diff --git a/DESCRIPTION b/DESCRIPTION index 65e4f6b..0eafb2c 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -1,7 +1,7 @@ Package: VineCopula Type: Package Title: Statistical Inference of Vine Copulas -Version: 2.4.1 +Version: 2.4.2 Description: Provides tools for the statistical analysis of vine copula models. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, diff --git a/NEWS.md b/NEWS.md index efc7889..8e5097a 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,4 +1,13 @@ -VineCopula 2.4.0 (October 18, 2020) +VineCopula 2.4.2 (May 11, 2021) +---------------------------------------------------------------- + +* Improved numeric stability by more conservative parameter bounds (#74, + thanks to @oezgesahin). + +* Removed all calls to `closeAllConnections()`. + + +VineCopula 2.4.1 (October 18, 2020) ---------------------------------------------------------------- DEPENDS diff --git a/docs/404.html b/docs/404.html index 15ce817..3b0ac78 100644 --- a/docs/404.html +++ b/docs/404.html @@ -71,7 +71,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/authors.html b/docs/authors.html index 8df12e0..b9f3188 100644 --- a/docs/authors.html +++ b/docs/authors.html @@ -71,7 +71,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/index.html b/docs/index.html index ff79eef..8092557 100644 --- a/docs/index.html +++ b/docs/index.html @@ -35,7 +35,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/news/index.html b/docs/news/index.html index 7708831..5769450 100644 --- a/docs/news/index.html +++ b/docs/news/index.html @@ -71,7 +71,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -114,9 +114,17 @@

Changelog

Source: NEWS.md -
+

-VineCopula 2.4.0 (October 18, 2020)

+VineCopula 2.4.2 (May 11, 2021) + +
+
+

+VineCopula 2.4.1 (October 18, 2020)

DEPENDS

diff --git a/docs/reference/BiCop-1.png b/docs/reference/BiCop-1.png index a58c7d9..6797b55 100644 Binary files a/docs/reference/BiCop-1.png and b/docs/reference/BiCop-1.png differ diff --git a/docs/reference/BiCop.html b/docs/reference/BiCop.html index fb2cca1..ae4cf2e 100644 --- a/docs/reference/BiCop.html +++ b/docs/reference/BiCop.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2
diff --git a/docs/reference/BiCopCDF.html b/docs/reference/BiCopCDF.html index 229f09b..439cf12 100644 --- a/docs/reference/BiCopCDF.html +++ b/docs/reference/BiCopCDF.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -304,56 +304,56 @@

