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New plotting functions: circular boxplots with
plot_joint_box()
and circular histograms with
plot_circ_hist()
.
New functions to assess the goodness of fit of copulas.
cramer_vonmises()
calculates the Cramér-von-Mises
criterion and the associated p-value to compare a parametric copula to
the empirical copula of the data.wasserstein()
calculates the Wasserstein distance
between two copula PDFs or between a copula PDF and
pseudo-observations.New functions for density, distribution, quantiles and random number generation of linear mixture distributions with an arbitrary number of components.
dweibullmix()
,
pweibullmix()
, qweibullmix()
, and
rweibullmix()
.dgammamix()
, pgammamix()
,
qgammamix()
, and rgammamix()
.dnormmix()
, pnormmix()
,
qnormmix()
, and rnormmix()
.dlnormmix()
, plnormmix()
,
qlnormmix()
, and rlnormmix()
.New functions for density, distribution, quantiles and random
number generation of von Mises mixture distributions with an arbitrary
number of components: dvonmisesmix()
,
pvonmisesmix()
, qvonmisesmix()
, and
rvonmisesmix()
. qvonmisesmix()
replaces the
function qmixedvonmises()
, which is deprecated.
New functions to calculate density and distribution and to
generate samples of bivariate joint distributions that are defined in
terms of two marginal distributions and a copula: djoint()
,
pjoint()
, and rjoint()
.
New function to obtain trajectories from x- and y-coordinates,
traj_get()
New checking routines that check every argument of every function for validity.
The plotting functions have new names and added and changed functionalities. The old functions are deprecated.
traj_plot()
is now plot_track()
. It can
now plot multiple trajectories and also separate x- and
y-coordinates.
scat_plot()
is now plot_joint_scat()
.
It can take custom kernel density estimates for the margins as input and
the plots have an improved appearance. It can now take as input
trajectories as well as separate angles and step lengths
cop_scat_plot()
is now plot_cop_scat()
.
It has new input arguments but with the same functionalities.
circ_plot
is now plot_joint_circ()
. It
can now take as input trajectories as well as separate angles and step
lengths.
cop_plot
is now
plot_cop_surf()
.
make_traj()
(deprecated) is now called
traj_sim()
. It can now take as argument directly the output
of fit_steplength()
or fit_angle()
.
The performance of many density, distribution, quantile and
random number generating functions is now improved. Especially for
copulas of classes cyl_vonmises
and
cyl_rect_combine
and cyl_cubsec
.
The names of the arguments of opt_lin_bw()
and
opt_circ_bw()
, have changed and are now more
intuitive.
mi_cyl()
gives now exactly 1 for copulas with
perfect correlation if normalize=TRUE
and
symmetrize=TRUE
are selected.
rdens()
(random number generation from kernel
density estimates) now works correctly with circular density
estimates.
fit_angle()
and fit_steplength()
now
work correctly with all possible parametric distributions and return the
correct distribution names.
When you plot a copula using plot()
and provide
additional arguments that go to the generic plotting function
base::plot()
there was an error that is now fixed.
First public release.
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.