PerformanceAnalytics 1.0.0 Release Notes

This release marks a major milestone for PerformanceAnalytics.  After several
years and acquiring users worldwide, we feel things are stable enough to mark
this release 1.0.0.  Hopefully this will decrease the number of changes made to
the interfaces and functionality of the package in the future, and let us work
on other things.

Probably the most new functionality in this release has gone into VaR, ES and
modified VaR and ES.  Thanks to some excellent code and research contributions
from Kris Boudt of K.U. Leuven, we've added substantially to the capabilities in
this release.  The new 'VaR' and 'ES' functions allow a wide variety of methods
for calculation, and even methods for calculating risk contribution given
portfolio weights.  This is great stuff, and we're deeply greatful for Kris'
contribution.

During the past year, we've modified almost every function in the package. 
There were two things we wanted to accomplish: move to xts for time series
functions internally, and improve the speed and convenience of the functions.

The move to xts has improved the package immensely.  Not only have the time axes
of the graphics improved, but calculations and charts now handle different data
periodicities automatically.  Calculations are noticably faster, too.

Users of fPortfolio and other Rmetrics packages can use timeSeries objects with
PA functions seamlessly.  Thanks to xts' reclass function, if you input a
timeSeries object into a PA function that calculates a time series result (such
as Drawdowns), that result is delivered as a timeSeries classed object.

All of the functions in PA now support multi-column returns objects.  Drop a
data set in, and the calculations are done for each column.
For example:
> > data(managers)
> > SharpeRatio.annualized(managers[,1:8])
       HAM1        HAM2        HAM3        HAM4        HAM5        HAM6
  1.6033616   1.3240442   1.1488361   0.6169326   0.1933374   1.8380958
EDHEC.LS.EQ    SP500.TR
  1.6414220   0.6448502

In any re-write like this, there's good news and bad news.  The bad news is that
there have been changes to parameter names along the way.  The most substantial
of these is anywhere we used 'rf' for the risk free rate, we now use Rf. We've
made the changes to be more consistent and make the code easier to maintain, and
we appreciate your patience.