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rvinecopulib 0.5.5.1.0
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@tnagler tnagler released this 23 Nov 20:34
v0.5.5.5.1.0
3cf11de
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Release following the updates of vinecopulib to 0.5.5, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

  • fix little bug in copula selection based on mBIC

  • stabilize BB7 copula pdf

  • fix threshold selection for (near-)independent data

  • fix vine copula selection for 1-dimensional models with discrete variables

  • fix user-visible variable types

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