[Vinecopula-commits] r102 - in pkg: . R inst

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

Author: ben_graeler
Date: 2015-07-01 21:28:15 +0200 (Wed, 01 Jul 2015)
New Revision: 102

Modified:
   pkg/DESCRIPTION
   pkg/R/BiCopCDF.r
   pkg/inst/ChangeLog
Log:
Definition of "C" in BiCopCDF for tawn copulas used constants u1 und u2 instead of arguments u and v - this caused false values for families 114, 124, 134, 214, 224, 234

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2015-06-23 19:51:10 UTC (rev 101)
+++ pkg/DESCRIPTION	2015-07-01 19:28:15 UTC (rev 102)
@@ -1,8 +1,8 @@
 Package: VineCopula
 Type: Package
 Title: Statistical Inference of Vine Copulas
-Version: 1.5
-Date: 2015-06-05
+Version: 1.6
+Date: 2015-07-01
 Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler, Thomas Nagler, Tobias Erhardt
 Maintainer: Tobias Erhardt <tobias.erhardt at tum.de>
 Depends: R (>= 2.11.0)

Modified: pkg/R/BiCopCDF.r
===================================================================
--- pkg/R/BiCopCDF.r	2015-06-23 19:51:10 UTC (rev 101)
+++ pkg/R/BiCopCDF.r	2015-07-01 19:28:15 UTC (rev 102)
@@ -165,11 +165,11 @@
             (1 - par3) * (1 - t) + (1 - par2) * t + ta(t, par, par2, par3)^(1/par)
         }
         
-        w <- function(u1, u2) {
-            log(u2)/log(u1 * u2)
+        w <- function(u, v) {
+            log(v)/log(u * v)
         }
         C <- function(u, v, par, par2, par3) {
-            (u1 * u2)^A(w(u1, u2), par, par2, par3)
+            (u * v)^A(w(u, v), par, par2, par3)
         }
         
         if (family == 104) {

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2015-06-23 19:51:10 UTC (rev 101)
+++ pkg/inst/ChangeLog	2015-07-01 19:28:15 UTC (rev 102)
@@ -4,6 +4,9 @@
 Former authors: Eike Brechmann and Jakob Stoeber
 Maintainer: Tobias Erhardt <tobias.erhardt at tum.de> and Thomas Nagler <thomas.nagler at tum.de>
 
+Version 1.6 (July 1, 2015)
+- Bug fix:
+  * Definition of "C" in BiCopCDF for tawn copulas used constants u1 und u2 instead of arguments u and v
 
 Version 1.5 (June 2, 2015)