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v0.1.7

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@github-actions github-actions released this 29 Nov 10:14
· 380 commits to main since this release

Copulas v0.1.7

Diff since v0.1.6

  • Changed testing framework
  • Greatly improved testing coverage
  • Changed citation to a more up to date one
  • Corrected clayton's and gumbel's τ and inverse τ to deal correclty with boundary conditions.
  • Added the measure(C,u,v) function to measure an hyperrectangle with a copula in any dimension.
  • Corrected bug where Elliptical copulas could have non-psd correlation matrices.
  • Corrected a typo in SurvivalCopula's rand function.
  • Added kendall tau to the frechet-hoeffding bounds.

Closed issues:

  • H-volume (#12)
  • Error on non-correlation matrices (#21)

Merged pull requests:

  • Add a few tests (#18) (@lrnv)
  • New test framework (#19) (@lrnv)
  • Adding a check for pos def in constructors. Very very usefull. (#22) (@lrnv)