Examp #> AIC: -329.59 #> BIC: -325.89 #>
## and evaluate its CDF -BiCopCDF(u1, u2, cop)
#> [1] 0.268500182 0.393482100 0.464894789 0.510456272 0.453162024 0.797323487 -#> [7] 0.588601111 0.099482773 0.118512927 0.322486665 0.814900655 0.639423908 -#> [13] 0.599058721 0.475238888 0.184087006 0.940328715 0.650089849 0.020430200 -#> [19] 0.528904262 0.224164034 0.114739901 0.323577868 0.095813832 0.192260638 -#> [25] 0.253748923 0.037373923 0.490382483 0.385460855 0.117787408 0.711378015 -#> [31] 0.384689327 0.280957246 0.672082756 0.768950504 0.651786521 0.672018143 -#> [37] 0.132639547 0.331106236 0.333744533 0.210386952 0.218524522 0.390087202 -#> [43] 0.083562391 0.959755834 0.592526750 0.116640534 0.306823360 0.215342655 -#> [49] 0.452303899 0.393405093 0.459175404 0.481287502 0.466120340 0.813647499 -#> [55] 0.261439988 0.709057371 0.059565885 0.456855357 0.541356648 0.468243272 -#> [61] 0.491857045 0.214263633 0.367249220 0.088220906 0.128309756 0.599365782 -#> [67] 0.621174636 0.466536552 0.774157185 0.811803894 0.249649846 0.007005071 -#> [73] 0.598545572 0.131654073 0.225308946 0.717245500 0.277091702 0.088040456 -#> [79] 0.397385146 0.309124353 0.389332990 0.511528587 0.302444365 0.518453159 -#> [85] 0.299842335 0.422155034 0.804545489 0.590955696 0.316200729 0.768696055 -#> [91] 0.638551588 0.516169624 0.494733169 0.228517466 0.890956219 0.207920208 -#> [97] 0.883587289 0.785326749 0.363739537 0.131843650 0.235281626 0.508567728 -#> [103] 0.386962659 0.269377320 0.112533962 0.346416642 0.194429761 0.043262486 -#> [109] 0.281730472 0.803591131 0.278380754 0.661849267 0.042005238 0.411355374 -#> [115] 0.681672653 0.501380412 0.281113276 0.207511168 0.187186965 0.143467695 -#> [121] 0.490187152 0.152096906 0.285201040 0.394537146 0.898689328 0.179480956 -#> [127] 0.432015793 0.496324238 0.134272707 0.451968296 0.898589501 0.664577410 -#> [133] 0.447749819 0.259512738 0.016816697 0.274800839 0.047021904 0.712741490 -#> [139] 0.815875696 0.066286394 0.477457800 0.277572089 0.046088531 0.045501507 -#> [145] 0.049059305 0.174202934 0.069094328 0.715817853 0.586037854 0.092815442 -#> [151] 0.270848989 0.719645727 0.524842781 0.052324023 0.377958047 0.321111660 -#> [157] 0.365998373 0.332792771 0.597147752 0.337683815 0.641655124 0.133597898 -#> [163] 0.047588489 0.466104233 0.328637202 0.456727271 0.703639903 0.262539717 -#> [169] 0.622767452 0.639739046 0.252030698 0.368368590 0.380839741 0.792276580 -#> [175] 0.202299401 0.134794688 0.335626008 0.619286761 0.540158244 0.306364569 -#> [181] 0.097274711 0.681772466 0.338758200 0.076805512 0.338154542 0.324523421 -#> [187] 0.719092062 0.527588683 0.536167940 0.305369859 0.542888855 0.345900352 -#> [193] 0.523276699 0.136491299 0.065504854 0.739952890 0.681850163 0.074856903 -#> [199] 0.158411211 0.117409909 0.627132161 0.795021078 0.323532747 0.396392627 -#> [205] 0.305673697 0.299958382 0.180254088 0.186509493 0.732255694 0.210431743 -#> [211] 0.487512634 0.452879534 0.797313958 0.239692110 0.153348541 0.834670597 -#> [217] 0.329071573 0.206381227 0.090183320 0.064623557 0.245902432 0.480025699 -#> [223] 0.797301191 0.486220532 0.321714182 0.405018177 0.124537919 0.227980256 -#> [229] 0.755207973 0.095071820 0.805946237 0.303203031 0.427218808 0.208086487 -#> [235] 0.265929990 0.088650160 0.395098041 0.542244147 0.109549868 