x <- replicate(3, rnorm(100))
plot(vine(x)$copula, edge_labels = "tau")

shows no labels.

Damien made me notice that there is no reference to mbicv in the doc.

Since we're preparing a (rather) large new release, we should also make sure that all functionalities are properly documented/exemplified.

Probably wrapping around https://github.com/JonasMoss/univariateML

But let's keep that for the next release.

Hello,
I am using your package for my research and I have trouble using the automated threshold selection using the mbicv in the function vinecop.
Setting threshold = NA without setting trunc_lvl=NA aswell (this mean trunc_lvl=Inf) leads to several error messages like, bad_alloc,

invalid permissions

*** caught segfault ***
address 0x14df5c002000, cause 'invalid permissions'
Traceback:
1: vinecop_select_cpp(data = as.matrix(data), structure = structure,     family_set = family_set, par_method = par_method,  nonpar_method = nonpar_method,     mult = mult, selection_criterion = selcrit, weights = weights,     psi0 = psi0, preselect_families = presel, truncation_level = ifelse(is.finite(trunc_lvl),         trunc_lvl, .Machine$integer.max), tree_criterion = tree_crit,     threshold = threshold, select_truncation_level = is.na(trunc_lvl),     select_threshold = is.na(threshold), show_trace = show_trace,     num_threads = cores, var_types = var_types)
2: vinecop(pseudo_obs(dataset), selcrit = "mbicv", threshold = NA,     cores = available.cores())
An irrecoverable exception occurred. R is aborting now ...

or memory not mapped (same traceback as above)

*** caught segfault ***
address (nil), cause 'memory not mapped'

Unfortunately, I was not able to get the systematic behind these three error messages, since the error message differs sometimes even if the code is rerun without any changes. I wrote a little example using normal distributed data to illustrate the problem. The only way I was able to use the automatic threshold selection in this example was by setting trunc_lvl=NA aswell.

library(rvinecopulib)
library(parallel)

available.cores = function () {
  max(1, detectCores() - 1)
}

set.seed(12)
dataset <- matrix(ncol=10,rnorm(50*10,0,1))

copula = vinecop(pseudo_obs(dataset),
                 threshold = NA,
                 trunc_lvl = NA,    #comment this out for testing
                 show_trace = TRUE,
                 cores=available.cores())

Mysteriously, using the data given in https://github.com/mcwachter/rvinecopulib_Issue/blob/main/data.csv trunc_lvl=NA is not neccessary. So in general, using threshold=NA with trunc_lvl=Inf is possible. But for many other datasets I tried, it was the same as in the example with the normal distributed data.

Honestly, I have no clue where this comes from but I looked into the R source Code and noticed that in the vinecop function (https://github.com/vinecopulib/rvinecopulib/blob/master/R/vinecop.R) does not check in line 167 whether threshold is NA. Contrary, in line 161 truncation_lvl is set to the maximum Integer if trunc_lvl is NA, since is.finite(NA) is FALSE. So for trunc_lvl NA is not passed to C++ but for threshold this is the case. Maybe this causes the described behaviour.

Many thanks in advance!

For some reason, we did not send reports to codecov for more than a year. We should improve the current status (85%) a bit.

In the same spirit as there is the kdevine equivalent of kdevinecop while taking care of the margin and discrete variables automatically, we should have a vine additionally to vinecop, in order to be able to get density/distribution/random variables for distributions with arbitrary margins.

We should make clear what is done when this is the case.

This is related to the error raised by Damien.

A collection of things we have to take care of:

• new storage order of rvine structures
• plotting rvine matrices
• simulation of structures
• joe's criterion for tree selection
• discrete variables (additional effort for vine()/kde1d())
• documentation for new features
• examples for new features
• final pull of cpp sources

Misleading error message (pcs and structure have incompatible dimension):

> library(rvinecopulib)
> u <- replicate(20, runif(100))
> cop <- vinecop(u, family = "indep")
> pcs <- lapply(1:20, function(i) lapply(1:(20 - i), function(j) bicop_dist("gauss", 0, 0.2)))
> 
> model <- vinecop_dist(pcs, cop$structure)
 Error: trunc_lvl should be a number between 1 and the number of trees (19). 

We say "for mor information, fit model with keep_data = TRUE", but we don't need the data to compute the AIC etc (log-likelihood is always stored.

The internal ThreadPool can be constructed using an initializer list in StructureSelector constructor, no need for the pointer.

We should add the getters for PCCs (like get_pair_copula , get_all_pair_copulas and get_matrix).

I just ran a check and I got compilation used the following non-portable flag(s): -Wno-ignored-attributes... Maybe we'll need to find an alternative solution for CRAN.

