tnagler/VineCopula issues and pull requests

#98 - Release 2.6.0

Pull Request - State: open - Opened by tnagler about 2 months ago

#97 - RVineCDF via Monte Carlo

Pull Request - State: closed - Opened by tvatter 3 months ago

#96 - pairs.copuladata

Issue - State: closed - Opened by oezgesahin 3 months ago - 2 comments

#95 - RVineCDF

Issue - State: closed - Opened by weiqianxi1314 5 months ago - 4 comments

#94 - Clayton-Frank-Gumbel Copula

Issue - State: closed - Opened by PavelRechkalov 7 months ago - 1 comment

#93 - How to predict under specified conditions using vine copula

Issue - State: closed - Opened by HEY745 11 months ago - 2 comments

#92 - fix missing BB8 in BiCopName (solves #91)

Pull Request - State: closed - Opened by tnagler 12 months ago

#91 - "BB8" transform to family number not present in BiCopName

Issue - State: closed - Opened by Poiiug 12 months ago - 2 comments

#90 - substitution of dducopula?

Issue - State: closed - Opened by chienyutseng about 1 year ago - 10 comments

#89 - Is there a substitute function for CDVine:: CDVineSeqEst?

Issue - State: closed - Opened by HEY745 over 1 year ago - 2 comments

#88 - Release 2.5.0

Pull Request - State: closed - Opened by tnagler over 1 year ago

#87 - Calculating conditional probability using BiCopCDF

Issue - State: closed - Opened by LSRathore almost 2 years ago - 8 comments

#86 - Regarding the utilization of copula families

Issue - State: closed - Opened by aaliiiii almost 2 years ago - 2 comments

#85 - how to modify the package RVineStructureSelect

Issue - State: closed - Opened by xiaoai11111 about 2 years ago - 7 comments

#84 - Parameter - error given for rotated Gumbel and Clayton copulas

Issue - State: closed - Opened by simbrant over 2 years ago - 1 comment

#83 - about the RVineMLE$message

Issue - State: closed - Opened by 5k5kkkk almost 3 years ago - 11 comments

#82 - Suggestion: Add a function that fits all copulas

Issue - State: closed - Opened by dimitris93 almost 3 years ago - 2 comments

#81 - about choosing the variables of vine copula

Issue - State: closed - Opened by Taalmasoud about 3 years ago - 1 comment

#80 - Error in uniroot...?

Issue - State: closed - Opened by dimitris93 over 3 years ago - 2 comments

#79 - improve tau-par for Frank

Pull Request - State: closed - Opened by oezgesahin over 3 years ago

#78 - BiCopTau2Par for Frank

Issue - State: closed - Opened by oezgesahin over 3 years ago - 10 comments

#77 - Increase precision

Pull Request - State: closed - Opened by tnagler over 3 years ago

#76 - RVineStructureSelect tree problem (RStudio Version 1.3.1073)

Issue - State: closed - Opened by hayet-ben-haj-hamida over 3 years ago

#75 - RVineStructureSelect() returns C-Vine even when specified otherwise

Issue - State: closed - Opened by eduar92 almost 4 years ago - 1 comment

#74 - Stability-speed in bicop estimation and vine selection

Pull Request - State: closed - Opened by oezgesahin almost 4 years ago - 3 comments

#73 - Differences between CDVine and VineCopula?