0.197394389 -#> [241] 0.202540690 0.277935441 0.569151858 0.114998646 0.406585303 0.530848464 -#> [247] 0.417431959 0.086630440 0.126422931 0.644136639 0.276155351 0.159563114 -#> [253] 0.242750328 0.450544422 0.737566095 0.260132222 0.690973674 0.486846051 -#> [259] 0.422447372 0.059011406 0.234950335 0.146394246 0.467648516 0.391205545 -#> [265] 0.753383940 0.860474930 0.421434959 0.036314320 0.329816639 0.392135576 -#> [271] 0.461163978 0.615344225 0.745823886 0.077665085 0.638724071 0.224563251 -#> [277] 0.550017096 0.461276853 0.567681744 0.198301450 0.046534965 0.527854157 -#> [283] 0.582504413 0.371944657 0.527726038 0.537312145 0.474778455 0.876594428 -#> [289] 0.165391490 0.473484299 0.835710078 0.674601315 0.564915029 0.252633874 -#> [295] 0.863535735 0.275419048 0.597632932 0.084917428 0.389853877 0.407451270
+BiCopCDF(u1, u2, cop)
#> [1] 0.268500237 0.393482146 0.464894801 0.510456314 0.453162125 0.797323504 +#> [7] 0.588601196 0.099482787 0.118512945 0.322486687 0.814900683 0.639423910 +#> [13] 0.599058793 0.475238984 0.184087051 0.940328719 0.650089901 0.020430206 +#> [19] 0.528904332 0.224164096 0.114739937 0.323577958 0.095813856 0.192260697 +#> [25] 0.253748965 0.037373935 0.490382533 0.385460939 0.117787436 0.711378055 +#> [31] 0.384689383 0.280957323 0.672082820 0.768950536 0.651786590 0.672018208 +#> [37] 0.132639549 0.331106317 0.333744618 0.210386998 0.218524580 0.390087270 +#> [43] 0.083562417 0.959755835 0.592526788 0.116640566 0.306823436 0.215342712 +#> [49] 0.452303945 0.393405191 0.459175501 0.481287523 0.466120384 0.813647526 +#> [55] 0.261440049 0.709057397 0.059565891 0.456855421 0.541356668 0.468243373 +#> [61] 0.491857139 0.214263692 0.367249229 0.088220925 0.128309790 0.599365819 +#> [67] 0.621174701 0.466536641 0.774157218 0.811803902 0.249649921 0.007005073 +#> [73] 0.598545626 0.131654099 0.225309000 0.717245552 0.277091777 0.088040484 +#> [79] 0.397385231 0.309124431 0.389333087 0.511528682 0.302444449 0.518453232 +#> [85] 0.299842416 0.422155112 0.804545518 0.590955779 0.316200816 0.768696094 +#> [91] 0.638551645 0.516169707 0.494733268 0.228517531 0.890956227 0.207920271 +#> [97] 0.883587294 0.785326772 0.363739621 0.131843689 0.235281643 0.508567826 +#> [103] 0.386962707 0.269377396 0.112533991 0.346416729 0.194429812 0.043262497 +#> [109] 0.281730554 0.803591145 0.278380773 0.661849331 0.042005252 0.411355471 +#> [115] 0.681672677 0.501380512 0.281113317 0.207511231 0.187187001 0.143467725 +#> [121] 0.490187240 0.152096948 0.285201105 0.394537162 0.898689335 0.179481007 +#> [127] 0.432015885 0.496324307 0.134272748 0.451968347 0.898589510 0.664577425 +#> [133] 0.447749916 0.259512814 0.016816702 0.274800845 0.047021917 0.712741540 +#> [139] 0.815875707 0.066286412 0.477457859 0.277572162 0.046088546 0.045501520 +#> [145] 0.049059318 0.174202971 0.069094340 0.715817892 0.586037859 0.092815462 +#> [151] 0.270849000 0.719645776 0.524842878 0.052324027 0.377958144 0.321111749 +#> [157] 0.365998412 0.332792832 0.597147807 0.337683865 0.641655177 0.133597932 +#> [163] 0.047588496 0.466104233 0.328637237 0.456727364 0.703639941 0.262539793 +#> [169] 0.622767528 0.639739054 0.252030753 0.368368675 0.380839838 0.792276587 +#> [175] 0.202299457 0.134794698 0.335626081 0.619286766 0.540158338 0.306364621 +#> [181] 0.097274738 0.681772506 0.338758265 