E.g., df in -> df out, matrix in -> matrix out (including colnames).

Hello,
I got problems evaluating the copula density of vines. To be precise, it occurs that dvinecop returns a NaN. I wrote a small reproducible example:

ncol=30
nrow=10
set.seed(123)
data=matrix(rnorm(nrow*ncol),ncol=ncol)
vine=vinecop(pseudo_obs(data))
res=dvinecop(rep(0,ncol),vine)
print(res)

settingncol=20 or nrow=20 leads to result of 0 and not NaN. So this might be a problem for large p/small n-data. The dataset I am using and where this occured first is also a large p/small n dataset. But the result of exactly 0 is still not satisfactory because it is far away from the correct value 1 (the columns are independent) and it cancels the joint density aswell, since this is the product of copula density and marginal densities.

Many thanks in advance!

I don't think this makes sense anymore:

## to avoid saving copula data
keep_data <- copula_controls$keep_data
copula_controls$keep_data <- FALSE
        
## estimate the copula
vine$copula  <- do.call(vinecop, copula_controls)

## to potentially save the data on the standard scale
copula_controls$keep_data <- keep_data

There is no need to restrict the user's control over what data is kept.

To do:

• getters Kendall's tau
• coef generic #105
• pseudo observations #101

Dear authors,

I have problem installing the latest version of rvinecopulib (v0.2.3.1.0). Below are the installation messages.

> devtools::install_github("vinecopulib/rvinecopulib")
Downloading GitHub repo vinecopulib/rvinecopulib@master
from URL https://api.github.com/repos/vinecopulib/rvinecopulib/zipball/master
Installing rvinecopulib
'/usr/local/Cellar/r/3.4.3/lib/R/bin/R' --no-site-file --no-environ --no-save --no-restore  \
  --quiet CMD INSTALL  \
  '/private/var/folders/ls/3nddvrtd1dl2m09ch7bn1rd80000gn/T/RtmpPpcAJa/devtools87383727f23a/vinecopulib-rvinecopulib-0a6617b'  \
  --library='/usr/local/lib/R/3.4/site-library' --install-tests 

* installing *source* package ‘rvinecopulib’ ...
** libs
clang++ -std=gnu++11 -I/usr/local/Cellar/r/3.4.3/lib/R/include -DNDEBUG -I../inst/include -pthread -I"/usr/local/lib/R/3.4/site-library/BH/include" -I"/usr/local/lib/R/3.4/site-library/Rcpp/include" -I"/usr/local/lib/R/3.4/site-library/RcppEigen/include" -I"/usr/local/lib/R/3.4/site-library/RcppThread/include" -I/usr/local/opt/gettext/include -I/usr/local/opt/readline/include -I/usr/local/include   -fPIC  -g -O2 -c RcppExports.cpp -o RcppExports.o
clang++ -std=gnu++11 -I/usr/local/Cellar/r/3.4.3/lib/R/include -DNDEBUG -I../inst/include -pthread -I"/usr/local/lib/R/3.4/site-library/BH/include" -I"/usr/local/lib/R/3.4/site-library/Rcpp/include" -I"/usr/local/lib/R/3.4/site-library/RcppEigen/include" -I"/usr/local/lib/R/3.4/site-library/RcppThread/include" -I/usr/local/opt/gettext/include -I/usr/local/opt/readline/include -I/usr/local/include   -fPIC  -g -O2 -c bicop_wrappers.cpp -o bicop_wrappers.o
clang++ -std=gnu++11 -I/usr/local/Cellar/r/3.4.3/lib/R/include -DNDEBUG -I../inst/include -pthread -I"/usr/local/lib/R/3.4/site-library/BH/include" -I"/usr/local/lib/R/3.4/site-library/Rcpp/include" -I"/usr/local/lib/R/3.4/site-library/RcppEigen/include" -I"/usr/local/lib/R/3.4/site-library/RcppThread/include" -I/usr/local/opt/gettext/include -I/usr/local/opt/readline/include -I/usr/local/include   -fPIC  -g -O2 -c vinecop_wrappers.cpp -o vinecop_wrappers.o
clang++ -std=gnu++11 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/usr/local/opt/gettext/lib -L/usr/local/opt/readline/lib -L/usr/local/lib -L/usr/local/Cellar/r/3.4.3/lib/R/lib -L/usr/local/opt/gettext/lib -L/usr/local/opt/readline/lib -L/usr/local/lib -o rvinecopulib.so RcppExports.o bicop_wrappers.o vinecop_wrappers.o -L/usr/local/Cellar/r/3.4.3/lib/R/lib -lR -lintl -Wl,-framework -Wl,CoreFoundation
installing to /usr/local/lib/R/3.4/site-library/rvinecopulib/libs
** R
** inst
** tests
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
Error: package or namespace load failed for ‘rvinecopulib’ in dyn.load(file, DLLpath = DLLpath, ...):
 unable to load shared object '/usr/local/lib/R/3.4/site-library/rvinecopulib/libs/rvinecopulib.so':
  dlopen(/usr/local/lib/R/3.4/site-library/rvinecopulib/libs/rvinecopulib.so, 6): Symbol not found: __ZSt5Rcout
  Referenced from: /usr/local/lib/R/3.4/site-library/rvinecopulib/libs/rvinecopulib.so
  Expected in: flat namespace
 in /usr/local/lib/R/3.4/site-library/rvinecopulib/libs/rvinecopulib.so
Error: loading failed
Execution halted
ERROR: loading failed
* removing ‘/usr/local/lib/R/3.4/site-library/rvinecopulib’
Installation failed: Command failed (1)

