v0.2.0

New features

• New function measures_nonsimplifyingness_NP for the estimation of the
  non-parametric measures of non-simplifyingness for conditional copulas,
  introduced in arXiv:2504.07704.

• Add more explicit warnings in estimateNPCondCopula when the bandwidth h
  is too small. This should reduce the total number of warnings there when using
  too small bandwidth. The previous behavior was the following: there would be 1
  warning per value of X3 such that the total sum of kernel-based weights is 0.
  The new behavior is the following: there is 1 warning per call of
  estimateNPCondCopula.

• Inputs Z and newZ to CKT.kernel can be of class data.frame, provided
  that all the entries are numeric (and that the dimensions match).

• Add option warnNA = FALSE to CKT.kernel for not raising warnings if some
  of the estimated conditional Kendall's tau are NAs. The corresponding warning
  has also been improved and is more explicit about the number of NAs produced,
  in particular, if the input already contained NAs.

• CKT.kernel now returns an S3 object of class estimated_CKT_kernel with
  se, confint and plot methods.

• In case of cross-validation, CKT.kernel also returns the result of the
  corresponding function (CKT.hCV.l1out or CKT.hCV.Kfolds).

• New option nPairs = "all" in CKT.hCV.l1out to use all possible pairs.
  Also available in CKT.kernel if CKT.hCV.l1out is chosen as the
  cross-validation method.

• New S3 generic se for the standard errors. Currently only used for objects
  returned by simpA.kendallReg and CKT.kernel.

Bug fixes

• In simpA.NP and simpA.param, the parameter truncVal used to have no
  effect (contrary to what was written in the documentation). It is now taken into
  account. Also it is now checked that this parameter belongs to the interval
  [0, 1/2) so that the integration interval is not empty.

• In simpA.NP and simpA.param, the weights involved in the Gaussian
  quadrature have been fixed to correspond to the correct integration interval.

• Fix a bug in simpA.NP for computation of the integration-based test
  statistics T1_CvM_Cs3, T1_CvM_Cs4, tilde_T0_CvM, which were incorrect of a
  constant factor. P-values were unaffected by this bug, as the constant factor
  was also present in the bootstrap test statistic.

• Some errors occurring in CKT.kernel with a multivariate Z and small
  bandwidth have been fixed.

• Fix bug in computation of the standard errors in simpA.kendallReg. This
  affected also the corresponding p-values of each estimated coefficients
  (but not the p-value of the Wald-type test which are computed in another way).