diff --git a/.github/workflows/R-CMD-check.yaml b/.github/workflows/R-CMD-check.yaml index 3e51c4fe..a728d242 100644 --- a/.github/workflows/R-CMD-check.yaml +++ b/.github/workflows/R-CMD-check.yaml @@ -32,12 +32,12 @@ jobs: steps: - uses: actions/checkout@v2 - - uses: r-lib/actions/setup-r@master + - uses: r-lib/actions/setup-r@v2 with: r-version: ${{ matrix.config.r }} http-user-agent: ${{ matrix.config.http-user-agent }} - - uses: r-lib/actions/setup-pandoc@master + - uses: r-lib/actions/setup-pandoc@v2 - name: Query dependencies run: | @@ -48,7 +48,7 @@ jobs: - name: Cache R packages if: runner.os != 'Windows' - uses: actions/cache@v1 + uses: actions/cache@v2 with: path: ${{ env.R_LIBS_USER }} key: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-${{ hashFiles('.github/depends.Rds') }} diff --git a/DESCRIPTION b/DESCRIPTION index 3e264ba7..e2938c57 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,7 +1,7 @@ Package: rvinecopulib Type: Package Title: High Performance Algorithms for Vine Copula Modeling -Version: 0.6.2.1.2 +Version: 0.6.2.1.3 Authors@R: c( person("Thomas", "Nagler",, "info@vinecopulib.org", role = c("aut", "cre")), person("Thibault", "Vatter",, "info@vinecopulib.org", role = c("aut")) diff --git a/NEWS.md b/NEWS.md index 5d35f465..509883c9 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,4 +1,8 @@ -# rvinecopulib 0.6.2.1.1 (October 16, 2022) +# rvinecopulib 0.6.2.1.3 (December 3, 2022) + +- fix marginal PIT for discrete variables (see issue #257, thanks @rplzzz) + +# rvinecopulib 0.6.2.1.2 (October 16, 2022) - fix warning about C++17 attribute extension 'nodiscard' (#255) diff --git a/R/vine.R b/R/vine.R index 306b6810..fadf0146 100644 --- a/R/vine.R +++ b/R/vine.R @@ -175,7 +175,7 @@ compute_pseudo_obs <- function(data, vine) { lv <- as.numeric(data[, k]) - 1 lv0 <- which(lv == 0) lv[lv0] <- 1 - xlv <- factor(levels(data[, k])[lv], levels = levels(data[, k])) + xlv <- ordered(levels(data[, k])[lv], levels = levels(data[, k])) u_sub[, k] <- eval_one_dpq(xlv, vine$margins[[k]]) u_sub[lv0, k] <- 0 } diff --git a/README.md b/README.md index 9c79aab1..315f3939 100644 --- a/README.md +++ b/README.md @@ -8,7 +8,7 @@ rvinecopulib Vine copulas are a flexible class of dependence models consisting of bivariate building blocks (see e.g., Aas et al., 2009). You can find a comprehensive -list of publications and other materials on [vine-copula.org](https://www.math.cit.tum.de/en/statistics/statistics/research/vine-copula-models/). +list of publications and other materials on [vine-copula.org](https://www.math.cit.tum.de/math/forschung/gruppen/statistics/vine-copula-models/). This package is the [R](https://cran.r-project.org/) API to the C++ library [vinecopulib](https://github.com/vinecopulib/vinecopulib), a header-only diff --git a/cran-comments.md b/cran-comments.md index 5e525ce7..1e9f8e5e 100644 --- a/cran-comments.md +++ b/cran-comments.md @@ -1,5 +1,3 @@ -Fixes warnings issued by clang-14's -Wc++17-attribute-extensions. - ## Test environments * CRAN win builder (devel) @@ -7,8 +5,8 @@ Fixes warnings issued by clang-14's -Wc++17-attribute-extensions. * macOS (release) * ubuntu 20.04 (release, oldrel, devel) -## R CMD check results - -There were no ERRORs or WARNINGs. +## Check status summary -## Reverse dependencies + NOTE OK +Source packages 1 0 +Reverse depends 5 4 diff --git a/docs/404.html b/docs/404.html index a41762b3..40e1845d 100644 --- a/docs/404.html +++ b/docs/404.html @@ -32,7 +32,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/LICENSE-text.html b/docs/LICENSE-text.html index e896572d..a6028780 100644 --- a/docs/LICENSE-text.html +++ b/docs/LICENSE-text.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/authors.html b/docs/authors.html index 49bc49e7..3e8474ae 100644 --- a/docs/authors.html +++ b/docs/authors.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -67,13 +67,13 @@

Citation

Nagler T, Vatter T (2022). rvinecopulib: High Performance Algorithms for Vine Copula Modeling. -R package version 0.6.2.1.2. +R package version 0.6.2.1.3. 

@Manual{,
   title = {rvinecopulib: High Performance Algorithms for Vine Copula Modeling},
   author = {Thomas Nagler and Thibault Vatter},
   year = {2022},
-  note = {R package version 0.6.2.1.2},
+  note = {R package version 0.6.2.1.3},
 }
diff --git a/docs/index.html b/docs/index.html index 737b5058..ff54a1c6 100644 --- a/docs/index.html +++ b/docs/index.html @@ -43,7 +43,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/news/index.html b/docs/news/index.html index 34da5809..14ff1937 100644 --- a/docs/news/index.html +++ b/docs/news/index.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -48,7 +48,11 @@

Changelog

-

rvinecopulib 0.6.2.1.1 (October 16, 2022)2022-09-04

+

rvinecopulib 0.6.2.1.3 (December 3, 2022)

+
+
+

rvinecopulib 0.6.2.1.2 (October 16, 2022)2022-10-17

diff --git a/docs/pkgdown.yml b/docs/pkgdown.yml index 5edb3d5e..1f35aadc 100644 --- a/docs/pkgdown.yml +++ b/docs/pkgdown.yml @@ -1,6 +1,6 @@ -pandoc: '2.18' +pandoc: 2.19.2 pkgdown: 2.0.6 pkgdown_sha: ~ articles: {} -last_built: 2022-10-16T15:23Z +last_built: 2022-12-03T13:09Z diff --git a/docs/reference/Rplot001.png b/docs/reference/Rplot001.png index ba3a4d61..c83ae4ca 100644 Binary files a/docs/reference/Rplot001.png and b/docs/reference/Rplot001.png differ diff --git a/docs/reference/Rplot002.png b/docs/reference/Rplot002.png index 5f4d8b65..2803fed9 100644 Binary files a/docs/reference/Rplot002.png and b/docs/reference/Rplot002.png differ diff --git a/docs/reference/Rplot003.png b/docs/reference/Rplot003.png index bb1056ef..daa0952b 100644 Binary files a/docs/reference/Rplot003.png and b/docs/reference/Rplot003.png differ diff --git a/docs/reference/Rplot004.png b/docs/reference/Rplot004.png index 655e1bd2..481c1be8 100644 Binary files a/docs/reference/Rplot004.png and b/docs/reference/Rplot004.png differ diff --git a/docs/reference/Rplot005.png b/docs/reference/Rplot005.png index 4fb51436..7e775acc 100644 Binary files a/docs/reference/Rplot005.png and b/docs/reference/Rplot005.png differ diff --git a/docs/reference/Rplot006.png b/docs/reference/Rplot006.png index 2dd2a967..f41717b5 100644 Binary files a/docs/reference/Rplot006.png and b/docs/reference/Rplot006.png differ diff --git a/docs/reference/as_rvine_structure.html b/docs/reference/as_rvine_structure.html index f01dc93d..abfdae75 100644 --- a/docs/reference/as_rvine_structure.html +++ b/docs/reference/as_rvine_structure.html @@ -19,7 +19,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3
diff --git a/docs/reference/bicop-1.png b/docs/reference/bicop-1.png index 589cf01e..18c4ff38 100644 Binary files a/docs/reference/bicop-1.png and b/docs/reference/bicop-1.png differ diff --git a/docs/reference/bicop-2.png b/docs/reference/bicop-2.png index eac4730b..3ceaade0 100644 Binary files a/docs/reference/bicop-2.png and b/docs/reference/bicop-2.png differ diff --git a/docs/reference/bicop.html b/docs/reference/bicop.html index 5f3d4f62..504e4eb9 100644 --- a/docs/reference/bicop.html +++ b/docs/reference/bicop.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -203,8 +203,8 @@