0.076805520 0.338154634 0.324523510 +#> [187] 0.719092110 0.527588699 0.536168006 0.305369874 0.542888925 0.345900420 +#> [193] 0.523276733 0.136491340 0.065504873 0.739952899 0.681850211 0.074856925 +#> [199] 0.158411245 0.117409912 0.627132166 0.795021109 0.323532837 0.396392677 +#> [205] 0.305673770 0.299958434 0.180254143 0.186509543 0.732255714 0.210431768 +#> [211] 0.487512724 0.452879631 0.797313991 0.239692181 0.153348567 0.834670613 +#> [217] 0.329071575 0.206381284 0.090183348 0.064623574 0.245902501 0.480025767 +#> [223] 0.797301224 0.486220592 0.321714259 0.405018276 0.124537941 0.227980289 +#> [229] 0.755208013 0.095071842 0.805946247 0.303203101 0.427218900 0.208086540 +#> [235] 0.265930041 0.088650178 0.395098115 0.542244242 0.109549869 0.197394439 +#> [241] 0.202540730 0.277935509 0.569151878 0.114998677 0.406585362 0.530848471 +#> [247] 0.417432042 0.086630442 0.126422952 0.644136693 0.276155432 0.159563146 +#> [253] 0.242750389 0.450544523 0.737566117 0.260132270 0.690973725 0.486846119 +#> [259] 0.422447444 0.059011418 0.234950405 0.146394267 0.467648603 0.391205557 +#> [265] 0.753383945 0.860474947 0.421435022 0.036314329 0.329816695 0.392135668 +#> [271] 0.461164021 0.615344284 0.745823895 0.077665099 0.638724139 0.224563311 +#> [277] 0.550017137 0.461276949 0.567681834 0.198301468 0.046534971 0.527854224 +#> [283] 0.582504493 0.371944719 0.527726081 0.537312181 0.474778556 0.876594440 +#> [289] 0.165391507 0.473484400 0.835710098 0.674601369 0.564915068 0.252633939 +#> [295] 0.863535742 0.275419091 0.597632942 0.084917441 0.389853973 0.407451286
diff --git a/docs/reference/BiCopChiPlot.html b/docs/reference/BiCopChiPlot.html index a7b531c..70ee89c 100644 --- a/docs/reference/BiCopChiPlot.html +++ b/docs/reference/BiCopChiPlot.html @@ -72,7 +72,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopCompare.html b/docs/reference/BiCopCompare.html index f58867f..6db943a 100644 --- a/docs/reference/BiCopCompare.html +++ b/docs/reference/BiCopCompare.html @@ -75,7 +75,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopCondSim.html b/docs/reference/BiCopCondSim.html index 0fec70c..6b861c5 100644 --- a/docs/reference/BiCopCondSim.html +++ b/docs/reference/BiCopCondSim.html @@ -75,7 +75,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopDeriv.html b/docs/reference/BiCopDeriv.html index 833f35b..ec8b8db 100644 --- a/docs/reference/BiCopDeriv.html +++ b/docs/reference/BiCopDeriv.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopDeriv2.html b/docs/reference/BiCopDeriv2.html index 96bc28b..71a05f2 100644 --- a/docs/reference/BiCopDeriv2.html +++ b/docs/reference/BiCopDeriv2.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopEst.html b/docs/reference/BiCopEst.html index 6b87cda..b7f0e51 100644 --- a/docs/reference/BiCopEst.html +++ b/docs/reference/BiCopEst.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopEstList.html b/docs/reference/BiCopEstList.html index aece615..d0d7d28 100644 --- a/docs/reference/BiCopEstList.html +++ b/docs/reference/BiCopEstList.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopGofTest.html b/docs/reference/BiCopGofTest.html index ef13cb6..0ae574b 100644 --- a/docs/reference/BiCopGofTest.html +++ b/docs/reference/BiCopGofTest.html @@ -76,7 +76,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -287,7 +287,7 @@

