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Releases: tnagler/vinereg

vinereg 0.9.2

18 Jan 16:09
44c3a09
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BUG FIX

  • add compiler flag to prevent boost/functional from using unary_function.
  • fix unnecessary error when calling vinereg() with weights.

vinereg 0.9.0

02 Nov 01:02
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NEW FEATURE

  • New function cll() to compute the conditional log-likelihood.

vinereg 0.8.3

23 Mar 12:05
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DEPENDS

  • require recent version of vinecopulib (>= 0.6.1.1.2) to ensure compatible
    RcppThread versions.

BUG FIXES

  • require() calls with single argument in vignettes.
  • avoid bit-wise operations on boolean variables (fixes warnings for clang>=14).

vinereg 0.8.0

23 Mar 12:04
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BUG FIXES

  • fix cpit() (last conditioning was sometimes omitted).

  • prevent rvinecopulib from spawning own threads.

NEW FEATURES

  • add uscale option to allow for external marginal modeling.

vinereg 0.7.3

24 Feb 18:23
13245ac
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BUG FIXES

  • properly handle case where no covariates are selected.
  • conditional use of packages in Suggests.

vinereg 0.5.0

29 May 11:27
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DEPENDS

  • require rvinecopulib (>= 0.3.0) due to breaking changes in this package.

BUG FIXES

  • prevent nan errors in loglik calculation.

  • allow for empty and bivariate models.

  • properly pass degree parameter for marginal estimation.

vinereg 0.4.0

04 Jun 08:36
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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.

vinereg 0.3.0

04 Jun 08:35
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DEPENDS

  • Use furrr and fututre 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).

vinereg 0.2.0

29 May 09:24
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  • First official release.