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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.