vinereg 0.7.1

This is a maintainance 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

DEPDENDENCIES

• 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.