[Vinecopula-commits] r38 - in pkg: R inst

[noreply at r-forge.r-project.org]

Author: ulf
Date: 2013-11-06 12:08:59 +0100 (Wed, 06 Nov 2013)
New Revision: 38

Modified:
   pkg/R/BiCopPar2TailDep.r
   pkg/inst/ChangeLog
Log:
Nadine hatte noch eine Fehler bei der tail dependence fuer survival BB1 gefunden.

Modified: pkg/R/BiCopPar2TailDep.r
===================================================================
--- pkg/R/BiCopPar2TailDep.r	2013-11-04 11:44:13 UTC (rev 37)
+++ pkg/R/BiCopPar2TailDep.r	2013-11-06 11:08:59 UTC (rev 38)
@@ -90,7 +90,7 @@
 	else if(family==17)
 	{
 		lower=2-2^(1/par2)
-		upper=2^(-1/par2)
+		upper=2^(-1/par*par2)
 	}
 	else if(family==18)
 	{

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2013-11-04 11:44:13 UTC (rev 37)
+++ pkg/inst/ChangeLog	2013-11-06 11:08:59 UTC (rev 38)
@@ -22,6 +22,8 @@
 - Bug fix:
   * RVineStructureSelect: Corrected code for the igraph package
   * RVineTreePlot: Now a 3-dimensional R-vine can be plotted too.
+  * Corrected upper tail dependence coefficient for the survival BB1 copula (BiCopPar2TailDep)
+  * Minor improvment in BiCopSelect regarding the starting values for parameter estimation
 
 - Documentation update