Examp # perform White's goodness-of-fit test for the true copula BiCopGofTest(u1, u2, family = 3)
#> $statistic #> [,1] -#> [1,] 0.1928871 +#> [1,] 0.1928955 #> #> $p.value #> [1] 0.66 @@ -295,7 +295,7 @@

Examp # perform White's goodness-of-fit test for the Frank copula BiCopGofTest(u1, u2, family = 5)

#> $statistic #> [,1] -#> [1,] 0.2883505 +#> [1,] 0.2883409 #> #> $p.value #> [1] 0.58 @@ -308,10 +308,10 @@

Examp #> [1] 0.32 #> #> $statistic.CvM -#> [1] 0.04426172 +#> [1] 0.04426216 #> #> $statistic.KS -#> [1] 0.7013749 +#> [1] 0.7013761 #>

# perform Kendall's goodness-of-fit test for the Frank copula BiCopGofTest(u1, u2, family = 5, method = "kendall", B=50)
#> $p.value.CvM @@ -324,7 +324,7 @@

Examp #> [1] 0.1498003 #> #> $statistic.KS -#> [1] 0.7940009 +#> [1] 0.7940014 #>

diff --git a/docs/reference/BiCopHfunc.html b/docs/reference/BiCopHfunc.html index e82d7f7..151a274 100644 --- a/docs/reference/BiCopHfunc.html +++ b/docs/reference/BiCopHfunc.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopHfuncDeriv.html b/docs/reference/BiCopHfuncDeriv.html index ccd7c43..3411620 100644 --- a/docs/reference/BiCopHfuncDeriv.html +++ b/docs/reference/BiCopHfuncDeriv.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopHfuncDeriv2.html b/docs/reference/BiCopHfuncDeriv2.html index 6978b83..c430e62 100644 --- a/docs/reference/BiCopHfuncDeriv2.html +++ b/docs/reference/BiCopHfuncDeriv2.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopHinv.html b/docs/reference/BiCopHinv.html index 1965646..d5601cd 100644 --- a/docs/reference/BiCopHinv.html +++ b/docs/reference/BiCopHinv.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopIndTest.html b/docs/reference/BiCopIndTest.html index 25e9d50..7820b51 100644 --- a/docs/reference/BiCopIndTest.html +++ b/docs/reference/BiCopIndTest.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopKDE-5.png b/docs/reference/BiCopKDE-5.png index de46ebe..ac5f26b 100644 Binary files a/docs/reference/BiCopKDE-5.png and b/docs/reference/BiCopKDE-5.png differ diff --git a/docs/reference/BiCopKDE-6.png b/docs/reference/BiCopKDE-6.png index 369adfa..5337519 100644 Binary files a/docs/reference/BiCopKDE-6.png and b/docs/reference/BiCopKDE-6.png differ diff --git a/docs/reference/BiCopKDE.html b/docs/reference/BiCopKDE.html index 3aa138f..bc58f00 100644 --- a/docs/reference/BiCopKDE.html +++ b/docs/reference/BiCopKDE.html @@ -76,7 +76,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopKPlot.html b/docs/reference/BiCopKPlot.html index 196abbc..74efd18 100644 --- a/docs/reference/BiCopKPlot.html +++ b/docs/reference/BiCopKPlot.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopLambda.html b/docs/reference/BiCopLambda.html index 40f5fcc..1a7ff35 100644 --- a/docs/reference/BiCopLambda.html +++ b/docs/reference/BiCopLambda.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopMetaContour.html b/docs/reference/BiCopMetaContour.html index e00c6f2..03878fc 100644 --- a/docs/reference/BiCopMetaContour.html +++ b/docs/reference/BiCopMetaContour.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopName.html b/docs/reference/BiCopName.html index ed03269..48f63f5 100644 --- a/docs/reference/BiCopName.html +++ b/docs/reference/BiCopName.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopPDF.html b/docs/reference/BiCopPDF.html index 1230ede..d1f5d63 100644 --- a/docs/reference/BiCopPDF.html +++ b/docs/reference/BiCopPDF.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopPar2Beta.html b/docs/reference/BiCopPar2Beta.html index a845b0c..8ffe4e4 100644 --- a/docs/reference/BiCopPar2Beta.html +++ b/docs/reference/BiCopPar2Beta.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopPar2TailDep.html b/docs/reference/BiCopPar2TailDep.html index f3f979d..a799b01 100644 --- a/docs/reference/BiCopPar2TailDep.html +++ b/docs/reference/BiCopPar2TailDep.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopPar2Tau.html b/docs/reference/BiCopPar2Tau.html index 32a52fe..53d4184 100644 --- a/docs/reference/BiCopPar2Tau.html +++ b/docs/reference/BiCopPar2Tau.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopSelect.html b/docs/reference/BiCopSelect.html index 44a4259..ff441b9 100644 --- a/docs/reference/BiCopSelect.html +++ b/docs/reference/BiCopSelect.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopSim.html b/docs/reference/BiCopSim.html index eaaf761..3ae7721 100644 --- a/docs/reference/BiCopSim.html +++ b/docs/reference/BiCopSim.html @@ -72,7 +72,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopTau2Par.html b/docs/reference/BiCopTau2Par.html index e022d69..70aed1a 100644 --- a/docs/reference/BiCopTau2Par.html +++ b/docs/reference/BiCopTau2Par.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/BiCopVuongClarke.html b/docs/reference/BiCopVuongClarke.html index 6ec494b..53332b5 100644 --- a/docs/reference/BiCopVuongClarke.html +++ b/docs/reference/BiCopVuongClarke.html @@ -78,7 +78,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/C2RVine.html b/docs/reference/C2RVine.html index 98fe938..82cf2d2 100644 --- a/docs/reference/C2RVine.html +++ b/docs/reference/C2RVine.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/D2RVine.html b/docs/reference/D2RVine.html index f59e000..0ed1245 100644 --- a/docs/reference/D2RVine.html +++ b/docs/reference/D2RVine.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineAIC.html b/docs/reference/RVineAIC.html index e4fc310..3fc3195 100644 --- a/docs/reference/RVineAIC.html +++ b/docs/reference/RVineAIC.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineClarkeTest.html b/docs/reference/RVineClarkeTest.html index 8003680..1bc1eb2 100644 --- a/docs/reference/RVineClarkeTest.html +++ b/docs/reference/RVineClarkeTest.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -197,10 +197,10 @@