Issue - State: closed - Opened by schrnstn over 4 years ago - 3 comments

#72 - VineCopula; RStudio Version 1.3.959: contour rvinematrixe

Issue - State: closed - Opened by hayet-ben-haj-hamida over 4 years ago - 2 comments

#71 - familyset not working in RVineStructureSelect

Issue - State: closed - Opened by zhengkd95 over 4 years ago - 2 comments

#70 - Vectorized RVineSim (see #69)

Pull Request - State: closed - Opened by tnagler almost 5 years ago - 1 comment

#69 - Vectorized RVineSim

Pull Request - State: closed - Opened by notEvil almost 5 years ago - 1 comment

#68 - Vectorize parameters

Issue - State: closed - Opened by notEvil about 5 years ago - 6 comments

#67 - Remove / weaken dependencies

Pull Request - State: closed - Opened by tnagler about 5 years ago

#66 - BiCopEst for boundary case

Pull Request - State: closed - Opened by notEvil about 5 years ago

#65 - fix bug in RVineMLE (solves #64)

Pull Request - State: closed - Opened by tnagler about 5 years ago

#64 - Small bug in RVineMLE

Issue - State: closed - Opened by notEvil about 5 years ago - 1 comment
Labels: bug

#63 - BiCopEst for boundary case

Issue - State: closed - Opened by notEvil about 5 years ago - 9 comments

#62 - Numerical stability for Gumbel copula with huge parameter

Issue - State: closed - Opened by tnagler about 5 years ago - 1 comment

#61 - Release 2.2.0

Pull Request - State: closed - Opened by tnagler over 5 years ago

#60 - How to set up vine copula model with different margins in vine_dist() and a possible bug in rvinecoplib

Issue - State: closed - Opened by ghost over 5 years ago - 1 comment

#59 - Clean-up arguments of RVineCop/StructureSelect

Pull Request - State: closed - Opened by tvatter over 5 years ago - 1 comment

#58 - BiCopSelect selects the wrong copula

Issue - State: closed - Opened by ProfFireDragon over 5 years ago - 6 comments

#57 - Unexpected C-Vine Simulation Results

Issue - State: closed - Opened by kkarrancsu over 5 years ago - 6 comments

#56 - Error in variance calculation in RVineVuongTest

Issue - State: closed - Opened by DrBlueberry almost 6 years ago - 2 comments

#55 - release 2.1.8

Pull Request - State: closed - Opened by tnagler over 6 years ago

#54 - release 2.1.7

Pull Request - State: closed - Opened by tnagler over 6 years ago

#53 - Release 0.2.5

Pull Request - State: closed - Opened by tnagler over 6 years ago

#52 - Bug fix on check.taus

Pull Request - State: closed - Opened by cag472 about 7 years ago - 1 comment

#51 - Error in strsplit

Issue - State: closed - Opened by sudhan77 over 7 years ago - 3 comments

#50 - safe guard RVineMLE for only independence copulas (solves #49)

Pull Request - State: closed - Opened by tnagler over 7 years ago

#49 - Issue while running RVineMLE

Issue - State: closed - Opened by sudhan77 over 7 years ago - 4 comments

#48 - Move C headers into subfolder

Pull Request - State: closed - Opened by tnagler over 7 years ago

#47 - register most C routines as CCallable

Pull Request - State: closed - Opened by tnagler over 7 years ago

#46 - Export C function to use in another package

Issue - State: closed - Opened by hoanguc3m over 7 years ago - 7 comments

#45 - Release 2.1.3

Pull Request - State: closed - Opened by tnagler over 7 years ago

#44 - vignette

Issue - State: closed - Opened by marianess over 7 years ago - 4 comments

#43 - Weird results for the loglikelihood

Issue - State: closed - Opened by NazBen over 7 years ago - 2 comments

#42 - resolves #41, addresses tailIndex -> lambda re-naming in copula

Pull Request - State: closed - Opened by BenGraeler over 7 years ago - 1 comment

#41 - fitCopula unused argument error

Issue - State: closed - Opened by koszilard over 7 years ago

#40 - Relax what is considered an appropriate `treecrit` function

Pull Request - State: closed - Opened by tvatter over 7 years ago - 3 comments

#39 - Error with function BiCopSelect()

