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igcop (development version)

igcop 1.0.2

• Package-level documentation now accessible via package?igcop.

igcop 1.0.1

• Ensure specification of bd,eps,mxiter parameters match across all calls to the Newton Raphson algorithms.
• Add tests for interp_gen_D1 at 0.
• Added package documentation.

igcop 1.0.0

• The package now has a C++ backend, by converting the four Newton-Raphson algorithms and their dependencies from R to C++.

Smaller changes:

• Renamed tau argument to p in IG and IGL quantile functions.
• Removed igl_gen_DD and igamma() internal functions, which were not used for copula quantities.

igcop 0.2.0

• Added a NEWS.md file to track changes to the package.
• Completed the collection of distributional quantities to match that of the CopulaModel package.
• Computations of quantile functions are now more robust.
• Changed the parameterization of the copula families to make them more numerically stable.
  • Small values of the parameter alpha (previously = k - 1) are now reliable.
• Placed the theta and alpha parameters of the IG copula as their own arguments.

igcop 0.1.0

• Computational tools for IG and IGL copulas are now available, using the original parameterization of these copulas as defined in Coia (2017) thesis.

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.