NEWS.md

In AlexisDerumigny/CondCopulas: Estimation and Inference for Conditional Copula Models

CondCopulas 0.1.4.1

• Fix CRAN NOTE:

• Found the following (possibly) invalid URLs:

  URL: https://arxiv.org/pdf/2204.03285.pdf (moved to http://arxiv.org/pdf/2204.03285) From: README.md Status: 301 Message: Moved Permanently For content that is 'Moved Permanently', please change http to https, add trailing slashes, or replace the old by the new URL.

CondCopulas 0.1.4

• Argument names have been shortened: functions taking arguments of the form observedX1 = are now simplified to X1 = ... (which was already an interface present for some of the functions of the package).

• Errors because of inputs of different lengths (for example computing some kind of dependence between two vectors X1 and X2 of different lengths) are now of the class DifferentLengthsError. Their messages now explicitly give the lengths of the different objects.

• Function CKT.kernel can now handle arguments X1, X2 and Z in the case where these are matrices with 1 column.

• Function simpA.kendallReg can handle the case where only one regressor is given. It also uses stats::lm.fit for the unpenalized regression. A typo in the Wald test statistic has been fixed. Its output is an S3 object of class simpA_kendallReg_test with print, plot, coef, and vcov methods.

• Function CKT.kernel has now more options to control the possible display of the progress bar to show the progress of the computation.

• New dependency: testthat has been added to Suggests.

• New dependency: DiagrammeR has been added to Suggests (for nice plotting of the tree generated by bCond.treeCKT). This package was already suggested by data.tree (which is imported).

• Fix CRAN NOTE:

• Found the following Rd file(s) with Rd \link{} targets missing package anchors:

  estimateParCondCopula.Rd: VineCopula

  Please provide package anchors for all Rd \link{} targets not in the package itself and the base packages.

CondCopulas 0.1.3

• Adding a warning to CKT.kernel() when some estimated conditional Kendall's taus are NA because of a too small bandwidth.

• Fixing a bug for CKT.kernel() when the conditioning variable is multivariate.

• Adding and updating references for conditional copulas with discretized conditioning events.

• Fix an error when running bCond.simpA.CKT().

• Fix default value of the argument minSize in bCond.treeCKT() to be minSize = minProb * nrow(XI) as intended.

• Functions CKT.kernel() and CKT.estimate() now warn and return numeric(0) when the argument newZ is numeric(0).

CondCopulas 0.1.2

• New dependence wdm instead of pcaPP for fast computation of Kendall's tau.

• Functions CKT.kernel, CKT.hCV.l1out, CKT.hCV.Kfolds and CKTmatrix.kernel gain a new choice "wdm" for the argument typeEstCKT. This new choice allows for faster computation using the package wdm. For observations without ties, it is equivalent to the previous choice typeEstCKT = 4.

CondCopulas 0.1.1

• Adding DOIs in the DESCRIPTION and small documentation fixes.

CondCopulas 0.1.0

• Initial release

AlexisDerumigny/CondCopulas documentation built on Sept. 13, 2024, 11:01 p.m.