    o   Parameter settings have been changed to possibly slightly speed up 
        the generation of random portfolios.

    o   Various minor improvements in error handling and warning.


BUG FIXES

    o   'update.randportBurSt' could fail trying to check input when it
        didn't have the input.

    o   Some C code fixes to avoid possible rare errors and stupidities.