Examples

u <- rbicop(100, "clayton", 90, 3) fit <- bicop(u, family_set = "par") summary(fit) -#> Bivariate copula fit ('bicop'): family = bb7, rotation = 270, parameters = 3.6, 0.7, var_types = c,c -#> nobs = 100 logLik = 57.41 npars = 2 AIC = -110.81 BIC = -105.6 +#> Bivariate copula fit ('bicop'): family = clayton, rotation = 90, parameters = 2.59, var_types = c,c +#> nobs = 100 logLik = 51.92 npars = 1 AIC = -101.83 BIC = -99.23 ## compare fit with true model contour(fit) @@ -218,8 +218,8 @@

Examples

udisc <- cbind(ppois(x_disc, 1), ppois(x_disc - 1, 1)) fit_disc <- bicop(udisc, var_types = c("d", "d")) summary(fit_disc) -#> Bivariate copula fit ('bicop'): family = joe, rotation = 270, parameters = 3.74, var_types = d,d -#> nobs = 100 logLik = 28.34 npars = 1 AIC = -54.67 BIC = -52.07 +#> Bivariate copula fit ('bicop'): family = clayton, rotation = 90, parameters = 2.52, var_types = d,d +#> nobs = 100 logLik = 27.32 npars = 1 AIC = -52.63 BIC = -50.03 diff --git a/docs/reference/bicop_dist-3.png b/docs/reference/bicop_dist-3.png index 7ca5b70a..bcbb31da 100644 Binary files a/docs/reference/bicop_dist-3.png and b/docs/reference/bicop_dist-3.png differ diff --git a/docs/reference/bicop_dist.html b/docs/reference/bicop_dist.html index f948bcd2..1fe5dcc1 100644 --- a/docs/reference/bicop_dist.html +++ b/docs/reference/bicop_dist.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/bicop_methods-1.png b/docs/reference/bicop_methods-1.png index e366b7d3..6109f330 100644 Binary files a/docs/reference/bicop_methods-1.png and b/docs/reference/bicop_methods-1.png differ diff --git a/docs/reference/bicop_methods.html b/docs/reference/bicop_methods.html index 6c2f3ba5..97d1f5b7 100644 --- a/docs/reference/bicop_methods.html +++ b/docs/reference/bicop_methods.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -198,8 +198,8 @@

Examples

x <- cbind(rpois(10, 1), rnorm(10, 1)) u <- cbind(ppois(x[, 1], 1), pnorm(x[, 2]), ppois(x[, 1] - 1, 1)) pbicop(u, "clay", 90, 3, var_types = c("d", "c")) -#> [1] 0.133984969 0.847999538 0.024478827 0.029370594 0.485948637 0.008715831 -#> [7] 0.341880911 0.278719911 0.572585389 0.634626161 +#> [1] 0.810973313 0.067696077 0.564372811 0.363198694 0.784058416 0.001126181 +#> [7] 0.403071404 0.243598998 0.114977775 0.356249504 diff --git a/docs/reference/getters.html b/docs/reference/getters.html index d33c03d1..7e4ee16b 100644 --- a/docs/reference/getters.html +++ b/docs/reference/getters.html @@ -19,7 +19,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/index.html b/docs/reference/index.html index b82475dd..79f05f2f 100644 --- a/docs/reference/index.html +++ b/docs/reference/index.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/mBICV.html b/docs/reference/mBICV.html index 64677788..f47c3d16 100644 --- a/docs/reference/mBICV.html +++ b/docs/reference/mBICV.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -95,9 +95,9 @@

Examples

u <- sapply(1:5, function(i) runif(50))
 fit <- vinecop(u, family = "par", keep_data = TRUE)
 mBICV(fit, 0.9) # with a 0.9 prior probability of a non-independence copula
-#> [1] 15.33116
+#> [1] 8.095992
 mBICV(fit, 0.1) # with a 0.1 prior probability of a non-independence copula
-#> [1] 85.64234
+#> [1] 83.89471
diff --git a/docs/reference/pairs_copula_data-1.png b/docs/reference/pairs_copula_data-1.png index cac253d2..1a947014 100644 Binary files a/docs/reference/pairs_copula_data-1.png and b/docs/reference/pairs_copula_data-1.png differ diff --git a/docs/reference/pairs_copula_data.html b/docs/reference/pairs_copula_data.html index 09942dfa..addfc178 100644 --- a/docs/reference/pairs_copula_data.html +++ b/docs/reference/pairs_copula_data.html @@ -19,7 +19,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/par_to_ktau.html b/docs/reference/par_to_ktau.html index 898ae7d9..8a617b22 100644 --- a/docs/reference/par_to_ktau.html +++ b/docs/reference/par_to_ktau.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/plot.bicop_dist.html b/docs/reference/plot.bicop_dist.html index 8f4900af..f3881fd7 100644 --- a/docs/reference/plot.bicop_dist.html +++ b/docs/reference/plot.bicop_dist.html @@ -20,7 +20,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/plot.rvine_structure-1.png b/docs/reference/plot.rvine_structure-1.png index c29c8ac0..90611550 100644 Binary files a/docs/reference/plot.rvine_structure-1.png and b/docs/reference/plot.rvine_structure-1.png differ diff --git a/docs/reference/plot.rvine_structure-2.png b/docs/reference/plot.rvine_structure-2.png index 5f707d52..19748925 100644 Binary files a/docs/reference/plot.rvine_structure-2.png and b/docs/reference/plot.rvine_structure-2.png differ diff --git a/docs/reference/plot.rvine_structure-3.png b/docs/reference/plot.rvine_structure-3.png index 8467ded7..37f5f444 100644 Binary files a/docs/reference/plot.rvine_structure-3.png and b/docs/reference/plot.rvine_structure-3.png differ diff --git a/docs/reference/plot.rvine_structure-4.png b/docs/reference/plot.rvine_structure-4.png index 93e2369b..febb87bf 100644 Binary files a/docs/reference/plot.rvine_structure-4.png and b/docs/reference/plot.rvine_structure-4.png differ diff --git a/docs/reference/plot.rvine_structure.html b/docs/reference/plot.rvine_structure.html index 8d395f10..f3854a9d 100644 --- a/docs/reference/plot.rvine_structure.html +++ b/docs/reference/plot.rvine_structure.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/plot.vinecop_dist-1.png b/docs/reference/plot.vinecop_dist-1.png index bb3367ba..67ff5999 100644 Binary files a/docs/reference/plot.vinecop_dist-1.png and b/docs/reference/plot.vinecop_dist-1.png differ diff --git a/docs/reference/plot.vinecop_dist-2.png b/docs/reference/plot.vinecop_dist-2.png index 969a0f19..3e24a1d9 100644 Binary files a/docs/reference/plot.vinecop_dist-2.png and b/docs/reference/plot.vinecop_dist-2.png differ diff --git a/docs/reference/plot.vinecop_dist-3.png b/docs/reference/plot.vinecop_dist-3.png index dd65731c..7d14a2ca 100644 Binary files a/docs/reference/plot.vinecop_dist-3.png and b/docs/reference/plot.vinecop_dist-3.png differ diff --git a/docs/reference/plot.vinecop_dist-4.png b/docs/reference/plot.vinecop_dist-4.png index dd68f96b..2fbedbdd 100644 Binary files a/docs/reference/plot.vinecop_dist-4.png and b/docs/reference/plot.vinecop_dist-4.png differ diff --git a/docs/reference/plot.vinecop_dist.html b/docs/reference/plot.vinecop_dist.html index 22196c26..d33ebb7c 100644 --- a/docs/reference/plot.vinecop_dist.html +++ b/docs/reference/plot.vinecop_dist.html @@ -21,7 +21,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -144,10 +144,10 @@

