New functions BiCopPar2Tau.MO
and BiCopTau2Par.MO
to convert between the parameter and the Kendall's tau of a Marshall-Olkin copula.
New argument truncVal
of the function BiCopParamDistLp
to allow for computation of the norm on a smaller subset of the unit square [0,1]^2.
BiCopParamDistLp
now also works for p=Inf
(i.e., the supremum norm).
New checks for finiteness of the arguments to BiCopEstMMD
.
Improvement of default values for gamma in BiCopEstMMD
.
Updated the references.
Fixed the documentation of the parameter kernel
for the functions BiCopEstMMD
and BiCopGradMMD
.
New dependence wdm
instead of pcaPP
for fast computation of Kendall's tau.
BiCopSim.MO
.BiCopSim.MO
now returns a list with the estimated parameter and Kendall's tau for consistency with the other BiCopEstMMD
function.BiCopMMDConfInt
for bootstrapped- and subsampling-based confidence intervals.gaussian.KG
to gaussian.Phi
for coherence.Any scripts or data that you put into this service are public.
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