Issue - State: closed - Opened by heshuli almost 8 years ago - 4 comments

#38 - Parametr type in RVineStructureSelect and output message

Issue - State: closed - Opened by Mihail-S almost 8 years ago - 1 comment

#37 - Bug near CDF = 1 in BiCopPDF

Issue - State: closed - Opened by cag472 almost 8 years ago - 1 comment

#36 - Add verbose option

Pull Request - State: closed - Opened by cag472 almost 8 years ago - 3 comments

#35 - Bug in RVineCopSelect

Issue - State: closed - Opened by dtmueller about 8 years ago - 1 comment

#34 - correct RVineMatrixSample for naturalOrder = TRUE

Pull Request - State: closed - Opened by tvatter about 8 years ago

#33 - move header files to /inst/include (fixes #32)

Pull Request - State: closed - Opened by tnagler about 8 years ago

#32 - Linking "src/include" to "inst/include"

Issue - State: closed - Opened by feng-li about 8 years ago - 1 comment

#31 - Speed-up of truncated vines by avoiding unnecessary computations

Pull Request - State: closed - Opened by tvatter about 8 years ago - 1 comment

#30 - adding a draft of one-file C++ header-only Eigen-based L-BFGS-B solver based on C++11 code from github.com/PatWie/CppNumericalSolvers

Pull Request - State: closed - Opened by slayoo about 8 years ago - 1 comment

#29 - speed-up of RVineMatrix by not calling BiCop for the independence copula

Pull Request - State: closed - Opened by tvatter about 8 years ago - 1 comment

#28 - typo in NEWS.md

Pull Request - State: closed - Opened by slayoo about 8 years ago - 1 comment

#27 - Speed-up RVineCopSelect in the truncated case and add a function to randomly sample an R-Vine matrix

Pull Request - State: closed - Opened by tvatter about 8 years ago - 5 comments

#26 - Error in RVineMatrixCheck

Issue - State: closed - Opened by dtmueller about 8 years ago - 1 comment

#25 - Add an itau argument to BiCopSelect, RVineCopSelect and RVineStructureSelect

Pull Request - State: closed - Opened by tvatter about 8 years ago - 3 comments

#24 - typo in README

Pull Request - State: closed - Opened by slayoo about 8 years ago - 1 comment

#23 - Parallel computing in RVineStructureSelect slower than one core

Issue - State: closed - Opened by raikb over 8 years ago - 3 comments

#22 - Bug in RVineMLE?

Issue - State: closed - Opened by rje42 over 8 years ago - 1 comment

#21 - Error for GoF test when par/par2 are too close to boundaries

Issue - State: closed - Opened by tnagler over 8 years ago - 4 comments

#20 - Make GoF C code ISO compatible

Issue - State: closed - Opened by tnagler over 8 years ago - 1 comment

#19 - New vine selection heuristic

Issue - State: closed - Opened by ulf85 over 8 years ago - 1 comment

#18 - Copula diagnostics before vine selection

Issue - State: closed - Opened by ulf85 over 8 years ago - 1 comment

#17 - Flexible edge weights for the tree structure selection

Issue - State: closed - Opened by ulf85 over 8 years ago - 2 comments

#16 - BBN as graphical Tool to illustrate vines

Issue - State: closed - Opened by ulf85 over 8 years ago - 2 comments

#15 - bug fix in pCopula for Tawn copulas

Pull Request - State: closed - Opened by BenGraeler over 8 years ago - 1 comment

#14 - Fix for get_family

Issue - State: closed - Opened by gareth-d-ga almost 9 years ago - 1 comment

#13 - Parameter restrictions for Archimedean copulas

Issue - State: closed - Opened by tnagler about 9 years ago - 2 comments

#12 - NA handling

Issue - State: closed - Opened by tnagler about 9 years ago - 4 comments

#11 - Don't stop BiCopTau2Par when |tau|~1. Instead, treat the special case…

Pull Request - State: closed - Opened by julian-urbano about 9 years ago - 1 comment

GitHub / tnagler/VineCopula issues and pull requests