Examples

igr_obj <- get("g", plt$plot_env)[[1]] igr_obj # print object -#> IGRAPH 935e596 UN-- 10 9 -- +#> IGRAPH e495617 UN-- 10 9 -- #> + attr: name (v/c), name (e/c) -#> + edges from 935e596 (vertex names): -#> [1] 9--2 4--5 6--2 7--2 5--2 3--2 2--1 8--1 1--10 +#> + edges from e495617 (vertex names): +#> [1] 6--3 2--7 4--3 7--9 3--9 1--9 8--5 5--9 9--10 igraph::E(igr_obj)$name # extract edge labels #> [1] "indep(0)" "indep(0)" "indep(0)" "indep(0)" "indep(0)" "indep(0)" "indep(0)" #> [8] "indep(0)" "indep(0)" diff --git a/docs/reference/predict_bicop.html b/docs/reference/predict_bicop.html index 493b2c35..3f48b569 100644 --- a/docs/reference/predict_bicop.html +++ b/docs/reference/predict_bicop.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/predict_vine.html b/docs/reference/predict_vine.html index 643bc11a..93279365 100644 --- a/docs/reference/predict_vine.html +++ b/docs/reference/predict_vine.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/predict_vinecop.html b/docs/reference/predict_vinecop.html index 68716365..bf1e87a4 100644 --- a/docs/reference/predict_vinecop.html +++ b/docs/reference/predict_vinecop.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/pseudo_obs.html b/docs/reference/pseudo_obs.html index 9039f239..5fd1920f 100644 --- a/docs/reference/pseudo_obs.html +++ b/docs/reference/pseudo_obs.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -105,22 +105,22 @@

Details

Examples

# pseudo-observations for a vector
 pseudo_obs(rnorm(10))
-#>  [1] 0.72727273 0.36363636 0.18181818 0.90909091 0.09090909 0.81818182
-#>  [7] 0.27272727 0.54545455 0.63636364 0.45454545
+#>  [1] 0.54545455 0.90909091 0.72727273 0.18181818 0.09090909 0.45454545
+#>  [7] 0.63636364 0.81818182 0.36363636 0.27272727
 
 # pseudo-observations for a matrix
 pseudo_obs(cbind(rnorm(10), rnorm(10)))
 #>             [,1]       [,2]
-#>  [1,] 0.09090909 0.90909091
-#>  [2,] 0.63636364 0.63636364
-#>  [3,] 0.36363636 0.36363636
-#>  [4,] 0.72727273 0.27272727
-#>  [5,] 0.27272727 0.81818182
-#>  [6,] 0.81818182 0.18181818
-#>  [7,] 0.45454545 0.72727273
-#>  [8,] 0.18181818 0.09090909
-#>  [9,] 0.54545455 0.54545455
-#> [10,] 0.90909091 0.45454545
+#>  [1,] 0.45454545 0.63636364
+#>  [2,] 0.18181818 0.36363636
+#>  [3,] 0.90909091 0.18181818
+#>  [4,] 0.27272727 0.90909091
+#>  [5,] 0.63636364 0.72727273
+#>  [6,] 0.54545455 0.81818182
+#>  [7,] 0.81818182 0.27272727
+#>  [8,] 0.09090909 0.45454545
+#>  [9,] 0.72727273 0.09090909
+#> [10,] 0.36363636 0.54545455
diff --git a/docs/reference/rosenblatt-1.png b/docs/reference/rosenblatt-1.png index 7eb0a065..2b575a43 100644 Binary files a/docs/reference/rosenblatt-1.png and b/docs/reference/rosenblatt-1.png differ diff --git a/docs/reference/rosenblatt-2.png b/docs/reference/rosenblatt-2.png index e14561de..3407ec04 100644 Binary files a/docs/reference/rosenblatt-2.png and b/docs/reference/rosenblatt-2.png differ diff --git a/docs/reference/rosenblatt-3.png b/docs/reference/rosenblatt-3.png index 7eb0a065..2b575a43 100644 Binary files a/docs/reference/rosenblatt-3.png and b/docs/reference/rosenblatt-3.png differ diff --git a/docs/reference/rosenblatt.html b/docs/reference/rosenblatt.html index 30656851..1093758f 100644 --- a/docs/reference/rosenblatt.html +++ b/docs/reference/rosenblatt.html @@ -20,7 +20,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -138,207 +138,207 @@

