NEWS.md

In gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

gamCopula 0.0.7 (February 5, 2020)

BUG FIXES

• Update documentation to fix CRAN warnings.

gamCopula 0.0.6 (December 4, 2019)

BUG FIXES

• Switch from tests like class(.) == * into is(., *).

gamCopula 0.0.5 (April 17, 2019)

NEW FEATURES

• gamVinePDF function added to compute the pdf for a gamVine object.

BUG FIXES

• Fixed internal bug in gamVineStructureSelect.

gamCopula 0.0.4 (August 17, 2017)

BUG FIXES

• Fixed bug in gamBiCopSelect introduced by select.once when either lin.cov = NULL or smooth.cov = NULL.

• Fixed internal bug in gamBiCopFit.

gamCopula 0.0.3 (August 14, 2017)

DEPENDS

• Now depends explicitly on R (>= 3.1.0). So far, this dependence was implicit through our dependence on the copula package.

NEW FEATURES

• Online API documentation on https://tvatter.github.io/gamCopula/.

• Option to select GAM structure in gamBiCopSelect and gamVineStructureSelect only once with the select.once option (now the default).

• Use unique(familyset) in gamBiCopSelect to ensure that each family is estimated only once.

BUG FIXES

• Fixed bug in summary.gamVine for unconditional copulas.

• Fixed bug in gamBiCopPredict with alpha != 0 and newdata = NULL.

gamCopula documentation built on Feb. 6, 2020, 5:12 p.m.