NEWS.md

In igcop: Computational Tools for the IG and IGL Copula Families

igcop (development version)

igcop 1.0.2

• Package-level documentation now accessible via package?igcop.

igcop 1.0.1

• Ensure specification of bd,eps,mxiter parameters match across all calls to the Newton Raphson algorithms.
• Add tests for interp_gen_D1 at 0.
• Added package documentation.

igcop 1.0.0

• The package now has a C++ backend, by converting the four Newton-Raphson algorithms and their dependencies from R to C++.

Smaller changes:

• Renamed tau argument to p in IG and IGL quantile functions.
• Removed igl_gen_DD and igamma() internal functions, which were not used for copula quantities.

igcop 0.2.0

• Added a NEWS.md file to track changes to the package.
• Completed the collection of distributional quantities to match that of the CopulaModel package.
• Computations of quantile functions are now more robust.
• Changed the parameterization of the copula families to make them more numerically stable.
  • Small values of the parameter alpha (previously = k - 1) are now reliable.
• Placed the theta and alpha parameters of the IG copula as their own arguments.

igcop 0.1.0

• Computational tools for IG and IGL copulas are now available, using the original parameterization of these copulas as defined in Coia (2017) thesis.

igcop documentation built on Nov. 14, 2023, 5:10 p.m.