Examp #> [4,] 1 5 4 4 0 #> [5,] 2 1 5 5 5
RVM$par
#> [,1] [,2] [,3] [,4] [,5] #> [1,] 0.0000000 0.0000000 0.0000000 0.000000 0 -#> [2,] 1.3867610 0.0000000 0.0000000 0.000000 0 -#> [3,] 0.5134100 1.2603800 0.0000000 0.000000 0 -#> [4,] 1.1272837 1.2673435 0.6152415 0.000000 0 -#> [5,] 0.6008314 0.6308222 5.3967411 4.952091 0
RVM$par2
#> [,1] [,2] [,3] [,4] [,5] +#> [2,] 1.3867888 0.0000000 0.0000000 0.000000 0 +#> [3,] 0.5133930 1.2604023 0.0000000 0.000000 0 +#> [4,] 1.1272783 1.2673319 0.6152557 0.000000 0 +#> [5,] 0.6008314 0.6308222 5.3967324 4.952073 0
RVM$par2
#> [,1] [,2] [,3] [,4] [,5] #> [1,] 0.000000 0.000000 0 0 0 #> [2,] 0.000000 0.000000 0 0 0 #> [3,] 0.000000 0.000000 0 0 0 @@ -215,10 +215,10 @@

Examp #> [4,] 2 2 5 1 0 #> [5,] 1 1 1 5 5

CVM$par
#> [,1] [,2] [,3] [,4] [,5] #> [1,] 0.0000000 0.000000 0.0000000 0.000000 0 -#> [2,] 0.1975969 0.000000 0.0000000 0.000000 0 -#> [3,] 1.7080476 2.104701 0.0000000 0.000000 0 -#> [4,] 1.4325690 1.825742 1.2673435 0.000000 0 -#> [5,] 0.5197838 1.703300 0.6308222 5.396741 0
CVM$par2
#> [,1] [,2] [,3] [,4] [,5] +#> [2,] 0.1976082 0.000000 0.0000000 0.000000 0 +#> [3,] 1.7080448 2.104695 0.0000000 0.000000 0 +#> [4,] 1.4326014 1.825757 1.2673319 0.000000 0 +#> [5,] 0.5197838 1.703305 0.6308222 5.396732 0
CVM$par2
#> [,1] [,2] [,3] [,4] [,5] #> [1,] 0.00000 0 0.000000 0 0 #> [2,] 0.00000 0 0.000000 0 0 #> [3,] 0.00000 0 0.000000 0 0 diff --git a/docs/reference/RVineCopSelect-1.png b/docs/reference/RVineCopSelect-1.png index 545f378..8f93fee 100644 Binary files a/docs/reference/RVineCopSelect-1.png and b/docs/reference/RVineCopSelect-1.png differ diff --git a/docs/reference/RVineCopSelect.html b/docs/reference/RVineCopSelect.html index a3221e0..e6f65d5 100644 --- a/docs/reference/RVineCopSelect.html +++ b/docs/reference/RVineCopSelect.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2
@@ -328,7 +328,7 @@

Examp #> $ BIC : num -4010 #> $ pair.BIC : num(0) #> $ emptau : num [1:5, 1:5] 0 0.129 0.318 0.336 0.751 ... -#> $ p.value.indeptest: num [1:5, 1:5] 0.00 1.54e-05 0.00 0.00 0.00 ... +#> $ p.value.indeptest: num [1:5, 1:5] 0.00 1.53e-05 0.00 0.00 0.00 ... #> - attr(*, "class")= chr "RVineMatrix"
summary(RVM1)
#> tree edge | family cop par par2 | tau utd ltd #> ------------------------------------------------------------ #> 1 4,5 | 4 G 3.89 0.00 | 0.74 0.81 - diff --git a/docs/reference/RVineCor2pcor.html b/docs/reference/RVineCor2pcor.html index 656ee32..d599f6b 100644 --- a/docs/reference/RVineCor2pcor.html +++ b/docs/reference/RVineCor2pcor.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2
diff --git a/docs/reference/RVineGofTest.html b/docs/reference/RVineGofTest.html index 71d81de..afd8927 100644 --- a/docs/reference/RVineGofTest.html +++ b/docs/reference/RVineGofTest.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -356,16 +356,16 @@

