NEW FEATURES

  • Allow for the Frank copula

BUG FIXES

  • Update documentation to fix CRAN warnings.

BUG FIXES

  • Update documentation to fix CRAN warnings.

BUG FIXES

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

NEW FEATURES

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

BUG FIXES

  • Fixed internal bug in gamVineStructureSelect.

BUG FIXES

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

  • Fixed internal bug in gamBiCopFit.

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.