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Adding a warning to CKT.kernel()
when some estimated
conditional Kendall’s taus are NA
because of a too small
bandwidth.
Fixing a bug for CKT.kernel()
when the conditioning
variable is multivariate.
Adding and updating references for conditional copulas with discretized conditioning events.
Fix an error when running
bCond.simpA.CKT()
.
Fix default value of the argument minSize
in
bCond.treeCKT()
to be
minSize = minProb * nrow(XI)
as intended.
Functions CKT.kernel()
and
CKT.estimate()
now warn and return numeric(0)
when the argument newZ
is numeric(0)
.
New dependence wdm
instead of pcaPP
for
fast computation of Kendall’s tau.
Functions CKT.kernel
, CKT.hCV.l1out
,
CKT.hCV.Kfolds
and CKTmatrix.kernel
gain a new
choice "wdm"
for the argument typeEstCKT
. This
new choice allows for faster computation using the package
wdm
. For observations without ties, it is equivalent to the
previous choice typeEstCKT = 4
.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.