rvinecopulib 0.5.0.1.0
Release following the updates of vinecopulib to 0.5.0, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.
NEW FEATURES
-
modelling discrete variables with bivariate or vine copulas. (#195)
-
selection of partially specified R-vine structures. (#195)
-
convenience classes
dvine_structure()
/cvine_structure()
for D- and
C-vine structures. (#195) -
new criterion for tree selection:
"joe"
corresponds to -log(1-r^2),
where r is the pairwise partial correlation. (#195) -
random sampling of R-vine structures. (#197)
-
add
weights
argument tovine()
. (#188) -
parallelized fitting of margins in
vine()
. (#198)
API BREAK
- The new
var_types
argument for discrete models has been placed
early inbicop()/vinecop()
due to its importance. This might break old
code calling these functions with unnamed arguments.
BUG FIXES AND OTHER IMPROVEMENTS