Version number 1.4.3541 of PerformanceAnalytics was released on CRAN today.

If you’ve been following along, you’ll note that we’re altering our version numbering system.  From here on out, we’ll be using a “major.cran-release.r-forge-rev” form so that when issues are reported it will be easier for us to track where they may have been introduced.

Even though PerformanceAnalytics has been in development for almost a decade, we haven’t made significant changes to the interfaces of the functions – hence the major release number hasn’t changed from “1”.  I’ll warn you that we are working on revisions to many of the charts functions that might cause us to change some of those interfaces significantly (in ways that break backward compatibility), in which case we’ll increment the major release.  Hopefully we’ll be able to provide wrappers to avoid breaking much, but we’ll see.  That development is ongoing and there’s no deadline at the moment, so maybe next year. On the other hand, it’s going pretty well and generating a lot of excitement, so maybe sooner.

This is our 4th CRAN release after 1.0, so the minor number moves to 4.  We’ve been releasing the package to CRAN a couple of times a year with some regularity over the last seven years, although it’s slowed as the package has grown and demands from the CRAN maintainers have increased.

This release is tagged at rev. 3541 on R-Forge.  During the last year most of our development activity has been on other related packages, GSOC projects, and more speculative projects.  Little new functionality has found its way into this new release – this release is mostly bug fixes with a few new functions thrown in here and there. If you’re interested, you can follow along with package development by grazing through the sandbox directory on R-Forge. There’s quite a bit in there that is close but needs to be carried over the finish line.

We continue to welcome suggestions, contributions, and patches – whether for functionality or documentation.