DEPENDS
rvinecopulib
releases and their C++17 requirements.BUG FIXES
Stabilized a platform-sensitive test for fixed variable orders.
Forwarded cores when predicting conditional means.
Improved validation of variable orders and prediction data.
IMPROVEMENTS
Formula transformations and interactions now produce an informative error;
transformed predictors can be computed in data before fitting.
Observation weights are aligned with rows omitted because of missing data.
Original factor names can be used in fixed variable orders. Expanded dummy names remain supported for backwards compatibility.
NEW FEATURES
logLik(), nobs(), formula(), and model.frame() methods for
fitted models. Standard AIC() and BIC() methods are now available.DOCUMENTATION
DEPENDS
DEPENDS
BUG FIX
NEW FEATURE
cpdf() to compute the conditional density or probability mass.BUG FIX
unary_function.BUG FIX
vinereg() with weights.NEW FEATURE
cll() to compute the conditional log-likelihood.BUG FIX
DEPENDS
BUG FIXES
require() calls with single argument in vignettes.BUG FIXES
fix cpit() (last conditioning was sometimes omitted).
prevent rvinecopulib from spawning own threads.
NEW FEATURES
uscale option to allow for external marginal modeling.BUG FIXES
fix simulated data size in documentation examples.
properly handle case where no covariates are selected.
conditional use of packages in Suggests.
BUG FIXES
This is a maintenance release following an update in rvinecopulib.
DEPENDS
NEW FEATURES
factors are now named with the corresponding factor level.DEPENDENCIES
NEW FEATURES
faster runtimes, especially for parallelized code.
handle discrete variables properly with both parametric and nonparametric pair-copulas.
REMOVED FEATURES
uscale argument.NEW FEATURES
cpit() to compute the conditional cdf.DEPENDS
BUG FIXES
prevent nan errors in loglik calculation.
allow for empty and bivariate models.
properly pass degree parameter for marginal estimation.
BUG FIXES
Fix handling of uscale in fitted.vinereg().
Fix handling of mult parameter for pair-copula fits in vinereg().
Fix orientation of asymmetric pair-copulas.
DEPENDS
furrr and future packages instead of parallel, doParallel, and
foreach for parallelization.NEW FEATURES
New print() and summary() generics for vinereg objects.
New plot_effects() method to show the marginal effects of variables.
Allow to predict the mean with predict(object, alpha = NA).