[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
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