Repository navigation
ElliptCopulas 0.1.4
New features
-
New functions (written with Victor Ryan @VictorRyan12 ) :
-
EllDistrDerivEst: nonparametric estimation of the derivatives of
the generator of an elliptical distribution. -
EllDistrEst.adapt: adaptive nonparametric estimation of the generator
of an elliptical distribution. -
estim_tilde_AMSE: estimate the component of the asymptotic mean-square error (AMSE)
of the nonparametric estimator of the elliptical density generator that only
depends on the parametera.
-
-
EllDistrEstnow works in a vectorized way, whereaand/orhare vectors
of the same length as thegridon which the estimator is computed. Each value
of the grid is then estimated with the corresponding tuning parameters
(corresponding element ofaand ofh). -
New option
averaging = "random"for the functionKTMatrixEst
corresponding to the averaging of a random set of entries in the off-diagonal blocks. -
The output of
KTMatrixEstnow has colnames and rownames set to the names
if available inblockStructure.
Bug fixes
-
Fixed a bug in
KTMatrixEst
(whose output did not have ones on the diagonal, contrary to the documentation). -
Fixed a bug in
EllDistrEstwhen the variance matrix is not the identity.
Dependencies
-
Moving dependence
Rmpfrfrom Import to Suggest. -
New dependence: Suggest:
testthat. -
New dependence: Import:
kStatistics.
ElliptCopulas 0.1.3
- New dependence
wdminstead ofpcaPPfor fast computation of Kendall's tau.