I can successfully install v0.2.0.1.0 using the following command, but not v0.2.2.1.0.
devtools::install_github("vinecopulib/[email protected]")

Below is some information about my computer

• OS:
  System Version: macOS 10.13.2 (17C88)
  Kernel Version: Darwin 17.3.0
• R version 3.4.3 (2017-11-30) -- "Kite-Eating Tree"
• Compiler:
  Apple LLVM version 9.0.0 (clang-900.0.39.2)
  Target: x86_64-apple-darwin17.3.0
  Thread model: posix
  InstalledDir: /Library/Developer/CommandLineTools/usr/bin

Could you please help? Thanks in advance.

Bo

Thank you so much for your excellent work.

When charting for multiple variables the edge label looks over-crowded and would like to shrink them. not yet doable by par(cex).

BTW, Is the output from plot function of ggraph class?
Wondering if we can have more compatible output like of igraph or NetworkX then we can modify the visualisation (layout & label font & edge color/line types/thickness) by ourselves.

Thanks a lot!

It would be nice (and super easy) to create constructors for D/C-vine structures taking only an order vector as input.

E.g., vinecop(data, vinecopulib_options(keep_data = FALSE))

• summary.vinecop() with tll families
• print.vinecop() for 0-truncated vines

Hello,
this is just a documentation error but to avoid confusion I wanted to notify you about this issue. In the documentation of bicop_dist the Student t family is said to be implemented with "student" but

bicop_dist("student", 0,c(0.5,2))

returns an family not implemented error. Instead, "t" works:

bicop_dist("t", 0,c(0.5,2))

Many thanks for that great package!

x <- replicate(3, rnorm(100))
colnames(x) <- c("a", "b", "c")

fit <- vine(x)
fit

#> 3-dimensional vine copula fit ('vinecop')
#> nobs = 100   logLik = 0   npars = 0   AIC = 0   BIC = 0   

should rather say vine distribution fit ('vine').

plot(fit$copula, var_names = "use")  # no variable names
fit$copula$names

#> NULL

In R:

u = matrix(c(0.5215358, 0.5762758,
0.1901277, 0.6213009,
0.6106837, 0.8506270,
0.2900435, 0.3769789,
0.3729131, 0.4309416,
0.6349203, 0.6944853), ncol = 2, byrow = TRUE)

pbicop(u, family='t', rotation = 0, parameters = c(0.920266, 6.295919))

[1] 0.8205036 0.3230017 1.0363803 0.4517086 0.5717643 1.0253078

We should probably have coef generics to get the parameters of bicops and vinecops.

basically what we have in plot.vine_dist, but without family/tau/name annotation

see previous discussion here: https://github.com/tnagler/vinecopulib-R/issues/2

Hi! I've been working with your package, and have come across an issue. Sometimes when I estimate a model using the vinecop() function, some of the variable type pairs encoded in each bicop() object, are in the wrong order. If I refit the model using the structure found in the first instance, all of the variable type pairs seem to be in the right order. Since all the pair copulas have the same rotations and parameters, in both cases, I assume that the issue is just the label in the bicop() object, see example below.

