VineCopula 2.5.0

NEW FEATURES

• add EmpCDF() function for the tail corrected empirical CDF.

VineCopula 2.4.5

BUG FIXES

• better sanity checks for family argument.

• fix C-loop in BiCopGofTest().

• fix NA handling in pobs().

VineCopula 2.4.4

BUG FIXES

• explicitly export method dim.RVineMatrix().

• adapt RVineMLE() to tighter parameter bounds introduced in previous versions.

VineCopula 2.4.3

• Fix inversion of Kendall's tau for Frank copula (#78, #79, thanks to
  @oezgesahin).

• Increased precision in boundary of unit cube (#77).

VineCopula 2.4.2

• Improved numeric stability by more conservative parameter bounds (#74, thanks to @oezgesahin).

• Removed all calls to closeAllConnections().

VineCopula 2.4.1

DEPENDS

• Removed archived package CDVine from Suggests.

VineCopula 2.4.0

NEW FEATURES

• RVineSim optionally accepts a length-N list of RVineMatrix models that
  must share the same structure, but can differ in in family/parameters (#69, #70).
  In that case, simulation is vectorized and each draw corresponds to a model
  specification from the list. Thanks @notEvil.

BUG FIXES

• fixed bug when excluding models from the family set by specifying a negative
  family index.

• throw appropriate error when treecrit function is misspecified.

• fix gcc11 error caused by (redundant) printError() in C-code.

VineCopula 2.3.0

DEPENDENCIES

• removed dependencies to packages doParallel and foreach (#67).

• moved packages kdecopula and network to Suggests. They need to be
  installed manually for BiCopKDE() and plot.RVineMatrix() to work (#67).

• removed dependency to package copula. All functionality extending copula
  will be provided by the VC2copula package:
  https://github.com/tnagler/VC2copula (#67).

BUG FIXES

• stricter upper bound for Gumbel parameters to avoid numerical issues.

• fix bug in BiCopEst() when the parameter is slightly beyond parameter
  bounds (#64, thanks to @notEvil).

VineCopula 2.2.0

NEW FEATURES

• add presel and weights arguments to RVineStructureSelect and
  RVineCopSelect() (#59 by @tvatter).

BUG FIXES

• fix variance in RVineVuongTest().

• fix pre-selection logic in BiCopSelect() when only one family is
  compatible.

• fix length(condition) > 1 errors.

VineCopula 2.1.8

BUG FIXES

• prevent heap-buffer overflows in BiCopHfuncDeriv(2) (non-critical).