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NEWS.md

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MMDCopula 0.2.1

NEW FEATURES

  • New functions BiCopPar2Tau.MO and BiCopTau2Par.MO to convert between the parameter and the Kendall's tau of a Marshall-Olkin copula.

  • New argument truncVal of the function BiCopParamDistLp to allow for computation of the norm on a smaller subset of the unit square [0,1]^2. BiCopParamDistLp now also works for p=Inf (i.e., the supremum norm).

  • New checks for finiteness of the arguments to BiCopEstMMD.

OTHER IMPROVEMENTS

  • Improvement of default values for gamma in BiCopEstMMD.

  • Updated the references.

  • Fixed the documentation of the parameter kernel for the functions BiCopEstMMD and BiCopGradMMD.

  • New dependence wdm instead of pcaPP for fast computation of Kendall's tau.

MMDCopula 0.2.0

  • Change email address of maintainer Alexis Derumigny corresponding to new affiliation.
  • Vectorized version of BiCopSim.MO.
  • BiCopSim.MO now returns a list with the estimated parameter and Kendall's tau for consistency with the other BiCopEstMMD function.
  • New function BiCopMMDConfInt for bootstrapped- and subsampling-based confidence intervals.
  • Renaming of kernels such as gaussian.KG to gaussian.Phi for coherence.
  • Improvement of the stochastic gradient interface.
  • Better handling of limiting cases (when Kendall's tau is close to the boundary).

MMDCopula 0.1.0

  • Initial release