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