NEWS

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gamCopula 0.0.8

NEW FEATURES

• Allow for the Frank copula

BUG FIXES

• Update documentation to fix CRAN warnings.

gamCopula 0.0.7

BUG FIXES

• Update documentation to fix CRAN warnings.

gamCopula 0.0.6

BUG FIXES

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

gamCopula 0.0.5

NEW FEATURES

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

BUG FIXES

• Fixed internal bug in gamVineStructureSelect.

gamCopula 0.0.4

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

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.