NEWS.md

In LocalCop: Local Likelihood Inference for Conditional Copula Models

LocalCop 0.0.2

Minor Changes

• Added rotated copula families 13, 14, 23, 24, 33, 34.

Bug Fixes

• Streamlined family and degree checks.

• Added missing semicolons after TMB macros.

LocalCop 0.0.1

• Initial CRAN submission.

Major Changes

• Breaking change: replaced function arguments X with x and x with x0.

• Using TMBTools method to export TMB models.

• Rewrote LocalLikelihood TMB model template to use copula densities dGaussian(), dClayton(), etc., located in inst/include/LocalCop. This involved writing pt() and qt() functions in TMB for Student-t copula dStudent().

• Added vignette.

Minor Changes

• Using Markdown in roxygen documentation.

• Refactored tests, including fixing random seed.

• Fixed seed in CondiCopSelect() example.

• Fixed plot in CondiCopLocFit() example.

LocalCop 0.0.0.9000

• Initial GitHub public submission.

LocalCop documentation built on Sept. 13, 2024, 1:12 a.m.