vinereg 0.12.0

DEPENDS

• Adapts to new and now required version of rvinecopulib (>= 0.7.1.1.0).

vinereg 0.11.0

DEPENDS

• Adapts to new and now required version of kde1d (>= 1.1.0).

BUG FIX

• Fixed conditional density computations for discrete variables (#17, thanks @FLBuchner.)

vinereg 0.10.0

NEW FEATURE

• New function pdf() to compute the conditional log-likelihood.

vinereg 0.9.2

BUG FIX

• add compiler flag to prevent boost/functional from using unary_function.

vinereg 0.9.1

BUG FIX

• fix unnecessary error when calling vinereg() with weights.

vinereg 0.9.0

NEW FEATURE

• New function cll() to compute the conditional log-likelihood.

vinereg 0.8.3

BUG FIX

• avoid bit-wise operations on boolean variables (fixes warnings for clang>=14).

vinereg 0.8.2

DEPENDS

• require recent version of vinecopulib (>= 0.6.1.1.2) to ensure compatible RcppThread versions.

vinereg 0.8.1

BUG FIXES

• require() calls with single argument in vignettes.

vinereg 0.8.0

BUG FIXES

• fix cpit() (last conditioning was sometimes omitted).

• prevent rvinecopulib from spawning own threads.

NEW FEATURES

• add uscale option to allow for external marginal modeling.

vinereg 0.7.3

BUG FIXES

• fix simulated data size in documentation examples.

vinereg 0.7.3

BUG FIXES

• properly handle case where no covariates are selected.
• conditional use of packages in Suggests.

vinereg 0.7.2

BUG FIXES

• remove bias in quantiles for discrete variables.

vinereg 0.7.1

This is a maintenance release following an update in rvinecopulib.

DEPENDS

• requires rvinecopulib (>= 0.5.4.1.0) to fix an unitialized value issue.

NEW FEATURES

• variables generated from factors are now named with the corresponding factor level.

vinereg 0.7.0

DEPENDENCIES

• removed dependence on future and furrr packages.

NEW FEATURES

• faster runtimes, especially for parallelized code.

• handle discrete variables properly with both parametric and nonparametric pair-copulas.

REMOVED FEATURES

• removed support for uscale argument.

vinereg 0.6.0

NEW FEATURES

• new function cpit() to compute the conditional cdf.

vinereg 0.5.0

DEPENDS

• require rvinecopulib (>= 0.3.0) due to breaking changes in this package.

BUG FIXES

• prevent nan errors in loglik calculation.

• allow for empty and bivariate models.

• properly pass degree parameter for margin al estimation.

vinereg 0.4.0

BUG FIXES

• Fix handling of uscale in fitted.vinereg().

• Fix handling of mult parameter for pair-copula fits in vinereg().

• Fix orientation of asymmetric pair-copulas.

vinereg 0.3.0

DEPENDS

• Use furrr and future packages instead of parallel, doParallel, and foreach for parallelization.

NEW FEATURES

• New print() and summary() generics for vinereg objects.

• New plot_effects() method to show the marginal effects of variables.

• Allow to predict the mean with predict(object, alpha = NA).

vinereg 0.2.0

• First official release.