NEW FEATURES
user visible functions for bandwidth selection (bw_xxx()) with documentation.
predict(), fitted(), and simulate() generics.
make TLL2nn the default method.
new function dep_measures() for calculating dependence measures.
NEW FEATURES
stabilized bandwidth matrix transformation.
faster builds (removed unnecessarily included headers).
updated documentation.
NEW FEATURES
Improved bandwidth selection heuristic for methods TLL1/TLL2.
The Bernstein copula density estimator is documented and comes with an automated smoothing parameter selection routine.
All bandwidth selection methods now have a manual page (see ?kdecop for links).
Updated vignette.
BUG FIXES
TLL and T methods.DEPENDS
quadprog to imports.NEW FEATURES
Methods TLL1 and TLL2 now use fixed bandwidths; nearest neighbor methods are implemented as TLL1nn and TLL2n.
Improved bandwidth selection for methods TLL1nn and TLL2nn.
Improved memory allocation.
Hidden (and undocumented) method bern for the Bernstein copula density.
BUG FIXES
TTxx are now safe even when correlation is high and sample size small.DEPENDS
cubature and VineCopula.BUG FIXES
NEW FEATURES
new function hkdecop to evaluate conditional distributions (“h-functions”).
extended plotting functionality (exponential margins).
faster calculations of bandwidths for methods “MR” and “beta” due to precalculated integral values.
OTHER
BUG FIXES
NEW FEATURES
BUG FIXES
rkdecop now properly working with quasi-random numbers.
improved efficiency of C++ code.
NEW FEATURES
NEW FEATURES
New methods for class kdecopula: logLik, AIC, BIC
Full summary (logLik, AIC, BIC, effp) even when info = FALSE.
BUG FIXES
Fixed typo in install instructions.
Fixed bug in summary (method = "T").
Improve formatting in summary.
NEW FEATURES
New methods for class kdecopula: print, summary, contour.
kdecop: Default for info argument is now TRUE.
Updated documentation.
BUG FIXES
kdecop: fix error when requesting info about fit.