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Releases: vinecopulib/rvinecopulib

rvinecopulib 0.7.1.1.1

10 Feb 12:43
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BUG FIX

  • fix handling of discrete variables in vine() models and related functions.

rvinecopulib 0.7.1.1.0

21 Jan 10:01
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Update following a upgrade of the C++ backend vinecopulib to 0.7.1, see
https://github.com/vinecopulib/vinecopulib/blob/main/NEWS.md.

The main changes on the R end are:

  • improved documentation,

  • support for zero-inflated variables,

  • added new Tawn copula family,

  • new argument allow_rotations to disable rotations of copula families,

  • added variable names to vinecop summary (#276)

  • fixed handling of logistic distribution (#275)

  • fix NA handling in vine() control checks (#266)

  • allow bicop_dist() with tll (#268)

rvinecopulib 0.6.3.1.1

26 Feb 10:55
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  • add -D_HAS_AUTO_PTR_ETC=0 flag to disable deprecated features used in boost.

rvinecopulib 0.6.3.1.0

20 Feb 15:40
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  • fix NA handling in to_pseudo_obs() (#260)

  • add emp_cdf() for the tail corrected empirical cdf (#261)

rvinecopulib 0.6.2.1.3

19 Jan 16:37
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BUG FIX

  • fix marginal PIT for discrete variables (see issue #257, thanks @rplzzz)

rvinecopulib 0.6.2.1.2

17 Oct 11:00
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  • fix warning about C++17 attribute extension 'nodiscard' (#255)

rvinecopulib 0.6.2.1.1

16 Oct 15:01
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  • replace bitwise operations on Boolean variables.

rvinecopulib 0.6.2.1.0

26 Aug 16:40
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Release following the updates of vinecopulib to 0.6.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

  • improved documentation (discrete and missing dat, Rosenblatt transforms)

  • better parallelization when there is a small number of edges (#555)

BUG FIXES

  • simulation from discrete models now returns a data frame with ordered() columns.

rvinecopulib 0.6.1.1.3

19 Mar 10:35
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BUG FIX

  • avoid bitwise operations on Boolean variables.

rvinecopulib 0.6.1.1.2

16 Mar 19:05
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  • enforce use on recent version of RcppThread for proper handling of linker flags.