rvinecopulib 0.5.2.1.0
Release following the updates of vinecopulib to 0.5.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.
NEW FEATURES
-
single-integer constructors for
dvine_structure()
/cvine_structure()
. (#203) -
add
var_names = "hide"
option inplot.vinecop_dist()
. (#203) -
add function
plot.rvine_matrix()
. (#203)
BUG FIXES
-
fix bug for (negative) tau to parameter conversion for Frank family. (#207)
-
fix rare error
rvine_structure_sim()/rvine_matrix_sim()
-
safeguard
"tll"
family against comonotonic data. -
stabilize archimedean h-functions near independence.