Releases: tnagler/vinereg
Releases · tnagler/vinereg
vinereg 0.9.2
vinereg 0.9.0
NEW FEATURE
- New function
cll()
to compute the conditional log-likelihood.
vinereg 0.8.3
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
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
BUG FIXES
- properly handle case where no covariates are selected.
- conditional use of packages in Suggests.
vinereg 0.5.0
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
BUG FIXES
-
Fix handling of
uscale
infitted.vinereg()
. -
Fix handling of
mult
parameter for pair-copula fits invinereg()
. -
Fix orientation of asymmetric pair-copulas.
vinereg 0.3.0
DEPENDS
- Use
furrr
andfututre
packages instead ofparallel
,doParallel
, and
foreach
for parallelization.
NEW FEATURES
-
New
print()
andsummary()
generics forvinereg
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
- First official release.