Examples

# works similarly for vinecop models vc <- fit$copula rosenblatt(pseudo_obs(x), vc) -#> [,1] [,2] [,3] -#> [1,] 0.531988815 0.486297729 0.004975124 -#> [2,] 0.920935621 0.049666213 0.169154229 -#> [3,] 0.766911176 0.187994169 0.407960199 -#> [4,] 0.677047653 0.120030883 0.179104478 -#> [5,] 0.306646677 0.682329628 0.825870647 -#> [6,] 0.042809412 0.750712653 0.164179104 -#> [7,] 0.266008204 0.827181960 0.582089552 -#> [8,] 0.675370220 0.175050641 0.736318408 -#> [9,] 0.875761396 0.598412111 0.412935323 -#> [10,] 0.538421849 0.794606860 0.910447761 -#> [11,] 0.024199789 0.501895006 0.213930348 -#> [12,] 0.187914913 0.164844445 0.253731343 -#> [13,] 0.871839473 0.442385052 0.199004975 -#> [14,] 0.290923937 0.933122118 0.791044776 -#> [15,] 0.073976615 0.488196602 0.631840796 -#> [16,] 0.336157611 0.329028467 0.258706468 -#> [17,] 0.535213318 0.711292338 0.298507463 -#> [18,] 0.567529766 0.842274410 0.358208955 -#> [19,] 0.852940727 0.129346776 0.616915423 -#> [20,] 0.491048954 0.562999935 0.925373134 -#> [21,] 0.415671119 0.529737773 0.149253731 -#> [22,] 0.556037646 0.649177271 0.930348259 -#> [23,] 0.541914288 0.247613759 0.383084577 -#> [24,] 0.017302208 0.993247989 0.069651741 -#> [25,] 0.123374697 0.334604083 0.368159204 -#> [26,] 0.764601081 0.674961003 0.726368159 -#> [27,] 0.452094489 0.057794519 0.701492537 -#> [28,] 0.766645567 0.894254394 0.019900498 -#> [29,] 0.941739687 0.623071639 0.557213930 -#> [30,] 0.250371629 0.784860384 0.089552239 -#> [31,] 0.061947048 0.722822461 0.741293532 -#> [32,] 0.728553602 0.305467871 0.044776119 -#> [33,] 0.396675278 0.737882215 0.373134328 -#> [34,] 0.517381120 0.093824048 0.497512438 -#> [35,] 0.971991329 0.183638185 0.577114428 -#> [36,] 0.176540535 0.608675951 0.666666667 -#> [37,] 0.487894666 0.962423941 0.388059701 -#> [38,] 0.731769013 0.713773160 0.278606965 -#> [39,] 0.540789843 0.844070615 0.656716418 -#> [40,] 0.737825970 0.451325425 0.512437811 -#> [41,] 0.958184393 0.263040065 0.039800995 -#> [42,] 0.684637230 0.885445686 0.706467662 -#> [43,] 0.777533743 0.790987919 0.965174129 -#> [44,] 0.856787180 0.696390140 0.691542289 -#> [45,] 0.629229816 0.993242631 0.303482587 -#> [46,] 0.463485187 0.744552792 0.875621891 -#> [47,] 0.392337788 0.301316117 0.880597015 -#> [48,] 0.813223977 0.576937817 0.223880597 -#> [49,] 0.092010991 0.561767882 0.935323383 -#> [50,] 0.049923804 0.058872552 0.233830846 -#> [51,] 0.625951909 0.137140486 0.985074627 -#> [52,] 0.907045058 0.540634154 0.194029851 -#> [53,] 0.335563314 0.984757441 0.074626866 -#> [54,] 0.889314430 0.897044951 0.049751244 -#> [55,] 0.529585815 0.787006903 0.810945274 -#> [56,] 0.106061829 0.180746254 0.845771144 -#> [57,] 0.965999898 0.712596431 0.686567164 -#> [58,] 0.459183894 0.089488394 0.024875622 -#> [59,] 0.656413066 0.866168620 0.661691542 -#> [60,] 0.712104687 0.586011681 0.855721393 -#> [61,] 0.394213006 0.415788521 0.547263682 -#> [62,] 0.535345425 0.539782732 0.283582090 -#> [63,] 0.019584264 0.875674870 0.129353234 -#> [64,] 0.281577207 0.971289354 0.771144279 -#> [65,] 0.087174594 0.841920719 0.154228856 -#> [66,] 0.678144486 0.165119253 0.696517413 -#> [67,] 0.938355146 0.745741887 0.114427861 -#> [68,] 0.793301816 0.161833903 0.751243781 -#> [69,] 0.172514075 0.145614868 0.562189055 -#> [70,] 0.206396494 0.258611003 0.820895522 -#> [71,] 0.088820425 0.987382803 0.348258706 -#> [72,] 0.962731571 0.121400809 0.776119403 -#> [73,] 0.863234192 0.906000653 0.606965174 -#> [74,] 0.368012649 0.097863241 0.402985075 -#> [75,] 0.300582844 0.798758255 0.900497512 -#> [76,] 0.002205662 0.940655837 0.572139303 -#> [77,] 0.303352409 0.711030710 0.328358209 -#> [78,] 0.851504576 0.219595044 0.716417910 -#> [79,] 0.920310355 0.676510399 0.203980100 -#> [80,] 0.612103928 0.542358282 0.363184080 -#> [81,] 0.772355625 0.594600173 0.502487562 -#> [82,] 0.681507104 0.431557720 0.437810945 -#> [83,] 0.237072333 0.939967837 0.567164179 -#> [84,] 0.899405988 0.480101882 0.417910448 -#> [85,] 0.112726278 0.580773195 0.731343284 -#> [86,] 0.377210218 0.441893624 0.442786070 -#> [87,] 0.507114934 0.584937948 0.990049751 -#> [88,] 0.312633274 0.780114115 0.189054726 -#> [89,] 0.526874973 0.134418675 0.641791045 -#> [90,] 0.106239657 0.497836816 0.139303483 -#> [91,] 0.392742304 0.895312002 0.293532338 -#> [92,] 0.801900326 0.669627886 0.109452736 -#> [93,] 0.721420736 0.346773463 0.124378109 -#> [94,] 0.754221290 0.396260531 0.268656716 -#> [95,] 0.084735932 0.641691398 0.323383085 -#> [96,] 0.382324530 0.252475611 0.487562189 -#> [97,] 0.817201912 0.645208075 0.059701493 -#> [98,] 0.478840015 0.593966191 0.482587065 -#> [99,] 0.574885144 0.563595225 0.318407960 -#> [100,] 0.290496725 0.093973624 0.288557214 -#> [101,] 0.205661961 0.213614553 0.517412935 -#> [102,] 0.451036312 0.761364236 0.378109453 -#> [103,] 0.546710229 0.410396002 0.681592040 -#> [104,] 0.545655668 0.046335176 0.094527363 -#> [105,] 0.736678957 0.322052917 0.850746269 -#> [106,] 0.020353837 0.792431895 0.865671642 -#> [107,] 0.069854162 0.315024147 0.432835821 -#> [108,] 0.601232646 0.840916386 0.895522388 -#> [109,] 0.387490191 0.102555385 0.099502488 -#> [110,] 0.834639638 0.128053720 0.422885572 -#> [111,] 0.806384618 0.671650013 0.522388060 -#> [112,] 0.601140257 0.304068030 0.646766169 -#> [113,] 0.729858533 0.049679629 0.333333333 -#> [114,] 0.372868519 0.768370774 0.671641791 -#> [115,] 0.465094959 0.328122521 0.467661692 -#> [116,] 0.858783578 0.818392615 0.477611940 -#> [117,] 0.572613910 0.295609065 0.014925373 -#> [118,] 0.894830331 0.520968739 0.840796020 -#> [119,] 0.982641156 0.934659525 0.263681592 -#> [120,] 0.048749986 0.261712754 0.781094527 -#> [121,] 0.439479514 0.923161335 0.940298507 -#> [122,] 0.370943811 0.796645399 0.970149254 -#> [123,] 0.436643240 0.029524491 0.228855721 -#> [124,] 0.199571950 0.693363937 0.950248756 -#> [125,] 0.771438217 0.141218625 0.218905473 -#> [126,] 0.621439403 0.396469578 0.447761194 -#> [127,] 0.578503194 0.351457230 0.532338308 -#> [128,] 0.373501777 0.762134647 0.860696517 -#> [129,] 0.673625539 0.384260615 0.711442786 -#> [130,] 0.885040007 0.225917336 0.805970149 -#> [131,] 0.090326674 0.005626965 0.507462687 -#> [132,] 0.768843242 0.333459844 0.905472637 -#> [133,] 0.064041392 0.633402118 0.527363184 -#> [134,] 0.319183423 0.132140600 0.796019900 -#> [135,] 0.420304073 0.764635408 0.393034826 -#> [136,] 0.469982211 0.926842110 0.427860697 -#> [137,] 0.789426614 0.315225466 0.835820896 -#> [138,] 0.299740294 0.496741289 0.009950249 -#> [139,] 0.468283714 0.535689999 0.915422886 -#> [140,] 0.097941605 0.716255725 0.248756219 -#> [141,] 0.050259644 0.013657654 0.830845771 -#> [142,] 0.044888846 0.108499980 0.343283582 -#> [143,] 0.072859932 0.490710841 0.597014925 -#> [144,] 0.092874468 0.289875558 0.084577114 -#> [145,] 0.485270475 0.252419625 0.208955224 -#> [146,] 0.509666974 0.741620674 0.945273632 -#> [147,] 0.141541169 0.241182187 0.756218905 -#> [148,] 0.966076477 0.224800594 0.721393035 -#> [149,] 0.122136949 0.660278566 0.786069652 -#> [150,] 0.924909760 0.078987774 0.587064677 -#> [151,] 0.623343402 0.413824384 0.104477612 -#> [152,] 0.888535677 0.395784253 0.064676617 -#> [153,] 0.597549110 0.502272968 0.676616915 -#> [154,] 0.298828487 0.985339782 0.885572139 -#> [155,] 0.591738537 0.546369490 0.034825871 -#> [156,] 0.415241985 0.524945950 0.243781095 -#> [157,] 0.314570577 0.772572203 0.079601990 -#> [158,] 0.402692762 0.309563072 0.273631841 -#> [159,] 0.981524768 0.940443416 0.398009950 -#> [160,] 0.192659620 0.261620569 0.552238806 -#> [161,] 0.228886692 0.325038992 0.870646766 -#> [162,] 0.078776890 0.242861917 0.238805970 -#> [163,] 0.978493138 0.210301916 0.766169154 -#> [164,] 0.360427187 0.219178933 0.995024876 -#> [165,] 0.870313435 0.302737208 0.815920398 -#> [166,] 0.448722877 0.023651726 0.636815920 -#> [167,] 0.728853330 0.257343921 0.452736318 -#> [168,] 0.975768933 0.939648491 0.134328358 -#> [169,] 0.659158850 0.815836399 0.174129353 -#> [170,] 0.632867879 0.648310930 0.144278607 -#> [171,] 0.378972715 0.050052351 0.457711443 -#> [172,] 0.914321666 0.869781646 0.029850746 -#> [173,] 0.255322914 0.750564810 0.975124378 -#> [174,] 0.707147703 0.404422485 0.542288557 -#> [175,] 0.056872536 0.733838692 0.338308458 -#> [176,] 0.230560570 0.149154474 0.313432836 -#> [177,] 0.061105435 0.188732701 0.601990050 -#> [178,] 0.359203795 0.016085952 0.184079602 -#> [179,] 0.185036177 0.275173512 0.472636816 -#> [180,] 0.212691920 0.244429543 0.308457711 -#> [181,] 0.425217147 0.700333354 0.746268657 -#> [182,] 0.398859743 0.990155099 0.353233831 -#> [183,] 0.500043246 0.445838252 0.537313433 -#> [184,] 0.968165766 0.862938793 0.920398010 -#> [185,] 0.099611991 0.586143426 0.492537313 -#> [186,] 0.786576553 0.145807628 0.592039801 -#> [187,] 0.480627048 0.125151027 0.651741294 -#> [188,] 0.880085291 0.921822163 0.980099502 -#> [189,] 0.497452226 0.614632481 0.119402985 -#> [190,] 0.173307000 0.426446817 0.462686567 -#> [191,] 0.633105888 0.424278179 0.621890547 -#> [192,] 0.279717946 0.148911596 0.611940299 -#> [193,] 0.142698013 0.028004657 0.800995025 -#> [194,] 0.802400622 0.874050250 0.761194030 -#> [195,] 0.155807685 0.796994270 0.159203980 -#> [196,] 0.592371586 0.064863929 0.955223881 -#> [197,] 0.989245958 0.754719346 0.890547264 -#> [198,] 0.950454948 0.828219479 0.054726368 -#> [199,] 0.872762084 0.091733278 0.960199005 -#> [200,] 0.450336191 0.549789405 0.626865672 +#> [,1] [,2] [,3] +#> [1,] 0.92646903 0.17078441 0.139303483 +#> [2,] 0.58973686 0.05316495 0.383084577 +#> [3,] 0.84981894 0.89833056 0.985074627 +#> [4,] 0.09042558 0.01088392 0.701492537 +#> [5,] 0.83802815 0.38295792 0.616915423 +#> [6,] 