[Vinecopula-commits] r48 - pkg/inst
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fr Jan 24 10:49:25 CET 2014
Author: ulf
Date: 2014-01-24 10:49:25 +0100 (Fri, 24 Jan 2014)
New Revision: 48
Modified:
pkg/inst/ChangeLog
Log:
ChangeLog aktualisiert
Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog 2014-01-24 09:33:09 UTC (rev 47)
+++ pkg/inst/ChangeLog 2014-01-24 09:49:25 UTC (rev 48)
@@ -1,15 +1,25 @@
Changes for R-package VineCopula
-Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann and Benedikt Graeler <VineCopula at ma.tum.de>
+Current authors: Ulf Schepsmeier, Tobias Erhardt and Benedikt Graeler
+Former authors: Eike Brechmann and Jakob Stöber
+Version 1.2-1 (January 24, 2014)
+New functionality:
+ * RVineSim allows to commit a (N,d)-matrix of U[0,1] random variates to be transformed to the copula sample.
+ For example if you want to use quasi random variables instead of the pseudo random variables implemented in R (Thanks to Marius Hofert)
+
+- Bug fix:
+ * RVineMLE: the optim argument "parscale" was not correctly defined for all cases.
+
+
Version 1.2 (October 09, 2013)
- New functionality:
* RVinePIT Calculation of the probability integral transform (PIT) for R-vines
* RVineGofTest 15 different goodness-of-fit tests for R-vine copulas (Schepsmeier 2013).
* print.RVM A more detailed summary is printed if print(RVM, detail=TRUE) is set.
- * BetaMatrix Matrix of empirical Blomqvist's beta values
+ * 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
* 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.
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