v0.1.7
Copulas v0.1.7
- 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'srandfunction. - Added kendall tau to the frechet-hoeffding bounds.
Closed issues:
Merged pull requests: