[Vinecopula-commits] r51 - pkg/inst

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mo Feb 3 14:01:53 CET 2014


Author: ulf
Date: 2014-02-03 14:01:52 +0100 (Mon, 03 Feb 2014)
New Revision: 51

Modified:
   pkg/inst/ChangeLog
Log:
Wir haben eine Funktion vergessen zu erwaehnen in?\194?\180m ChangeLog. Das was die RVinePcor2cor and vise versa.

Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog	2014-01-27 16:40:00 UTC (rev 50)
+++ pkg/inst/ChangeLog	2014-02-03 13:01:52 UTC (rev 51)
@@ -24,6 +24,8 @@
   * BetaMatrix  	Matrix of empirical Blomqvist's beta values
   * BiCopPar2Beta   Blomqvist's beta value of a bivariate copula
   * RVinePar2Beta   Blomqvist's beta values of an R-vine copula model
+  * RVineCor2pcor	correlations to partial correlations for R-vines
+  * RVinePcor2cor	partial correlations to correlations for R-vines
   * New copula familes for most of the BiCop as well as for the RVine-functions: As an asymmetric extension of the Gumbel copula, the Tawn copula with three parameters is now also included in the package.
 Both the Gumbel and the Tawn copula are extreme-value copulas, which can be defined in terms of their corresponding Pickands dependence functions.
 For simplicity, we implemented two versions of the Tawn copula with two parameters each.
@@ -52,7 +54,7 @@
   In our functions it is "family=41", and 51, 61, and 71 for the rotated versions.
   So far only implemented in some bivariate functions (not documented so far; experimental)
 
-- New author: Benedikt Gr?ler  
+- New author: Benedikt Graeler  
   
 - Bug fix:
   * New (correct) examples for the Clarke and Vuong test



Mehr Informationen über die Mailingliste Vinecopula-commits