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CHANGELOG
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# Changelog
All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/)
and this project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.html).
## [0.1.1] - 2021-10-25
### Added
- Improved documentation
- Added test on calculating bounds on the survival probability
## [0.1.0] - 2021-10-22
### Added
- Basic functionality of the rearrangement algorithm based on the paper
["Implementing the Rearrangement Algorithm: An Example from Computational Risk
Management" (Marius Hofert, Risks 2020 8(2),
47)](https://doi.org/10.3390/risks8020047)
- In particular, this includes:
- Bounds on the value-at-risk (VaR)
- Bounds on the expected value of supermodular functions
- Bounds on the probability of functions of random variables