Changes in version 0.2.2 (2021-06-01)                  

  - Improved initial point + minor fixes to conform with R 4.0.

                 Changes in version 0.2.1 (2019-10-07)                  

  - A new section "A practical example using FAANG price data" was added
    to the vignette. This section is inspired by Tharsis Souza's blog
    post on risk parity:
    https://towardsdatascience.com/ray-dalio-etf-900edfe64b05

                 Changes in version 0.2.0 (2019-08-31)                  

  - Included the R/Finance 2019 slides as an additional vignette.
  - Included the slides on risk parity portfolio from the Convex
    Optimization course at the Hong Kong Univ. of Science and Technology
    (HKUST) as an additional vignette.
  - New plotting function implemented: barplotPortfolioRisk().
  - General linear constraints now supported in the main function
    riskParityPortfolio()

                 Changes in version 0.1.2 (2019-06-01)                  

  - Fixed some VignetteBuilder issues with CRAN.
  - Refactored stopping criteria. [commit 350f622]
  - Fixed bug where stocks names were being tossed out by C++ functions.
    [commit a02ffc4]

                 Changes in version 0.1.1 (2019-01-08)                  

  - Revised vignette (fix name issue and include new section on
    algorithm description).
  - Revise the error control of riskParityPortfolio().
  - Check feasibility in riskParityPortfolio().
  - Improved tests.

                 Changes in version 0.1.0 (2018-12-25)                  

  - Initial release is on CRAN.