pacotest 0.3.1
Updates
- The default method for generating from a discrete uniform distribution changed (R version >=3.6.0). Regression test results have been adapted accordingly.
pacotest 0.3
Updates
- Renaming of
ECORR
test to CCC
test to be in line with the corresponding paper (Kurz and Spanhel (2017) https://arxiv.org/abs/1706.02338)
- Added an additional, more informative, output,
testResultSummary
, to pacotestRvineSeq()
- Option,
stopIfRejected
, added to pacotestRvineSeq()
, which allows the user to stop the sequential test procedure in case of a rejection
- Usage of Bonferroni correction in
pacotestRvineSeq()
- Default value of
aggInfo
is now set to meanAll
to be in line with the paper
Minor improvements and bug fixes
- Bug fix in
extractSubTree
; Added a corresponding unit test
- Stabilization of numerical derivatives in edge cases for the copula parameters
- Don’t use the aggregated information for computing the test statistic with the Gamma0 partition
- Fixed an edge case becoming relevant when almost all copulas in a vine copula are set to independence copulas
pacotest 0.2.2
Bug fixes
- #24 removed calls of floating-point function floor on integers (caused installation failures on solaris)
- #23 prevent nan’s in unsigned int, which is outside the range of representable values (caused memtest note on CRAN)
pacotest 0.2.1
Bug fixes
- #14 removed calls of floating-point functions on integers (caused installation failures on solaris)
- #15 prevent nan’s in unsigned int, which is outside the range of representable values (caused memtest note on CRAN)
- #16 added a side argument to calls of grad
- #17 completed the omega matrix for asmpt. with ranks