Changes in version 0.7.3.1.0 (2025-06-13) NEW FEATURES - Allow for random spanning trees as alternatives to the MST-based structure selection using tree_algorithm in vine and vinecop. Options are "mst_prim", "mst_kruskal", "random_weighted" or "random_unweighted" (#307). BUG FIXES - Decouple edge insertion from criterion computation fix randomness issues in structure selection when using multiple threads (#640) Changes in version 0.7.2.1.0 (2025-03-24) BUG FIX - fix TLL speed issues related to FFT (#305). Changes in version 0.7.1.1.2 (2025-03-03) BUG FIX - Fixes "deprecated-literal-operator" warning on clang20. Changes in version 0.7.1.1.1 (2025-02-10) BUG FIX - fix handling of discrete variables in vine() models and related functions. Changes in version 0.7.1.1.0 (2025-01-21) Update following a upgrade of the C++ backend vinecopulib to 0.7.1, see https://github.com/vinecopulib/vinecopulib/blob/main/NEWS.md. The main changes on the R end are: - improved documentation, - support for zero-inflated variables, - added new Tawn copula family, - new argument allow_rotations to disable rotations of copula families, - added variable names to vinecop summary (#276) - fixed handling of logistic distribution (#275) - fix NA handling in vine() control checks (#266) - allow bicop_dist() with tll (#268) Changes in version 0.6.3.1.1 (2023-02-23) - add -D_HAS_AUTO_PTR_ETC=0 flag to disable deprecated features used in boost. Changes in version 0.6.3.1.0 (2023-02-20) - fix NA handling in to_pseudo_obs() (#260) - add emp_cdf() for the tail corrected empirical cdf (#261) Changes in version 0.6.2.1.3 (2022-12-06) - fix marginal PIT for discrete variables (see issue #257, thanks @rplzzz) Changes in version 0.6.2.1.2 (2022-10-17) - fix warning about C++17 attribute extension 'nodiscard' (#255) Changes in version 0.6.2.1.1 (2022-09-04) - replace bitwise operations on Boolean variables. Changes in version 0.6.2.1.0 (2022-08-26) 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) Changes in version 0.6.1.1.3 (2022-03-18) - avoid bitwise operations on Boolean variables. Changes in version 0.6.1.1.2 (2022-03-14) - enforce use on recent version of RcppThread for proper handling of linker flags Changes in version 0.6.1.1.1 (2021-10-07) BUG FIXES - remove illegal pragmas from json header (#245) - allow tree restriction in summary functions (#244) Changes in version 0.6.1.1.0 Release following the updates of vinecopulib to 0.6.1, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. BUG FIXES - improved documentation (#241, #239) - use num_threads in recursive calls to the inverse Rosenblatt - force TLL to be nonnegative (#238) - fix number of parameters for TLL Changes in version 0.5.5.1.1 (2021-01-06) Maintenance release following the changes to all.equal() in R 4.1.x. Changes in version 0.5.5.1.0 (2020-11-23) Release following the updates 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 Changes in version 0.5.4.1.0 (2020-10-03) Release following the updates of vinecopulib to 0.5.4, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. BUG FIXES - fix uninitialized number of parameters for TLL family - fix Kendall's tau of Frank copula for par <= 3 - fix dvinecop() when discrete variables are present (#222) Changes in version 0.5.3.1.0 (2020-08-12) Release following the updates of vinecopulib to 0.5.3, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - allow 1-dimensional models (#216) - make AIC default selection criterion (#213) BUG FIXES - catch na in ktau_to_par (#214) - make Bicop/Vinecop objects indepent of copied-from-objects - enforce parameters bounds in tau_to_parameters for Archimedean families Changes in version 0.5.2.1.0 (2020-05-07) Release following the updates of vinecopulib to 0.5.2, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - single-integer constructors for dvine_structure()/cvine_structure(). (#203) - add var_names = "hide" option in plot.vinecop_dist(). (#203) - add function plot.rvine_matrix(). (#203) BUG FIXES - fix bug for (negative) tau to parameter conversion for Frank family. (#207) - fix rare error rvine_structure_sim()/rvine_matrix_sim() - safeguard "tll" family against comonotonic data. - stabilize archimedean h-functions near independence. Changes in version 0.5.1.1.0 (2019-11-26) Release following the updates of vinecopulib to 0.5.1, see https://github.com/vinecopulib/vinecopulib/releases. BUG FIX - fix out of