Examp # White test with asymptotic p-value RVineGofTest(daxreturns[,1:5], RVM, B = 0)
#> $White -#> [1] 120.5855 +#> [1] 120.5856 #> #> $p.value -#> [1] 0.141871 +#> [1] 0.1418691 #>
# ECP2 test with Cramer-von-Mises test statistic and a bootstrap # with 200 replications for the calculation of the p-value RVineGofTest(daxreturns[,1:5], RVM, method = "ECP2", statistic = "CvM", B = 200)
#> $CvM -#> [1] 0.1153034 +#> [1] 0.1153089 #> #> $p.value #> [1] 0.69 diff --git a/docs/reference/RVineGrad.html b/docs/reference/RVineGrad.html index a8d5524..094bc2e 100644 --- a/docs/reference/RVineGrad.html +++ b/docs/reference/RVineGrad.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2
diff --git a/docs/reference/RVineHessian.html b/docs/reference/RVineHessian.html index 7fd10a8..210cdd5 100644 --- a/docs/reference/RVineHessian.html +++ b/docs/reference/RVineHessian.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineLogLik.html b/docs/reference/RVineLogLik.html index 2482b8f..2c65982 100644 --- a/docs/reference/RVineLogLik.html +++ b/docs/reference/RVineLogLik.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineMLE.html b/docs/reference/RVineMLE.html index 801db09..98368e2 100644 --- a/docs/reference/RVineMLE.html +++ b/docs/reference/RVineMLE.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineMatrix.html b/docs/reference/RVineMatrix.html index b8e5e16..d26834c 100644 --- a/docs/reference/RVineMatrix.html +++ b/docs/reference/RVineMatrix.html @@ -75,7 +75,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineMatrixCheck.html b/docs/reference/RVineMatrixCheck.html index 011f521..e30677c 100644 --- a/docs/reference/RVineMatrixCheck.html +++ b/docs/reference/RVineMatrixCheck.html @@ -72,7 +72,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineMatrixNormalize.html b/docs/reference/RVineMatrixNormalize.html index 20eedd5..14cd3fc 100644 --- a/docs/reference/RVineMatrixNormalize.html +++ b/docs/reference/RVineMatrixNormalize.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineMatrixSample.html b/docs/reference/RVineMatrixSample.html index 0927775..df34d70 100644 --- a/docs/reference/RVineMatrixSample.html +++ b/docs/reference/RVineMatrixSample.html @@ -72,7 +72,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVinePDF.html b/docs/reference/RVinePDF.html index 3c6212d..2ced5e2 100644 --- a/docs/reference/RVinePDF.html +++ b/docs/reference/RVinePDF.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVinePIT.html b/docs/reference/RVinePIT.html index ec68d89..af084af 100644 --- a/docs/reference/RVinePIT.html +++ b/docs/reference/RVinePIT.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVinePar2Beta.html b/docs/reference/RVinePar2Beta.html index a9bcebd..0187d72 100644 --- a/docs/reference/RVinePar2Beta.html +++ b/docs/reference/RVinePar2Beta.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVinePar2Tau.html b/docs/reference/RVinePar2Tau.html index 98460e6..b228b85 100644 --- a/docs/reference/RVinePar2Tau.html +++ b/docs/reference/RVinePar2Tau.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineSeqEst.html b/docs/reference/RVineSeqEst.html index c1d35d0..a40a1e4 100644 --- a/docs/reference/RVineSeqEst.html +++ b/docs/reference/RVineSeqEst.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineSim.html b/docs/reference/RVineSim.html index 9ae436f..4b36b33 100644 --- a/docs/reference/RVineSim.html +++ b/docs/reference/RVineSim.html @@ -72,7 +72,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineStdError.html b/docs/reference/RVineStdError.html index 4c79ac1..e88a59f 100644 --- a/docs/reference/RVineStdError.html +++ b/docs/reference/RVineStdError.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineStructureSelect-1.png b/docs/reference/RVineStructureSelect-1.png index b661e21..37f1387 100644 Binary files a/docs/reference/RVineStructureSelect-1.png and b/docs/reference/RVineStructureSelect-1.png differ diff --git a/docs/reference/RVineStructureSelect.html b/docs/reference/RVineStructureSelect.html index 3465527..678aab8 100644 --- a/docs/reference/RVineStructureSelect.html +++ b/docs/reference/RVineStructureSelect.html @@ -75,7 +75,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineTreePlot.html b/docs/reference/RVineTreePlot.html index 88f4483..c4bab80 100644 --- a/docs/reference/RVineTreePlot.html +++ b/docs/reference/RVineTreePlot.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/RVineVuongTest.html b/docs/reference/RVineVuongTest.html index abb3b4a..7039e80 100644 --- a/docs/reference/RVineVuongTest.html +++ b/docs/reference/RVineVuongTest.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -197,7 +197,7 @@

