VineCopula 2.2.0

NEW FEATURES

• add presel and weights arguments to RVineStructureSelect and
  RVineCopSelect() (#59 by @tvatter).

BUG FIXES

• fix variance in RVineVuongTest().

• fix pre-selection logic in BiCopSelect() when only one family is
  compatible.

• fix length(condition) > 1 errors.

VineCopula 2.1.8

BUG FIXES

• prevent heap-buffer overflows in BiCopHfuncDeriv(2) (non-critical).

VineCopula 2.1.7

BUG FIXES

• get rid of warning messages when checking whether structure is a D-vine.

• fix standard errors for one-parameter families.

• avoid infinite loop for Joe's inverse h-function with extreme parameter
  values.

• fix parameters bounds for BB copulas in RVineMLE().

VineCopula 2.1.6

BUG FIXES

• fix rotation handling in derivative calculations.

• fix check for whether a structure is a D-vine.

• fixed typos in API documentation.

VineCopula 2.1.5

NEW FEATURES

• no family restrictions for RVinePIT.

BUG FIXES

• fix calculation of Kendall's tau when joint ties are present.

• fix missing pair.AIC/BIC in RVineSeqEst().

• improved starting parameter for Joe copula MLE.

VineCopula 2.1.4

NEW FEATURES

• All C-headers are now located in inst/include/VineCopula (#48).

• Most C routines are registered as C-callable (#47).

BUG FIXES

• RVineMLE can now safely called with only independence copulas (#49).

• Fixed fix (non-critical) memory-access bug.

VineCopula 2.1.3

NEW FEATURES

• summary.RVineMatrix() invisibly returns a data.frame containg most of
  what is printed as output.

• Less restrictive conditions on what is considered an appropriate treecrit
  function in RVineStructureSelect() (thanks to Thibault Vatter, #40).

• New option verbose in RVinePDF() (thanks to @cag51, #36).

BUG FIXES

• Fix parameter bounds in RVineMLE() corresponding to updated requirements
  in BiCop-functions.

• Adapt to re-naming of tailIndex to lambda in the copula package (thanks
  to Benedikt Graeler, #41, #42).

• Fix bug in detecting C-vine copulas for summary/print.RVineMatrix() (#38).

VineCopula 2.1.2

NEW FEATURES

• Online API documentation on https://tnagler.github.io/VineCopula/.

• Faster BiCopCDF().

BUG FIXES

• Fixed bug in preprocessing of weights argument.

• More informative error message when family is unknown.

• Safer BiCopSelect() with presel = TRUE and insufficient data.

• Fixed RVineMatrix() (output dimension was d-1 and naturalOrder = TRUE
  wasn't working, thanks @tvatter).

• Safer BiCopEst() for method = "itau".

VineCopula 2.1.1

Follow-up release to the new version of copula.

IMPORTS

• Package now requires copula (>= 0.999-16). The new version of copula
  requires VineCopula to be re-installed, because the old fitCopula()
  method doesn't work any longer, but was re-exported by VineCopula.

NEW FEATURES

• Package developers can use the VineCopula C-functionality by linking against
  VineCopula through the LinkingTo field.

VineCopula 2.1.0

The new version makes the package more suitable for high-dimensional settings (d >> 50).

NEW FEATURES

• All estimation functions now have a method argument. The default is
  method = "mle" and corresponds to the old behavior. The other option,
  method = "itau", estimates the parameters by inversion of Kendall's. It is
  much faster than method = "mle", but is only available for one-parameter
  families and the t-copula. Big thanks to Thibault Vatter who did most of the
  work (PR #25).
• New function RVineMatrixSample that randomly generates valid R-vine
  matrices using the algorithm of Joe et al. (2011). Contributed by
  Thibault Vatter (PR #27).
• Faster versions of RVineMatrix and RVineCopSelect, and
  RVineStructureSelect by avoiding unnecessary computations (thanks to
  Thibault Vatter, PRs #29 and #31).
• All -Select functions now have a presel argument. If TRUE (default)
  the familyset is reduced to families that have asymmetry charactistics that
  conform with the observed data.
• RVineSim, RVineLogLik, and RVinePDF have been implemented in a way
  that demands less memory. For RVineLogLik, the option calculate.V has
  to be set to TRUE.

BUG FIXES

• Fixed bug in upper tail dependence coefficient for survival BB1 (reported
  by Viviana Fernandez, thanks!).
• RVineStructureSelect now works in dimension two as well.
• RVineMatrixCheck returns the new error code -4 when the matrix is
  neither lower nor upper triangular (threw an actual error before).
• contour.RVineMatrix now arranges the contour matrix conforming with the
  family and parameter matrices.