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ubique

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A mathematical and quantitative library for Javascript and Node.js

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# ChangeLog ### 0.5.1 - 20150923 - Bugfix ### 0.5.0 - 20150622 - MAJOR UPDATE: changed some basic structure, now `Array` follows the natural `1xN` dimension (row-major). `Arrayfun` and `Vectorfun` are optimized to managed variabile inputs arguments for both arrays and matrices. - Matrices: removed `row` and `col`. Now it's possible to get values with `getrow` and `getvalue` and set values with `setrow` and `setcol`. - Removed: `NaN`, `uplus` - Added: `strfind`,`argsarray` - Modified: `yahoo`, added `yahooSync` ### 0.2.0 - 20150504 - Added new folder _datafeed_ with `yahoo` function to download historical stock data - Added: `clock`, `today`, `datevec` - Modified: `datenum`, `datestr` ### 0.1.9 - 20150427 - Updated README - Bugfix ### 0.1.8 - 20150417 - Replaced: `xreturn` with `activereturn` in _quants_ - Added: `annadjsharpe` in _quants_ - Modified: `annavgrisk` with `annrisk` in _quants_ ### 0.1.7 - 20150406 - Added in _quants_ `martinratio`, `painindex`, `painratio`,`sterlingratio`,`m2sortino` - Modified: `ulcerindex`,`sortino` ### 0.1.6 - 20150329 - Added: `camlarratio`,`burkeratio` - Replaced: `annvgreturn` with `annreturn` for annualized return - Modified: `avgdrawdown`,`cdrawdown`,`drawdown`,`ulcerindex` ### 0.1.5 - 20150318 - Modified: `paramvar`,`histc`,`datenum`,`datestr`,`weekday` - Bugfix ### 0.1.4 - 20150309 - Added Unit Test for all functions with auto-code - Fixed bugs in documentation and functions ### 0.1.3 - 20150302 - Added Relational Operators: `eq`,`ge`,`gt`,`le`,`lt`,`ne` - Modified `minus` and `plus` methods - Fixed `tomonthly` - Update README file ### 0.1.2 - 20150301 - Replaced `variance.js` with `varc.js` - Updated README file and some documentation - Bugfixes ### 0.1.1 - 20150227 - Fixed `size`,`squeeze`,`subset`(it's possible to get a whole col/row with ':' symbol), `subsetlin` - New time series functions: `datenum`,`datestr`,`month`,`weekday`,`toweekly`,`tomonthly` - Added `unique`,`find` - Added dependency `moment.js` for date time manipulation ### 0.1.0 - 20150223 - Updated site http://maxto.github.io/ with custom template and logo ### 0.0.9 - 20150220 - Built Documentation: API Docs and For MATLAB Users ### 0.0.8 - 20150201 - Modified some _test_ functions - Added in _quants_ `cdrawdown`, deleted `maxdrawdown`,`riskretratio` - Modified `avgdrawdown`,`drawdown`,`montecarlovar`,`omegaratio`,`sharpe`, `sortino`,`trackerr`,`treynor`,`ulcerindex`,`xreturn` - Added folder _util_ with `format` - Added in _matarrs_ `array` - Modified `matrix` and `drawdown` - Changed README - Added in _quants_ `histvar`,`histcondvar`,`sharpe`,`adjsharpe`,`annavgrisk`,`downsiderisk`, `paramvar`,`paramcondvar`,`downsidepot`,`upsidepot`,`modigliani`,`inforatio`,`jensenalpha` - Modified `isvector`,`linearreg` ### 0.0.7 - 20150119 - Update README file with comparative MATLAB® vs ubique - Modified `end`, `mldivide`, `mrdivide`, `flipud`, `fliprl` - Renamed `flip` in `flipdim` - Added functions in _quants_ `annavgreturn`,`annreturn`,`cagr`,`irr`,`mdietz`,`percpos`,`ror`,`twr`,`xreturn` ### 0.0.6 - 20150115 - Added Install methods: Git, Npm, Bower. - Added minified version in _dist_ folder - Added `gulpfile.js` for bundle, minify `npm run build` and watch `npm run watch` ### 0.0.5 - 20150114 - Added _contdistrib_ with `normpdf`,`normcdf`,`normiv` - Rebuilt main structure with auto-compile for ubique constructor - Added webpack for browser bundle in _dist_ folder ### 0.0.4 - 20150104 - Added _findat_ folder with `tick2ret`,`ret2tick` (renamed later in _quants_) - Added in _statrnd_ `jbtest`,`pdist` - Added in _test\util_ `arrayTestUtils` - Added some test functions - Bugfix ### 0.0.3 - 20150103 - Added _test_ folder - Added _interpol_ folder with `interp1` function - Added _regressmod_ folder with `linearreg` function - Added in _statrnd_ `hurst`,`iqr`,`kurtosis`,`moment`,`prctile`,`quantile`,`quartile`,`skewness`,`xkurtosis` ### 0.0.2 - 20141231 - Added LICENSE,HISTORY - Added in _datatypes_ `islogical` - Added in _elmath_ `exp`,`log`,`sqrt` - Added in _statrnd_ `histc`,`mad`,`range`,`std`,`variance`,`zscore` - Bugfix ### 0.0.1 - 20141224 First commit with more than 100 functions in the following categories: - Arithmetic Operations - Array Creation and Concatenation - Array Dimensions - Create and Concatenate Strings - Complex Numbers - Data Type Identification - Descriptive Statistic - Indexing - Linear Equations - Matrix Analysis - Matrix Types - Numeric Types - Sorting and Reshaping Arrays - Special Functions - Structures