Examp # compare the two models based on the data vuong <- RVineVuongTest(daxreturns[,1:5], RVM, CVM) -vuong$statistic
#> [1] -0.2746
vuong$statistic.Schwarz
#> [1] 0.07799538
vuong$p.value
#> [1] 0.7836236
vuong$p.value.Schwarz
#> [1] 0.9378317
# } +vuong$statistic
#> [1] -0.2746156
vuong$statistic.Schwarz
#> [1] 0.07798239
vuong$p.value
#> [1] 0.7836115
vuong$p.value.Schwarz
#> [1] 0.9378421
# }
diff --git a/docs/reference/TauMatrix.html b/docs/reference/TauMatrix.html index 9d73bcf..560570c 100644 --- a/docs/reference/TauMatrix.html +++ b/docs/reference/TauMatrix.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/VC2copula-deprecated.html b/docs/reference/VC2copula-deprecated.html index b23efed..fb1b30a 100644 --- a/docs/reference/VC2copula-deprecated.html +++ b/docs/reference/VC2copula-deprecated.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/VineCopula-package.html b/docs/reference/VineCopula-package.html index 3bb303c..05b68db 100644 --- a/docs/reference/VineCopula-package.html +++ b/docs/reference/VineCopula-package.html @@ -76,7 +76,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/as.copuladata.html b/docs/reference/as.copuladata.html index 85ab478..b195052 100644 --- a/docs/reference/as.copuladata.html +++ b/docs/reference/as.copuladata.html @@ -73,7 +73,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/daxreturns.html b/docs/reference/daxreturns.html index 1002af8..f743490 100644 --- a/docs/reference/daxreturns.html +++ b/docs/reference/daxreturns.html @@ -75,7 +75,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/index.html b/docs/reference/index.html index 1f9c50c..1ffd957 100644 --- a/docs/reference/index.html +++ b/docs/reference/index.html @@ -71,7 +71,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/pairs.copuladata.html b/docs/reference/pairs.copuladata.html index 517c46b..cdfe33d 100644 --- a/docs/reference/pairs.copuladata.html +++ b/docs/reference/pairs.copuladata.html @@ -74,7 +74,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/plot.BiCop-1.png b/docs/reference/plot.BiCop-1.png index 98904c6..49861c5 100644 Binary files a/docs/reference/plot.BiCop-1.png and b/docs/reference/plot.BiCop-1.png differ diff --git a/docs/reference/plot.BiCop.html b/docs/reference/plot.BiCop.html index ea8b80f..d89c1f6 100644 --- a/docs/reference/plot.BiCop.html +++ b/docs/reference/plot.BiCop.html @@ -76,7 +76,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/plot.RVineMatrix.html b/docs/reference/plot.RVineMatrix.html index 9f57501..c735b87 100644 --- a/docs/reference/plot.RVineMatrix.html +++ b/docs/reference/plot.RVineMatrix.html @@ -76,7 +76,7 @@ VineCopula - 2.4.1 + 2.4.2 diff --git a/docs/reference/pobs.html b/docs/reference/pobs.html index c77aaf6..a4fc126 100644 --- a/docs/reference/pobs.html +++ b/docs/reference/pobs.html @@ -72,7 +72,7 @@ VineCopula - 2.4.1 + 2.4.2 @@ -187,7 +187,7 @@

Examp #> U #> else 1 - U #> } -#> <bytecode: 0x55dd7dcc88d0> +#> <bytecode: 0x55becb13e6f0> #> <environment: namespace:VineCopula>
## simulate data from a multivariate normal distribution library(mvtnorm)