v0.10.0

PortfolioOptimisers v0.10.0

Diff since v0.9.1

Breaking changes

• Change ltd covariance name to its full description, increase test coverage.

Bug fixes

• Fix various typing bugs.

• Fix bug where provided weights are not passed to argument in entropy pooling.

• Fix group_to_val! to enable its use in nested clustered optimisations.

• Add missing factory functions for dimensionality reduction regression.

• Fix when using weights in dimensionality reduction regression.

Documentation

• Fix contents in documentation.

Maintenance

• Remove dead code.

• Make some functions private.

• Add missing convenience function, increase coverage.

• Optimise code.

• Replace throws with argcheck.

• Make all argument checks more explicit.

Merged pull requests:

• Incremental improvements. (#34) (@dcelisgarza)