Release following the updates of vinecopulib to 0.6.2, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below.
* improved documentation (discrete and missing dat, Rosenblatt transforms)
* better parallelization when there is a small number of edges (555)
0.6.0
Release following the update of vinecopulib to 0.6.0, see https://github.com/vinecopulib/vinecopulib/releases.
0.5.5
Release following the update of vinecopulib to 0.5.5, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below.
BUG FIXES
* fix little bug in copula selection based on mBIC
* stabilize BB7 copula pdf
* fix threshold selection for (near-)independent data
* fix vine copula selection for 1-dimensional models with discrete variables
* fix user-visible variable types
0.5.4
Version 0.5.4 following the release of vinecopulib 0.5.4.