I just sent quantmod_0.4-5 to CRAN, and TTR_0.23-0 has been there for a couple weeks. I’d like to thank Ivan Popivanov for many useful reports and patches to TTR. He provided patches to add
HMA() (Hull MA),
James Toll provided a patch to the
volatility() function that uses a zero mean (instead of the sample mean) in close-to-close volatility. The other big change is that moving average functions no longer return objects with column names based on the input object column names. There are many other bug fixes (see the CHANGES file in the package).
The biggest changes in quantmod were to fix
getSymbols.MySQL() to use the correct
dbConnect() call based on changes made in RMySQL_0.10 and to fix
getSymbols.FRED() to use https:// instead of http:// when downloading FRED data.
getSymbols.csv() also got some much-needed love.