0.16045278 0.65058042 0.666666667 +#> [7,] 0.64568370 0.61761052 0.502487562 +#> [8,] 0.91292585 0.28187801 0.532338308 +#> [9,] 0.29978622 0.78348423 0.298507463 +#> [10,] 0.42247884 0.21788534 0.457711443 +#> [11,] 0.17066313 0.01430272 0.288557214 +#> [12,] 0.01803699 0.20073924 0.601990050 +#> [13,] 0.16904168 0.23757447 0.417910448 +#> [14,] 0.69441765 0.94426914 0.582089552 +#> [15,] 0.14674196 0.38788748 0.507462687 +#> [16,] 0.82473734 0.56738844 0.651741294 +#> [17,] 0.03903468 0.42514944 0.164179104 +#> [18,] 0.53191092 0.34575290 0.776119403 +#> [19,] 0.52704106 0.18003139 0.935323383 +#> [20,] 0.78000937 0.62648158 0.358208955 +#> [21,] 0.49773121 0.06610045 0.472636816 +#> [22,] 0.54830030 0.65498405 0.915422886 +#> [23,] 0.15293784 0.44917898 0.597014925 +#> [24,] 0.96284318 0.29114598 0.631840796 +#> [25,] 0.73991906 0.50280965 0.119402985 +#> [26,] 0.52477862 0.61045529 0.726368159 +#> [27,] 0.71419301 0.79818888 0.527363184 +#> [28,] 0.29314755 0.72599563 0.154228856 +#> [29,] 0.94703706 0.31007205 0.885572139 +#> [30,] 0.73959928 0.77052088 0.487562189 +#> [31,] 0.34380675 0.27395529 0.452736318 +#> [32,] 0.85509140 0.53281593 0.442786070 +#> [33,] 0.23561616 0.90955294 0.800995025 +#> [34,] 0.57752116 0.68817983 0.542288557 +#> [35,] 0.29044568 0.44634279 0.268656716 +#> [36,] 0.01981083 0.02014689 0.711442786 +#> [37,] 0.08254446 0.91065487 0.626865672 +#> [38,] 0.67161406 0.05201779 0.174129353 +#> [39,] 0.43216541 0.14714364 0.253731343 +#> [40,] 0.90148078 0.23821092 0.159203980 +#> [41,] 0.44785328 0.72564009 0.940298507 +#> [42,] 0.09355659 0.51617259 0.412935323 +#> [43,] 0.17791803 0.69238615 0.074626866 +#> [44,] 0.78502521 0.53174660 0.721393035 +#> [45,] 0.04659131 0.78893734 0.169154229 +#> [46,] 0.71414207 0.07538720 0.621890547 +#> [47,] 0.80490454 0.75742852 0.273631841 +#> [48,] 0.26665607 0.03869838 0.477611940 +#> [49,] 0.52103092 0.76249978 0.283582090 +#> [50,] 0.94843782 0.17159639 0.746268657 +#> [51,] 0.80077701 0.97174814 0.393034826 +#> [52,] 0.80231601 0.65826290 0.378109453 +#> [53,] 0.19754460 0.12118737 0.009950249 +#> [54,] 0.03690110 0.74293859 0.258706468 +#> [55,] 0.80938656 0.51359908 0.263681592 +#> [56,] 0.48961031 0.65685649 0.104477612 +#> [57,] 0.16234867 0.75504912 0.845771144 +#> [58,] 0.10694898 0.81559115 0.850746269 +#> [59,] 0.18303964 0.80468795 0.189054726 +#> [60,] 0.32491421 0.97352722 0.497512438 +#> [61,] 0.46681517 0.78863928 0.830845771 +#> [62,] 0.24724954 0.73581683 0.079601990 +#> [63,] 0.61999230 0.16338504 0.019900498 +#> [64,] 0.73162175 0.05217969 0.736318408 +#> [65,] 0.10238099 0.66776453 0.995024876 +#> [66,] 0.88459995 0.30697775 0.278606965 +#> [67,] 0.97612447 0.63636538 0.368159204 +#> [68,] 0.92448013 0.84523712 0.930348259 +#> [69,] 0.26878747 0.34132524 0.835820896 +#> [70,] 0.15013726 0.42894443 0.810945274 +#> [71,] 0.01538424 0.64822892 0.870646766 +#> [72,] 0.84234790 0.23750767 0.756218905 +#> [73,] 0.78166964 0.25285464 0.203980100 +#> [74,] 0.54511956 0.03743485 0.363184080 +#> [75,] 0.66341532 0.37549987 0.059701493 +#> [76,] 0.51216639 0.35632464 0.641791045 +#> [77,] 0.44748601 0.40201756 0.004975124 +#> [78,] 0.86576601 0.79023844 0.069651741 +#> [79,] 0.26660052 0.02745315 0.343283582 +#> [80,] 0.69111839 0.47574209 0.716417910 +#> [81,] 0.33360994 0.98758036 0.731343284 +#> [82,] 0.64562435 0.77236489 0.646766169 +#> [83,] 0.33795201 0.34986623 0.184079602 +#> [84,] 0.98586333 0.96964185 0.447761194 +#> [85,] 0.08148936 0.24867507 0.238805970 +#> [86,] 0.66486819 0.80668165 0.900497512 +#> [87,] 0.57351217 0.59836175 0.134328358 +#> [88,] 0.74546655 0.03827623 0.109452736 +#> [89,] 0.58659934 0.56147402 0.094527363 +#> [90,] 0.77787187 0.30010824 0.875621891 +#> [91,] 0.04928644 0.39013431 0.815920398 +#> [92,] 0.02745406 0.57208222 0.039800995 +#> [93,] 0.19732598 0.84454505 0.149253731 +#> [94,] 0.23601710 0.22378225 0.333333333 +#> [95,] 0.34686055 0.03624852 0.855721393 +#> [96,] 0.79052582 0.10291284 0.751243781 +#> [97,] 0.90452471 0.08329223 0.422885572 +#> [98,] 0.15721171 0.55325300 0.547263682 +#> [99,] 0.74094670 0.83788413 0.373134328 +#> [100,] 0.70452971 0.36854574 0.467661692 +#> [101,] 0.09515288 0.13116089 0.925373134 +#> [102,] 0.90317532 0.26326352 0.029850746 +#> [103,] 0.77165932 0.45744131 0.318407960 +#> [104,] 0.38719871 0.80524324 0.895522388 +#> [105,] 0.11038608 0.96078342 0.144278607 +#> [106,] 0.92640384 0.36414497 0.243781095 +#> [107,] 0.75160706 0.80983315 0.905472637 +#> [108,] 0.44540044 0.89474650 0.562189055 +#> [109,] 0.78419498 0.40410645 0.323383085 +#> [110,] 0.65108646 0.04888093 0.338308458 +#> [111,] 0.13585963 0.71271890 0.686567164 +#> [112,] 0.71795270 0.35372420 0.552238806 +#> [113,] 0.48255102 0.91704522 0.388059701 +#> [114,] 0.49026595 0.62461054 0.099502488 +#> [115,] 0.43623589 0.12349063 0.432835821 +#> [116,] 0.24646028 0.18692942 0.970149254 +#> [117,] 0.31986456 0.21658817 0.990049751 +#> [118,] 0.79977549 0.80572515 0.587064677 +#> [119,] 0.93536619 0.67873549 0.064676617 +#> [120,] 0.25561074 0.24458917 0.437810945 +#> [121,] 0.74227357 0.43550165 0.084577114 +#> [122,] 0.39733056 0.86389015 0.512437811 +#> [123,] 0.07909589 0.94162853 0.960199005 +#> [124,] 0.80839740 0.84155249 0.218905473 +#> [125,] 0.14860015 0.42259173 0.024875622 +#> [126,] 0.90006187 0.40396182 0.482587065 +#> [127,] 0.22290068 0.41721427 0.840796020 +#> [128,] 0.68450941 0.62444176 0.124378109 +#> [129,] 0.95530529 0.68567008 0.223880597 +#> [130,] 0.11212072 0.32052756 0.696517413 +#> [131,] 0.20234587 0.95353043 0.781094527 +#> [132,] 0.17953541 0.79630718 0.636815920 +#> [133,] 0.15735528 0.77773372 0.233830846 +#> [134,] 0.29239449 0.22189645 0.656716418 +#> [135,] 0.91806581 0.42665910 0.791044776 +#> [136,] 0.29353770 0.19859970 0.920398010 +#> [137,] 0.99116103 0.05815016 0.537313433 +#> [138,] 0.84002818 0.31260309 0.820895522 +#> [139,] 0.15939564 0.14933567 0.950248756 +#> [140,] 0.71994075 0.42175144 0.194029851 +#> [141,] 0.95269518 0.58545951 0.975124378 +#> [142,] 0.29195149 0.62699807 0.890547264 +#> [143,] 0.04409377 0.22568565 0.671641791 +#> [144,] 0.22409377 0.08727760 0.611940299 +#> [145,] 0.02181847 0.56637337 0.407960199 +#> [146,] 0.55572331 0.78835132 0.462686567 +#> [147,] 0.57389793 0.85184450 0.044776119 +#> [148,] 0.40670333 0.05767676 0.517412935 +#> [149,] 0.92634859 0.71128099 0.676616915 +#> [150,] 0.49220584 0.40628038 0.805970149 +#> [151,] 0.25357205 0.39444289 0.606965174 +#> [152,] 0.92113044 0.64017786 0.661691542 +#> [153,] 0.86161166 0.24973796 0.691542289 +#> [154,] 0.74917568 0.16110887 0.557213930 +#> [155,] 0.88301295 0.92454958 0.522388060 +#> [156,] 0.65649929 0.19386271 0.771144279 +#> [157,] 0.98282907 0.22045208 0.248756219 +#> [158,] 0.01098702 0.14856529 0.706467662 +#> [159,] 0.82584025 0.95185608 0.313432836 +#> [160,] 0.57374780 0.37241496 0.761194030 +#> [161,] 0.81633456 0.84170919 0.049751244 +#> [162,] 0.29411987 0.78556802 0.492537313 +#> [163,] 0.13007155 0.04204420 0.089552239 +#> [164,] 0.55640884 0.63618258 0.398009950 +#> [165,] 0.54741198 0.96948488 0.880597015 +#> [166,] 0.55577515 0.69838786 0.860696517 +#> [167,] 0.30244685 0.67390308 0.054726368 +#> [168,] 0.61433235 0.35746745 0.766169154 +#> [169,] 0.14213778 0.46559872 0.303482587 +#> [170,] 0.37697329 0.43662281 0.348258706 +#> [171,] 0.46878453 0.74512955 0.741293532 +#> [172,] 0.18039909 0.42207291 0.796019900 +#> [173,] 0.80151353 0.42510948 0.179104478 +#> [174,] 0.21896502 0.52015792 0.213930348 +#> [175,] 0.63097295 0.82128424 0.865671642 +#> [176,] 0.50966018 0.74044949 0.681592040 +#> [177,] 0.08375439 0.18964284 0.328358209 +#> [178,] 0.09625255 0.19674479 0.228855721 +#> [179,] 0.68447333 0.90229423 0.577114428 +#> [180,] 0.74440584 0.17746941 0.945273632 +#> [181,] 0.90786696 0.60620427 0.910447761 +#> [182,] 0.66254698 0.98313473 0.427860697 +#> [183,] 0.37876815 0.78147429 0.199004975 +#> [184,] 0.05580910 0.95418096 0.353233831 +#> [185,] 0.96240127 0.08311059 0.786069652 +#> [186,] 0.40916853 0.19632524 0.567164179 +#> [187,] 0.73241700 0.61798419 0.955223881 +#> [188,] 0.75755313 0.36981723 0.208955224 +#> [189,] 0.74622528 0.71081946 0.965174129 +#> [190,] 0.45403565 0.98122532 0.129353234 +#> [191,] 0.69107742 0.03963072 0.293532338 +#> [192,] 0.72033307 0.40265802 0.014925373 +#> [193,] 0.26784883 0.45080411 0.402985075 +#> [194,] 0.18615175 0.68920767 0.034825871 +#> [195,] 0.82414899 0.67471158 0.980099502 +#> [196,] 0.63696726 0.87659875 0.114427861 +#> [197,] 0.07044686 0.96132122 0.572139303 +#> [198,] 0.21944155 0.96583264 0.308457711 +#> [199,] 0.29148062 0.68437231 0.825870647 +#> [200,] 0.24913642 0.09195873 0.592039801 diff --git a/docs/reference/rvine_structure-1.png b/docs/reference/rvine_structure-1.png index 7eb45237..6e66661c 100644 Binary files a/docs/reference/rvine_structure-1.png and b/docs/reference/rvine_structure-1.png differ diff --git a/docs/reference/rvine_structure-2.png b/docs/reference/rvine_structure-2.png index e21ef78b..2c18da9b 100644 Binary files a/docs/reference/rvine_structure-2.png and b/docs/reference/rvine_structure-2.png differ diff --git a/docs/reference/rvine_structure.html b/docs/reference/rvine_structure.html index f9e99a57..dfd60775 100644 --- a/docs/reference/rvine_structure.html +++ b/docs/reference/rvine_structure.html @@ -21,7 +21,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/rvine_structure_sim.html b/docs/reference/rvine_structure_sim.html index 0460f286..052201d6 100644 --- a/docs/reference/rvine_structure_sim.html +++ b/docs/reference/rvine_structure_sim.html @@ -19,7 +19,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -83,42 +83,42 @@

