rvinecopulib 0.6.1.1.1

BUG FIXES

• remove illegal pragmas from json header (#245)

• allow tree restriction in summary functions (#244)

rvinecopulib 0.6.1.1.0

BUG FIXES

• improved documentation (#241, #239)

• use num_threads in recursive calls to the inverse Rosenblatt

• force TLL to be nonnegative (#238)

• fix number of parameters for TLL

rvinecopulib 0.5.5.1.1

Maintenance release following the changes to all.equal() in R 4.1.x.

rvinecopulib 0.5.5.1.0

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

rvinecopulib 0.5.4.1.0

Release following the updates of vinecopulib to 0.5.4, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

• fix uninitialized number of parameters for TLL family

• fix Kendall's tau of Frank copula for par <= 3

• fix dvinecop() when discrete variables are present (#222)

rvinecopulib 0.5.3.1.0

Release following the updates of vinecopulib to 0.5.3, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

NEW FEATURES

• allow 1-dimensional models (#216)

• make AIC default selection criterion (#213)

BUG FIXES

• catch na in ktau_to_par (#214)

• make Bicop/Vinecop objects indepent of copied-from-objects

• enforce parameters bounds in tau_to_parameters for Archimedean families

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 in plot.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.

rvinecopulib 0.5.1.1.0

Release following the updates of vinecopulib to 0.5.1, see
https://github.com/vinecopulib/vinecopulib/releases.

BUG FIX

• fix out of range bug for weighted TLL influence when sample size is small.

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 to vine(). (#188)

• parallelized fitting of margins in vine(). (#198)

API BREAK

• The new var_types argument for discrete models has been placed
  early in bicop()/vinecop() due to its importance. This might break old
  code calling these functions with unnamed arguments.

BUG FIXES AND OTHER IMPROVEMENTS

• better support for 0-truncated structures. (#195)

• ensure consistency of TLL likelihood during and after fit. (#195)

• fixed order of ranks in pseudo_obs(.., ties.method = "first"). (#195)

• safer computation of multivariate normal cdf. (#195)

• improved memory efficiency. (#195)

rvinecopulib to 0.3.2.1.0

Release following the updates of vinecopulib to 0.3.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

NEW FEATURES

• improved extensibility for packages including on the C++-headers of vinecopulib (#178)

• new EDA function pairs_copula_data() (#181).

BUG FIXES

• ensure that input and output type of pseudo_obs() match (#182).

• fix printing of "tll" family in `summary.vinecop() (#183).