| NEWS | R Documentation |
fix bug which did not allow to set non-default
optim.method in gofCopula().
Not fully back-compatible change: gofCopula() now
passes all extra arguments via ... to fitCopula().
Before, gofPB() passed them to the trafo.method.
The default for the optional estimate.variance argument
of fitCopula() and fitMvcd() now is TRUE only if
the optimization converged.
rtrafo() is more efficient for "normalCopula".
fitMvdc() now also works when margin parameter has
length >1.
fitMvdc() gains optional arguments lower and
upper for specifying box-constraints to optim().
fixes some border cases, notably psi() for negative tau
Gumbel, Clayton and AMH copulas,
debye[12]() functions improvements (e.g., Inf)
new log1pexp() from Rmpfr's vignette
‘log1mexp’.
rho(<amhCopula>) now numerically stable, also works for
theta ~= 0, using Martin's beautiful
formula, as documented in the new vignette
‘rhoAMH-dilog.Rnw’.
purely numerical .psiFrank() etc; accuracy improvements for
psi(), rho(), tau() for small |α|
for Frank.
new cospi2(), tanpi(); iTau() and
iRho() have a smaller tolerance of 1e-7 and hence are
more accurate where they use inversion.
polylog(x, 2) now uses gsl's dilog().
pCopula() now works for a t-copula with df=Inf.
rtrafo() with new option 'inverse=TRUE', hence can be
used for sampling.
Fixed overflow bug (seg.fault) for large n^2 p
Fixed qqplot2() case
pobs(*, lower.tail) new optional argument.
new optional argument indepC.maybe to (Archimedean)
copula constructors.
empirical copula functions C.n() and F.n()
all.equal(*, tol) adaption to upcoming R changes.
a bug fix version, as 0.999-6 had in one case
accidentally introduced a NON-back compatible version in
gofCopula().
gofCopula() gets a new trafo.method argument,
now also can use (new) htrafo() in addition to Rosenblatt's
transform rtrafo.
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new back-compatibility feature which allows older R scripts (notably the 2010 JSS paper) to still run without errors.
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After the copula week at ETH (July 9–13):
Renaming (and deprecation) “orgy”: ... ...
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dK(), pK(), qK(), rK(): Kendall's
distribution functions.
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export log1mexp()
added facilities for Hofert & Maechler's graphical GOF testing.
fixed corner cases of dcopulat() and dcopulaNormal().
polyG() and dsumSibuya() improvements; possibly
using Rmpfr.
fixed "boundary overrun" bug in indepence tests built on empirical copula.
Big merge of former CRAN packages nacopula (Maechler and Hofert) and copula (Yan and Kojadinovic) into new “super package”.
new class "Copula", with [dpr]copula() methods
for "nacopula".