See also

Examples

rvine_structure_sim(10)
 #> 10-dimensional R-vine structure ('rvine_structure')
-#> 10  3  2  3 10 10  3  3  3  3
-#>  3 10  3 10  3  3 10 10 10   
-#>  1  6 10  6  2  6  6  6      
-#>  6  2  6  2  6  2  2         
-#>  2  1  1  1  1  1            
-#>  8  5  5  5  5               
-#>  5  7  7  7                  
-#>  7  8  8                     
+#>  4  6  5  4  4  5  4  4  4  4
+#>  5  5  4  5  5  4  2  2  2   
+#> 10  4  6  2  2  2  5  5      
+#>  2  2  2  6  8  8  8         
+#>  8  8  8  8  6  6            
+#>  6  7 10 10 10               
+#>  7 10  7  7                  
+#>  3  3  3                     
 #>  9  9                        
-#>  4                           
+#>  1                           
 
 rvine_structure_sim(10, natural_order = TRUE)  # counter-diagonal is 1:d
 #> 10-dimensional R-vine structure ('rvine_structure')
-#>  8  9 10 10 10 10 10 10 10 10
-#> 10 10  8  9  7  9  9  9  9   
-#>  9  8  9  6  9  8  8  8      
-#>  6  6  7  8  8  7  7         
-#>  7  7  5  7  6  6            
-#>  4  4  6  5  5               
-#>  5  5  4  4                  
+#> 10  9  8 10  7 10 10 10 10 10
+#>  7 10 10  9 10  9  9  9  9   
+#>  9  8  9  8  9  8  8  8      
+#>  5  6  7  6  8  7  7         
+#>  8  7  6  7  6  6            
+#>  6  4  5  5  5               
+#>  4  5  4  4                  
 #>  3  3  3                     
 #>  2  2                        
 #>  1                           
 
 rvine_matrix_sim(10)
 #> 10-dimensional R-vine matrix ('rvine_matrix')
-#>  6  6  8  8  2  8  6  6  6  6
-#>  5  8  6  6  6  6  5  5  5   
-#>  2  5  5  5  5  5  8  8      
-#>  8 10  2 10  8  2  2         
-#>  4  7 10  2 10 10            
-#> 10  2  4  4  4               
-#>  1  4  7  7                  
-#>  7  1  1                     
-#>  3  3                        
-#>  9                           
+#>  1  5  5  5  1  7  1  5  5  5
+#>  5  1  1  1  5  5  5  1  1   
+#>  7  7 10  7  3  1  7  7      
+#>  3  3  3  6  7  3  3         
+#> 10 10  7  3  6  6            
+#>  6  6  6 10 10               
+#>  4  9  9  9                  
+#>  9  4  4                     
+#>  2  2                        
+#>  8
diff --git a/docs/reference/rvinecopulib.html b/docs/reference/rvinecopulib.html index 8c59fe40..c424b7c1 100644 --- a/docs/reference/rvinecopulib.html +++ b/docs/reference/rvinecopulib.html @@ -27,7 +27,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -97,7 +97,7 @@

