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Changelog

Source: NEWS.md

vinereg 0.13.0

DEPENDS

  • Adapted the C++ interface to remain compatible with newer rvinecopulib releases and their C++17 requirements.

BUG FIXES

  • Stabilized a platform-sensitive test for fixed variable orders.

  • Forwarded cores when predicting conditional means.

  • Improved validation of variable orders and prediction data.

IMPROVEMENTS

  • Formula transformations and interactions now produce an informative error; transformed predictors can be computed in data before fitting.

  • Observation weights are aligned with rows omitted because of missing data.

  • Original factor names can be used in fixed variable orders. Expanded dummy names remain supported for backwards compatibility.

NEW FEATURES

DOCUMENTATION

  • Clarified the supported formula and prediction interfaces, conditional density outputs, and the interpretation of marginal effect plots.

vinereg 0.12.0

DEPENDS

  • Adapts to new and now required version of rvinecopulib (>= 0.7.1.1.0).

vinereg 0.11.0

CRAN release: 2025-01-11

DEPENDS

  • Adapts to new and now required version of kde1d (>= 1.1.0).

BUG FIX

  • Fixed conditional density computations for discrete variables (#17, thanks @FLBuchner.)

vinereg 0.10.0

CRAN release: 2024-02-09

NEW FEATURE

  • New function cpdf() to compute the conditional density or probability mass.

vinereg 0.9.2

CRAN release: 2023-11-02

BUG FIX

  • add compiler flag to prevent boost/functional from using unary_function.

vinereg 0.9.1

CRAN release: 2023-10-23

BUG FIX

  • fix unnecessary error when calling vinereg() with weights.

vinereg 0.9.0

NEW FEATURE

  • New function cll() to compute the conditional log-likelihood.

vinereg 0.8.3

CRAN release: 2022-03-23

BUG FIX

  • avoid bit-wise operations on boolean variables (fixes warnings for clang>=14).

vinereg 0.8.2

CRAN release: 2022-03-15

DEPENDS

  • require recent version of vinecopulib (>= 0.6.1.1.2) to ensure compatible RcppThread versions.

vinereg 0.8.1

CRAN release: 2022-01-22

BUG FIXES

  • require() calls with single argument in vignettes.

vinereg 0.8.0

CRAN release: 2021-11-23

BUG FIXES

  • fix cpit() (last conditioning was sometimes omitted).

  • prevent rvinecopulib from spawning own threads.

NEW FEATURES

  • add uscale option to allow for external marginal modeling.

vinereg 0.7.3

CRAN release: 2021-02-24

BUG FIXES

  • fix simulated data size in documentation examples.

  • properly handle case where no covariates are selected.

  • conditional use of packages in Suggests.

vinereg 0.7.2

CRAN release: 2020-11-17

BUG FIXES

  • remove bias in quantiles for discrete variables.

vinereg 0.7.1

CRAN release: 2020-10-12

This is a maintenance release following an update in rvinecopulib.

DEPENDS

  • requires rvinecopulib (>= 0.5.4.1.0) to fix an uninitialized value issue.

NEW FEATURES

  • variables generated from factors are now named with the corresponding factor level.

vinereg 0.7.0

CRAN release: 2019-12-02

DEPENDENCIES

  • removed dependence on future and furrr packages.

NEW FEATURES

  • faster runtimes, especially for parallelized code.

  • handle discrete variables properly with both parametric and nonparametric pair-copulas.

REMOVED FEATURES

  • removed support for uscale argument.

vinereg 0.6.0

NEW FEATURES

  • new function cpit() to compute the conditional cdf.

vinereg 0.5.0

CRAN release: 2018-08-09

DEPENDS

  • require rvinecopulib (>= 0.3.0) due to breaking changes in this package.

BUG FIXES

  • prevent nan errors in loglik calculation.

  • allow for empty and bivariate models.

  • properly pass degree parameter for marginal estimation.

vinereg 0.4.0

BUG FIXES

  • Fix handling of uscale in fitted.vinereg().

  • Fix handling of mult parameter for pair-copula fits in vinereg().

  • Fix orientation of asymmetric pair-copulas.

vinereg 0.3.0

CRAN release: 2018-06-02

DEPENDS

  • Use furrr and future packages instead of parallel, doParallel, and foreach for parallelization.

NEW FEATURES

  • New print() and summary() generics for vinereg objects.

  • New plot_effects() method to show the marginal effects of variables.

  • Allow to predict the mean with predict(object, alpha = NA).

vinereg 0.2.0

CRAN release: 2018-05-29

  • First official release.