The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

kdecopula 0.9.2

NEW FEATURES

• faster computations for method = "bern" due to removal of the quadratic programming step for rescaling to uniform margins.

kdecopula 0.9.1

BUG FIXES

• fix bug in interpolation near boundaries (interpolated in wrong cell, see #2, #3).

kdecopula 0.9.0

NEW FEATURES

• user visible functions for bandwidth selection (bw_xxx()) with documentation.

• predict(), fitted(), and simulate() generics.

• make TLL2nn the default method.

• new function dep_measures() for calculating dependence measures.

kdecopula 0.8.1

NEW FEATURES

• stabilized bandwidth matrix transformation.

• faster builds (removed unnecessarily included headers).

• updated documentation.

kdecopula 0.8.0

NEW FEATURES

• Improved bandwidth selection heuristic for methods TLL1/TLL2.

• The Bernstein copula density estimator is documented and comes with an automated smoothing parameter selection routine.

• All bandwidth selection methods now have a manual page (see ?kdecop for links).

• Updated vignette.

BUG FIXES

• fixed inconsistencies in bandwidth specification. The interpretation of the bandwidth matrix is now the same for TLL and T methods.

kdecopula 0.7.0

DEPENDS

• Added quadprog to imports.

NEW FEATURES

• Methods TLL1 and TLL2 now use fixed bandwidths; nearest neighbor methods are implemented as TLL1nn and TLL2n.

• Improved bandwidth selection for methods TLL1nn and TLL2nn.

• Improved memory allocation.

• Hidden (and undocumented) method bern for the Bernstein copula density.

BUG FIXES

• Bandwidth selection for methods TTxx are now safe even when correlation is high and sample size small.

kdecopula 0.6.0

DEPENDS

• Package no longer imports packages cubature and VineCopula.

BUG FIXES

• improved algorithms for numerical inversion

NEW FEATURES

• new function hkdecop to evaluate conditional distributions (“h-functions”).

• extended plotting functionality (exponential margins).

• faster calculations of bandwidths for methods “MR” and “beta” due to precalculated integral values.

OTHER

• updated vignette.

kdecopula 0.5.0

BUG FIXES

• fix scaling for method = “MR” when not renormalized.

NEW FEATURES

• package now has a vignette.

kdecopula 0.4.1

BUG FIXES

• rkdecop now properly working with quasi-random numbers.

• improved efficiency of C++ code.

kdecopula 0.4.0

NEW FEATURES

• New estimation method: tapered transformation estimator (methods “TTPI” and “TTCV”). Thanks to Kuangyu Wen for sharing code!

kdecopula 0.3.0

NEW FEATURES

• New methods for class kdecopula: logLik, AIC, BIC

• Full summary (logLik, AIC, BIC, effp) even when info = FALSE.

BUG FIXES

• Fixed typo in install instructions.

• Fixed bug in summary (method = "T").

• Improve formatting in summary.

kdecopula 0.2.0

NEW FEATURES

• New methods for class kdecopula: print, summary, contour.

• kdecop: Default for info argument is now TRUE.

• Updated documentation.

BUG FIXES

• kdecop: fix error when requesting info about fit.

kdecopula 0.1.0

DEPENDS

• Package now imports the qrng pacakge.

NEW FEATURES

• rkdecop: add quasi-random number option based on package qrng.

kdecopula 0.0.4

BUG FIXES

• dkdecop: set cutoff for stable option in to 50

• Fix memory read errors.

kdecopula 0.0.3

BUG FIXES

• Dixed some memory issues in C++ code.

• Adjust imports for R-3.3.0.

kdecopula 0.0.2

BUG FIXES

• Fixed issues with non-portable C++ code (problems occured on solaris).

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.