igcop (development version)
igcop 1.0.2
- Package-level documentation now accessible via
package?igcop.
igcop 1.0.1
- Ensure specification of bd,eps,mxiter parameters match across all
calls to the Newton Raphson algorithms.
- Add tests for
interp_gen_D1 at 0.
- Added package documentation.
igcop 1.0.0
- The package now has a C++ backend, by converting the four
Newton-Raphson algorithms and their dependencies from R to C++.
Smaller changes:
- Renamed
tau argument to p in IG and IGL
quantile functions.
- Removed
igl_gen_DD and igamma() internal
functions, which were not used for copula quantities.
igcop 0.2.0
- Added a
NEWS.md file to track changes to the
package.
- Completed the collection of distributional quantities to match that
of the CopulaModel package.
- Computations of quantile functions are now more robust.
- Changed the parameterization of the copula families to make them
more numerically stable.
- Small values of the parameter
alpha (previously =
k - 1) are now reliable.
- Placed the theta and alpha parameters of the IG copula as their own
arguments.
igcop 0.1.0
- Computational tools for IG and IGL copulas are now available, using
the original parameterization of these copulas as defined in Coia (2017)
thesis.