range bug for weighted TLL influence when sample size is small. Changes in version 0.5.0.1.0 (2019-11-25) Release following the updates of vinecopulib to 0.5.0, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - modelling discrete variables with bivariate or vine copulas. (#195) - selection of partially specified R-vine structures. (#195) - convenience classes dvine_structure()/cvine_structure() for D- and C-vine structures. (#195) - new criterion for tree selection: "joe" corresponds to -log(1-r^2), where r is the pairwise partial correlation. (#195) - random sampling of R-vine structures. (#197) - add weights argument to vine(). (#188) - parallelized fitting of margins in vine(). (#198) API BREAK - The new var_types argument for discrete models has been placed early in bicop()/vinecop() due to its importance. This might break old code calling these functions with unnamed arguments. BUG FIXES AND OTHER IMPROVEMENTS - better support for 0-truncated structures. (#195) - ensure consistency of TLL likelihood during and after fit. (#195) - fixed order of ranks in pseudo_obs(.., ties.method = "first"). (#195) - safer computation of multivariate normal cdf. (#195) - improved memory efficiency. (#195) Changes in version 0.3.1.1.0 (2019-04-19) Release following the updates of vinecopulib to 0.3.2, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - improved extensibility for packages including on the C++-headers of vinecopulib (#178) - new EDA function pairs_copula_data() (#181). BUG FIXES - ensure that input and output type of pseudo_obs() match (#182). - fix printing of "tll" family in `summary.vinecop() (#183). Release following the updates of vinecopulib to 0.3.1, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - import vinecopulib 0.3.1 (#171) - improve documentation (#168, #170) - warning message for wrong family in itau method (#169) - refactoring for enhanced extensibility of the class Vinecop (vinecopulib #407) - simplify algorithms by reversing definition of natural order (vinecopulib #387) - improve selection of truncation level (vinecopulib #373) - add truncate methods for TriangularArray, RVineStructure and Vinecop (vinecopulib #372) BUG FIXES - don't strip debug symbols unconditionally on linux (#174) Changes in version 0.3.0.1.1 (2018-08-22) BUG FIXES - fix non-portable use of log() in C++ code (#147). - remove parallelized unit test to avoid segfault on Solaris (#147). Changes in version 0.3.0.1.0 (2018-08-09) Release following the updates of vinecopulib to 0.3.0, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - new generic truncate_model() to truncated vine structures and models (#144). - new functions rosenblatt() and inverse_rosenblatt() for computing the (inverse) Rosenblatt transformation (#142). - faster algorithms for nonparametric copulas based on bilinear interpolation. - refactor vine structures and related algorithms with triangular arrays to improve efficiency of truncated models (#136). - new classes rvine_structure and rvine_matrix for storing the vine structure including as_- and is.-generics (#136). - allow for generating quasi-random numbers (#126). - improved parallelization: faster of fitting vine copula models and parallelized versions of many algorithms including pdf, cdf and simulation (#339, #363). - allow weights for observations (#118). - faster compilation using only a single wrapper file (#124). - improved print and summary generics (#131). BUG FIXES - fix cdf of StudentBicop - improved numerical stability. - fix gcc-8 warning. - fix missing variable names for class vine. Changes in version 0.2.8.1.0 (2018-05-09) Release following the updates of vinecopulib to 0.2.8, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - new vine_dist and vine classes for data with non-uniform margins (#97). - new function truncate_model() for vinecop_dist and vine_dist objects (#95, #97). - new convenience functions get_pair_copula(), get_parameters(), get_ktau(), get_family() for bicop_dist, vinecop_dist and vine_dist objects (#95, #107, #109). - new convenience functions get_matrix(), get_all_pair_copulas(), get_all_parameters(), get_all_ktaus(), get_all_families() for vinecop_dist and vine_dist objects (#95, #107, #109). - new (dim) and improved (print, summary and logLik) generic methods for vinecop_dist and vine_dist objects (#104, #109, #110). - new function pseudo_obs to compute pseudo-observations (#108). - improved documentation (#98, #100). - improved sanity checks and error messages (#99, #102). BUG FIXES - make mcor correction less aggressive (#103). - fix truncation of pdf values (#103). - use increased search interval for parameter estimation when initial fit is unreasonable (#103). - ensure that boundaries are respected for Joe's hinv methods (#103). - improve numerical stability by more restrictive parameter bounds for Joe and BB7 copulas (#103). Changes in version 0.2.7.1.0 (2018-03-02) Release following the updates of vinecopulib to 0.2.7, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - new criterion for tree selection "mcor". BUG FIXES - fix bandwidth scaling for family "tll". Changes in version 0.2.6.1.1 (2018-02-25) Patch of rvinecopulib 0.2.6.1.0. BUG FIXES - corrected documentation items. Changes in version 0.2.6.1.0 Release following the updates of vinecopulib to 0.2.6, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - add checks for data in (0, 1). - improved bandwidth selection for method "tll" by scaling with maximum-correlation coefficient. - add mBICV criterion to select the truncation level and threshold along with new function mBICV(). BUG FIXES - fix calculation of Hoeffding's D. Changes in version 0.2.5.1.0 (2018-01-14) Release following the updates of vinecopulib to 0.2.4 and 0.2.5, see https://github.com/vinecopulib/vinecopulib/releases. The most relevant changes are summarized below. NEW FEATURES - faster simulation and pdf functions for truncated vines. - speed up vine copula algorithms by pre-computing information related to the vine structure. - the selected threshold parameter can be returned from an vinecop object. BUG FIXES - make bb8 lower bound ensure feasible computations in par_to_tau(). - default initialize Rcout (#277). - fix storage order of pair copulas when structure is fixed. - fixed selection algorithm for threshold and truncation level. Changes in version 0.2.3.1.0 (2017-11-18) Release following the update of vinecopulib to 0.2.3, see https://github.com/vinecopulib/vinecopulib/releases/tag/v0.2.3. The most relevant changes are summarized below. NEW FEATURES - faster implementation of Archimedean pdfs. BUG FIXES - add safeguards for bicop()/vinecop() called with insufficient data. - fix segfault issue in completing a truncated vine fit. - make par_method = "itau" respect the parameter bounds. Changes in version 0.2.2.1.0 Release following the updates of vinecopulib to 0.2.1 and 0.2.2, see https://github.com/vinecopulib/vinecopulib/releases/tag/v0.2.1 and https://github.com/vinecopulib/vinecopulib/releases/tag/v0.2.2. The most relevant changes are summarized below. NEW FEATURES - faster vine copula estimation and selection by parallelizing further sub-routines. - enhanced cross-platform compatibility. - increased precision of maximum-likelihood estimators. - allow "loglik" as selection criterion. BUG FIXES - fixed itau estimation method for Frank copulas (only allowed for positive parameters). - make interpolation grid symmetric around (0.5, 0.5) again (for "tll" estimator). Changes in version 0.2.0.1.0 (2017-10-30) Release following the update of vinecopulib to 0.2.0, see https://github.com/vinecopulib/vinecopulib/releases/tag/v0.2.0. The most relevant changes are summarized below. PACKAGING/DEPENDECY - the C++ core of the library (besides wrappers) is now header only, so other R packages can access its functionality easily via LinkingTo. - removed dependency on NLopt. NEW FEATURES - NA handling. - parallelized selection/estimation of (pair-) copulas, see the cores argument in bicop() and vinecop(). - efficient storage and fitting of truncated vines. - Brent line search for (profile-) maximum-likelihood estimation of one-parameter families. - more restrictive parameter bounds for Archimedean families, ensuring their numerical stability. BUG FIXES - error thrown whenever vinecop() or bicop() are called with data sets containing a single row. - made order of rvinecop(..., U) consistent for d = 2 and d > 2. - fixed bug in interpolation of kernel estimators near upper right corner. - interpolation grid is now symmetric around (0.5, 0.5). - stabilized quadratic tll estimator near zero. - stabilized Archimedean pdfs. Changes in version 0.1.0.1.1 (2017-09-01) BUG FIXES - Improve portability when using mathematical functions Changes in version 0.1.0.1.0 (2017-08-30) Initial release.