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Release 0.2.5 (#296)
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* fix spaces is Eigen URL (#287)

* remove stuff from docs folder (#288)

* Fix familyselector (#289)

* fix order of pair copulas in FamilySelector

* add unit test

* pre-compute no_matrix, needed_hfunc1/2 in RVineMatrix ctor (#292)

* Fix sparse select (#290)

* some fixes to the sparse selection algorithm

* add threshold as a data member of Vinecop

* allow truncation_level = 0

* Prepare 0.2.5 (#293)

* change copyright notice to 2018 (solves #291)

* bump version

* update NEWS

* update README

* allow truncation_level = 0 in truncation selection (#294)

* fix a subsequent segfault in truncation selection (#295)

* update release date
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tnagler authored and tvatter committed Jan 14, 2018
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2 changes: 1 addition & 1 deletion CMakeLists.txt
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Expand Up @@ -2,7 +2,7 @@ cmake_minimum_required(VERSION 3.2)

set(CMAKE_CXX_STANDARD 11)

project(vinecopulib VERSION 0.2.4)
project(vinecopulib VERSION 0.2.5)

include(cmake/options.cmake REQUIRED)

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2 changes: 1 addition & 1 deletion Doxyfile.in
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Expand Up @@ -38,7 +38,7 @@ PROJECT_NAME = vinecopulib
# could be handy for archiving the generated documentation or if some version
# control system is used.

PROJECT_NUMBER = 0.2.3
PROJECT_NUMBER = 0.2.5

# Using the PROJECT_BRIEF tag one can provide an optional one line description
# for a project that appears at the top of each page and should give viewer a
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2 changes: 1 addition & 1 deletion LICENSE
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The MIT License (MIT)

Copyright © 2017 Thomas Nagler and Thibault Vatter
Copyright © 2018 Thomas Nagler and Thibault Vatter

Permission is hereby granted, free of charge, to any person obtaining a copy of
this software and associated documentation files (the “Software”), to deal in
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18 changes: 18 additions & 0 deletions NEWS.md
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# vinecopulib 0.2.5 (January 14, 2018)

NEW FEATURES

* speed up vine copula algorithms by pre-computing information related to
the vine structure (#292).

* the selected threshold parameter can be returned from the `Vinecop`
object (#290).

BUG FIXES

* fix storage order of pair copulas when structure is fixed (#289).

* fixed selection algorithm for threshold and truncation level (#290, #294,
#295).


# vinecopulib 0.2.4 (December 29, 2017)

BUG FIXES
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6 changes: 3 additions & 3 deletions README.md
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Expand Up @@ -15,7 +15,7 @@ You can find a comprehensive list of publications and other materials on
#### What is vinecopulib?

vinecopulib is a header-only C++ library for vine copula models based on
[Eigen](http://eigen.tuxfamily.org/index.p hp?title=Main_Page). It provides
[Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page). It provides
high-performance implementations of the core features of the popular
[VineCopula R library](https://github.com/tnagler/VineCopula), in particular
inference algorithms for both vine copula and bivariate copula models.
Expand All @@ -27,8 +27,8 @@ Advantages over VineCopula are

#### Status

Version [0.2.4](https://github.com/vinecopulib/vinecopulib/releases) was
released on December 29, 2017. While we did our best to
Version [0.2.5](https://github.com/vinecopulib/vinecopulib/releases) was
released on January 14, 2018. While we did our best to
design a user-friendly API, the library is still under active development and
changes are to be expected. We are also working on interfaces for
[R](https://github.com/vinecopulib/rvinecopulib) and
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2 changes: 1 addition & 1 deletion cmake/findHeaders.cmake
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Expand Up @@ -4,7 +4,7 @@ if(VINECOPULIB_SHARED_LIB)
set(vinecopulib_generated_sources ${CMAKE_BINARY_DIR}/generated/src)
set(vinecopulib_generated_includes ${CMAKE_BINARY_DIR}/generated/include)

string(CONCAT license "// Copyright © 2017 Thomas Nagler and Thibault Vatter \n"
string(CONCAT license "// Copyright © 2018 Thomas Nagler and Thibault Vatter \n"
"// \n"
"// This file is part of the vinecopulib library and licensed under the terms of \n"
"// the MIT license. For a copy, see the LICENSE file in the root directory of \n"
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion examples/vinecop/src/main.cpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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Expand Up @@ -15,7 +15,7 @@
*
* The MIT License (MIT)
*
* Copyright © 2017 Thomas Nagler and Thibault Vatter
* Copyright © 2018 Thomas Nagler and Thibault Vatter
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the “Software”), to deal in
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6 changes: 3 additions & 3 deletions include/version.hpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
Expand All @@ -16,11 +16,11 @@
// VINECOPULIB_VERSION / 100 % 1000 is the minor version
// VINECOPULIB_VERSION / 100000 is the major version

#define VINECOPULIB_VERSION 000204
#define VINECOPULIB_VERSION 000205

//
// VINECOPULIB_LIB_VERSION must be defined to be the same as VINECOPULIB_VERSION
// but as a *string* in the form "x_y[_z]" where x is the major version
// number, y is the minor version number, and z is the patch level if not 0.

#define VINECOPULIB_LIB_VERSION "0_2_4"
#define VINECOPULIB_LIB_VERSION "0_2_5"
2 changes: 1 addition & 1 deletion include/vinecopulib.hpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion include/vinecopulib/bicop/abstract.hpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion include/vinecopulib/bicop/elliptical.hpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion include/vinecopulib/bicop/family.hpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion include/vinecopulib/bicop/fit_controls.hpp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion include/vinecopulib/bicop/implementation/abstract.ipp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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2 changes: 1 addition & 1 deletion include/vinecopulib/misc/implementation/tools_stats.ipp
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// Copyright © 2017 Thomas Nagler and Thibault Vatter
// Copyright © 2018 Thomas Nagler and Thibault Vatter
//
// This file is part of the vinecopulib library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory of
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