Examples

u <- rbicop(500, "gauss", 0, 0.5) fit1 <- bicop(u, family = "par") fit1 -#> Bivariate copula fit ('bicop'): family = gaussian, rotation = 0, parameters = 0.49, var_types = c,c +#> Bivariate copula fit ('bicop'): family = gaussian, rotation = 0, parameters = 0.52, var_types = c,c ## vinecop_dist objects ## specify pair-copulas @@ -126,14 +126,14 @@

Examples

vc <- vinecop(u, family = "par") summary(vc) #> # A data.frame: 3 x 11 -#> tree edge conditioned conditioning var_types family rotation parameters df -#> 1 1 1, 2 c,c clayton 180 0.24 1 -#> 1 2 2, 3 c,c indep 0 0 -#> 2 1 1, 3 2 c,c indep 0 0 -#> tau loglik -#> 0.11 1.1 -#> 0.00 0.0 -#> 0.00 0.0 +#> tree edge conditioned conditioning var_types family rotation parameters df +#> 1 1 2, 1 c,c t 0 -0.18, 4.57 2 +#> 1 2 1, 3 c,c indep 0 0 +#> 2 1 2, 3 1 c,c indep 0 0 +#> tau loglik +#> -0.12 2.9 +#> 0.00 0.0 +#> 0.00 0.0 ## vine_dist objects vc <- vine_dist(list(distr = "norm"), pcs, mat) @@ -163,21 +163,21 @@

Examples

summary(vc) #> $margins #> # A data.frame: 3 x 6 -#> margin name nobs bw loglik d.f. -#> 1 V1 50 1.1 -63 2.8 -#> 2 V2 50 1.1 -63 3.5 -#> 3 V3 50 1.7 -72 5.1 +#> margin name nobs bw loglik d.f. +#> 1 V1 50 1.50 -76 2.4 +#> 2 V2 50 1.31 -74 4.0 +#> 3 V3 50 0.88 -73 3.6 #> #> $copula #> # A data.frame: 3 x 11 -#> tree edge conditioned conditioning var_types family rotation parameters df -#> 1 1 1, 2 c,c clayton 270 0.25 1 -#> 1 2 2, 3 c,c indep 0 0 -#> 2 1 1, 3 2 c,c indep 0 0 -#> tau loglik -#> -0.11 1 -#> 0.00 0 -#> 0.00 0 +#> tree edge conditioned conditioning var_types family rotation parameters df +#> 1 1 1, 2 c,c indep 0 0 +#> 1 2 2, 3 c,c frank 0 1.5 1 +#> 2 1 1, 3 2 c,c indep 0 0 +#> tau loglik +#> 0.00 0.0 +#> 0.17 1.8 +#> 0.00 0.0 #> diff --git a/docs/reference/truncate_model.html b/docs/reference/truncate_model.html index 378d39e8..06becb93 100644 --- a/docs/reference/truncate_model.html +++ b/docs/reference/truncate_model.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/vine.html b/docs/reference/vine.html index 6dec2869..56324cd8 100644 --- a/docs/reference/vine.html +++ b/docs/reference/vine.html @@ -17,7 +17,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -207,21 +207,21 @@

Examples

summary(fit) #> $margins #> # A data.frame: 3 x 6 -#> margin name nobs bw loglik d.f. -#> 1 V1 50 1.31 -68 4.5 -#> 2 V2 50 0.82 -65 5.1 -#> 3 V3 50 1.42 -68 2.9 +#> margin name nobs bw loglik d.f. +#> 1 V1 50 1.1 -63 2.9 +#> 2 V2 50 1.3 -68 2.3 +#> 3 V3 50 1.1 -62 2.6 #> #> $copula #> # A data.frame: 3 x 11 -#> tree edge conditioned conditioning var_types family rotation parameters df -#> 1 1 2, 1 c,c bb7 270 6.0, 2.4 2 -#> 1 2 1, 3 c,c gumbel 90 5.3 1 -#> 2 1 2, 3 1 c,c bb7 270 2.6, 3.7 2 +#> tree edge conditioned conditioning var_types family rotation parameters df +#> 1 1 2, 1 c,c clayton 90 8.4 1 +#> 1 2 1, 3 c,c bb7 270 2.3, 8.2 2 +#> 2 1 2, 3 1 c,c bb8 90 7.22, 0.92 2 #> tau loglik -#> -0.77 62 -#> -0.81 63 -#> -0.69 42 +#> -0.81 65 +#> -0.77 58 +#> -0.72 44 #> ## model for discrete data @@ -231,21 +231,21 @@

Examples

summary(fit_disc) #> $margins #> # A data.frame: 3 x 6 -#> margin name nobs bw loglik d.f. -#> 1 V1 50 1.69 -70 2.3 -#> 2 V2 50 0.82 -65 5.1 -#> 3 V3 50 1.42 -68 2.9 +#> margin name nobs bw loglik d.f. +#> 1 V1 50 1.1 -61 2.3 +#> 2 V2 50 1.3 -68 2.3 +#> 3 V3 50 1.1 -62 2.6 #> #> $copula #> # A data.frame: 3 x 11 -#> tree edge conditioned conditioning var_types family rotation parameters df -#> 1 1 2, 1 c,d clayton 90 11 1 -#> 1 2 1, 3 d,c gaussian 0 -0.97 1 -#> 2 1 2, 3 1 c,c bb6 0 3.1, 1.0 2 +#> tree edge conditioned conditioning var_types family rotation parameters df +#> 1 1 2, 1 c,d clayton 90 8.6 1 +#> 1 2 1, 3 d,c clayton 270 9 1 +#> 2 1 2, 3 1 c,c clayton 270 0.27 1 #> tau loglik -#> -0.85 23 -#> -0.83 22 -#> 0.53 16 +#> -0.81 42.5 +#> -0.82 42.4 +#> -0.12 1.4 #> diff --git a/docs/reference/vine_methods-1.png b/docs/reference/vine_methods-1.png index 656ead93..7da847e2 100644 Binary files a/docs/reference/vine_methods-1.png and b/docs/reference/vine_methods-1.png differ diff --git a/docs/reference/vine_methods.html b/docs/reference/vine_methods.html index c0f345b4..1a17b437 100644 --- a/docs/reference/vine_methods.html +++ b/docs/reference/vine_methods.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -139,9 +139,9 @@

Examples

# evaluate the density and cdf dvine(x[1, ], vc) -#> [1] 0.7523697 +#> [1] 3.479767 pvine(x[1, ], vc) -#> [1] 7e-04 +#> [1] 3e-04 diff --git a/docs/reference/vinecop-1.png b/docs/reference/vinecop-1.png index d4a3a727..23cfab8d 100644 Binary files a/docs/reference/vinecop-1.png and b/docs/reference/vinecop-1.png differ diff --git a/docs/reference/vinecop-2.png b/docs/reference/vinecop-2.png index 0815e5c8..073cad17 100644 Binary files a/docs/reference/vinecop-2.png and b/docs/reference/vinecop-2.png differ diff --git a/docs/reference/vinecop-3.png b/docs/reference/vinecop-3.png index 206f5adf..384be605 100644 Binary files a/docs/reference/vinecop-3.png and b/docs/reference/vinecop-3.png differ diff --git a/docs/reference/vinecop-4.png b/docs/reference/vinecop-4.png index 9128a9c1..042e5612 100644 Binary files a/docs/reference/vinecop-4.png and b/docs/reference/vinecop-4.png differ diff --git a/docs/reference/vinecop-5.png b/docs/reference/vinecop-5.png index 3f3b356a..8c3ee5cd 100644 Binary files a/docs/reference/vinecop-5.png and b/docs/reference/vinecop-5.png differ diff --git a/docs/reference/vinecop-6.png b/docs/reference/vinecop-6.png index ecbc4fee..65adaa43 100644 Binary files a/docs/reference/vinecop-6.png and b/docs/reference/vinecop-6.png differ diff --git a/docs/reference/vinecop.html b/docs/reference/vinecop.html index 91699990..9abb24ac 100644 --- a/docs/reference/vinecop.html +++ b/docs/reference/vinecop.html @@ -19,7 +19,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -255,27 +255,27 @@

Examples

summary(fit) #> # A data.frame: 10 x 11 #> tree edge conditioned conditioning var_types family rotation parameters df -#> 1 1 1, 3 c,c gumbel 0 2.7 1 -#> 1 2 2, 3 c,c bb8 0 6.89, 0.72 2 -#> 1 3 3, 4 c,c gaussian 0 0.89 1 -#> 1 4 4, 5 c,c frank 0 11 1 -#> 2 1 1, 2 3 c,c clayton 180 0.7 1 -#> 2 2 2, 4 3 c,c indep 0 0 -#> 2 3 3, 5 4 c,c gaussian 0 0.43 1 -#> 3 1 1, 4 2, 3 c,c indep 0 0 -#> 3 2 2, 5 4, 3 c,c indep 0 0 -#> 4 1 1, 5 4, 2, 3 c,c indep 0 0 +#> 1 1 2, 4 c,c gaussian 0 0.85 1 +#> 1 2 4, 3 c,c gaussian 0 0.77 1 +#> 1 3 1, 5 c,c gaussian 0 0.76 1 +#> 1 4 3, 5 c,c gumbel 180 2.5 1 +#> 2 1 2, 3 4 c,c joe 180 1.6 1 +#> 2 2 4, 5 3 c,c joe 180 1.4 1 +#> 2 3 1, 3 5 c,c joe 180 1.3 1 +#> 3 1 2, 5 3, 4 c,c indep 0 0 +#> 3 2 4, 1 5, 3 c,c indep 0 0 +#> 4 1 2, 1 5, 3, 4 c,c gaussian 0 0.41 1 #> tau loglik -#> 0.63 16.8 -#> 0.58 13.6 -#> 0.70 20.9 -#> 0.69 19.4 -#> 0.26 3.4 -#> 0.00 0.0 -#> 0.28 2.8 -#> 0.00 0.0 +#> 0.65 16.8 +#> 0.56 11.5 +#> 0.55 10.8 +#> 0.61 15.5 +#> 0.26 3.6 +#> 0.19 1.8 +#> 0.14 1.8 #> 0.00 0.0 #> 0.00 0.0 +#> 0.27 2.7 plot(fit) contour(fit) @@ -286,27 +286,27 @@

Examples

summary(fit) #> # A data.frame: 10 x 11 #> tree edge conditioned conditioning var_types family rotation parameters df -#> 1 1 2, 3 c,c gumbel 0 2.3 1 -#> 1 2 1, 3 c,c gumbel 0 2.7 1 -#> 1 3 3, 4 c,c gaussian 0 0.89 1 -#> 1 4 4, 5 c,c frank 0 11 1 -#> 2 1 2, 1 3 c,c clayton 180 0.64 1 -#> 2 2 1, 4 3 c,c gumbel 180 1.1 1 -#> 2 3 3, 5 4 c,c gaussian 0 0.43 1 -#> 3 1 2, 4 1, 3 c,c clayton 90 0.091 1 -#> 3 2 1, 5 4, 3 c,c clayton 0 0.18 1 -#> 4 1 2, 5 4, 1, 3 c,c clayton 0 0.13 1 -#> tau loglik -#> 0.561 12.51 -#> 0.632 16.85 -#> 0.696 20.85 -#> 0.687 19.43 -#> 0.244 3.09 -#> 0.109 0.33 -#> 0.283 2.83 -#> -0.043 0.08 -#> 0.081 0.37 -#> 0.059 0.15 +#> 1 1 2, 4 c,c gaussian 0 0.85 1 +#> 1 2 4, 3 c,c gaussian 0 0.77 1 +#> 1 3 1, 5 c,c gaussian 0 0.76 1 +#> 1 4 3, 5 c,c gumbel 180 2.5 1 +#> 2 1 2, 3 4 c,c joe 180 1.6 1 +#> 2 2 4, 5 3 c,c joe 180 1.4 1 +#> 2 3 1, 3 5 c,c joe 180 1.3 1 +#> 3 1 2, 5 3, 4 c,c gaussian 0 0.22 1 +#> 3 2 4, 1 5, 3 c,c gumbel 0 1.2 1 +#> 4 1 2, 1 5, 3, 4 c,c frank 0 2.8 1 +#> tau loglik +#> 0.65 16.84 +#> 0.56 11.50 +#> 0.55 10.83 +#> 0.61 15.45 +#> 0.26 3.65 +#> 0.19 1.79 +#> 0.14 1.76 +#> 0.14 0.72 +#> 0.16 0.97 +#> 0.29 2.89 ## Gaussian D-vine fit <- vinecop(u, structure = dvine_structure(1:5), family = "gauss") diff --git a/docs/reference/vinecop_dist-1.png b/docs/reference/vinecop_dist-1.png index d4952c67..82d6c945 100644 Binary files a/docs/reference/vinecop_dist-1.png and b/docs/reference/vinecop_dist-1.png differ diff --git a/docs/reference/vinecop_dist-3.png b/docs/reference/vinecop_dist-3.png index 8798c545..955a91c5 100644 Binary files a/docs/reference/vinecop_dist-3.png and b/docs/reference/vinecop_dist-3.png differ diff --git a/docs/reference/vinecop_dist.html b/docs/reference/vinecop_dist.html index e322e06e..ae98a4d3 100644 --- a/docs/reference/vinecop_dist.html +++ b/docs/reference/vinecop_dist.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 diff --git a/docs/reference/vinecop_methods-1.png b/docs/reference/vinecop_methods-1.png index 7e05719c..5d25d263 100644 Binary files a/docs/reference/vinecop_methods-1.png and b/docs/reference/vinecop_methods-1.png differ diff --git a/docs/reference/vinecop_methods-2.png b/docs/reference/vinecop_methods-2.png index 8923f7b3..d005475b 100644 Binary files a/docs/reference/vinecop_methods-2.png and b/docs/reference/vinecop_methods-2.png differ diff --git a/docs/reference/vinecop_methods.html b/docs/reference/vinecop_methods.html index 24335a91..03fee951 100644 --- a/docs/reference/vinecop_methods.html +++ b/docs/reference/vinecop_methods.html @@ -18,7 +18,7 @@ rvinecopulib - 0.6.2.1.2 + 0.6.2.1.3 @@ -149,9 +149,9 @@

Examples

# evaluate the density and cdf dvinecop(u[1, ], vc) -#> [1] 7.852839 +#> [1] 13.88808 pvinecop(u[1, ], vc) -#> [1] 0.3199 +#> [1] 0.0019 ## Discrete models vc$var_types <- rep("d", 5) # convert model to discrete @@ -161,9 +161,9 @@

Examples

u_disc <- cbind(ppois(x, 1), ppois(x - 1, 1)) dvinecop(u_disc[1:5, ], vc) -#> [1] 6.040969 3.686326 23.046362 4.272786 83.059018 +#> [1] 4.174357 5.784122 2.349537 3.135139 0.855630 pvinecop(u_disc[1:5, ], vc) -#> [1] 0.5076 0.1885 0.1743 0.3094 0.6164 +#> [1] 0.1786 0.5745 0.3534 0.6336 0.2183 # simulated data always has uniform margins pairs(rvinecop(200, vc)) diff --git a/inst/include/vinecopulib-wrappers.hpp b/inst/include/vinecopulib-wrappers.hpp index 1694e793..696feeb9 100644 --- a/inst/include/vinecopulib-wrappers.hpp +++ b/inst/include/vinecopulib-wrappers.hpp @@ -15,8 +15,8 @@ #define BOOST_MATH_PROMOTE_DOUBLE_POLICY false #endif - #include +#include "vinecopulib/misc/tools_interface.hpp" #include "vinecopulib.hpp" namespace vinecopulib { diff --git a/inst/include/vinecopulib/misc/tools_integration.hpp b/inst/include/vinecopulib/misc/tools_integration.hpp index 0bb52f43..ecb23faa 100644 --- a/inst/include/vinecopulib/misc/tools_integration.hpp +++ b/inst/include/vinecopulib/misc/tools_integration.hpp @@ -6,9 +6,23 @@ #pragma once +// replace std::sprintf by void function +// - this is necessary because `sprintf()` is now flagged as potential security +// risk and deprecated in macOS 13. +// - in our case, `boost/odeint` makes (safe) use of the function, but we don't +// really need it. +// - we can remove this hack if and when updates odeint (PR open). +#define sprintf _sprintf_do_nothing +namespace std +{ +constexpr int _sprintf_do_nothing(char*, const char*, ...) { return 0; } +} #include +#undef sprintf + #include + namespace vinecopulib { namespace tools_integration {