# Compile data
x <- cbind(MASS::Boston[, c(4, 1, 6, 7)], discr_medv=1*(MASS::Boston[, 14] > 20))
x_type <- apply(x, 2, 
                function(z) switch (1 + (length(unique(z)) > 2),
                                    "d",
                                    "c"))

names(x_type) <- c()

margins <- apply(x, 2, ecdf)
u <- cbind(sapply(1:ncol(x), function(j) margins[[j]](x[, j])
                  * nrow(x)/(nrow(x) + 1)),
           sapply(which(x_type=="d"),
                  function(j) margins[[j]](x[, j] - 0.0000001)
                  * nrow(x)/(nrow(x) + 1)))


# fit model
model_x <- rvinecopulib::vinecop(u, x_type, family_set = c("gaussian", "clayton", "gumbel"))
model_mat <- rvinecopulib::as_rvine_matrix(model_x$structure)

# Compile a vector that lists the variable types of the margins in each copula
actual_var_types <- rbind(t(sapply(1:(5 - 1),
                                   function(e) x_type[model_mat[c(5 + 1 - e, 1),
                                                                e]])),
                          t(sapply(1:(5 - 2),
                                   function(e) x_type[model_mat[c(5 + 1 - e, 2),
                                                                e]])),
                          t(sapply(1:(5 - 3),
                                   function(e) x_type[model_mat[c(5 + 1 - e, 3),
                                                                e]])),
                          t(sapply(1:(5 - 4),
                                   function(e) x_type[model_mat[c(5 + 1 - e, 4),
                                                                e]])))
e]])))
summ <- summary(model_x)
summ$act_var_type <- apply(actual_var_types, 1,
                           function(x) paste(x, collapse=","))
summ <- summ[, c(1:5, 12, 6:11)]

summ

# Output: 
#   # A data.frame: 10 x 12 
#   tree edge conditioned conditioning var_types act_var_type   family rotation parameters df    tau loglik
#   1    1        3, 5                    d,c          c,d   gumbel        0        1.8  1  0.444  69.21
#   1    2        2, 4                    c,c          c,c gaussian        0       0.59  1  0.402 132.61
#   1    3        1, 5                    d,d          d,d   gumbel        0        1.2  1  0.169   3.39
#   1    4        4, 5                    d,c          c,d   gumbel       90        1.9  1 -0.469  84.37
#   2    1        3, 1            5       c,d          c,d   gumbel        0          1  1  0.028   0.42
#   2    2        2, 5            4       d,c          c,d gaussian        0      -0.34  1 -0.220  13.18
#   2    3        1, 4            5       c,d          d,c gaussian        0        0.2  1  0.128   3.59
#   3    1        3, 4         1, 5       c,c          c,c  clayton      270       0.12  1 -0.057   9.08
#   3    2        2, 1         5, 4       d,c          c,d  clayton        0       0.31  1  0.134   1.07
#   4    1        3, 2      4, 1, 5       c,c          c,c  clayton      270       0.21  1 -0.097   6.23

# Refit, but provide the structure as the one estimated the first time,
# and print summary (Now the variable types switches)
summary(vinecop(u, x_type, structure = model_x$structure,
                family_set = c("gaussian", "clayton", "gumbel")))

# Output:
#  # A data.frame: 10 x 11 
#  tree edge conditioned conditioning var_types   family rotation parameters df    tau loglik
#  1    1        3, 5                    c,d   gumbel        0        1.8  1  0.444  69.21
#  1    2        2, 4                    c,c gaussian        0       0.59  1  0.402 132.61
#  1    3        1, 5                    d,d   gumbel        0        1.2  1  0.169   3.39
#  1    4        4, 5                    c,d   gumbel       90        1.9  1 -0.469  84.37
#  2    1        3, 1            5       c,d   gumbel        0          1  1  0.028   0.42
#  2    2        2, 5            4       c,d gaussian        0      -0.34  1 -0.220  13.18
#  2    3        1, 4            5       d,c gaussian        0        0.2  1  0.128   3.59
#  3    1        3, 4         1, 5       c,c  clayton      270       0.12  1 -0.057   9.08
#  3    2        2, 1         5, 4       c,d  clayton        0       0.31  1  0.134   1.07
#  4    1        3, 2      4, 1, 5       c,c  clayton      270       0.21  1 -0.097   6.23

Vinecopulib is growing, and so does its compilation time. Furthermore, since it is header-only and rvinecopulib includes the library via three xyz_wrappers.cpp files, building rvinecopulib means compiling vinecopulib three times.

I see three solutions:

1. Importing the non-header only version.
2. Using a single wrapper file.
3. Being "more careful" when including headers of vinecopulib in the wrappers (i.e., including only what's necessary rather than the full library).

1 and 2 are equivalent in term of raw performance. In terms of drawbacks: 1 would imply that other packages can't use LinkingTo (is it true though? if we just move the cpp files in src via the script and keep the headers as they are now?), while 2 would amount at using a large big messy file.

Now 3 is a way of keeping the header-only while being a bit cleaner than 2. However, we'll still build parts of vinecopulib several times.

Any thoughts?

We have an issue with tll families:

rm(list = ls())
library(kdecopula)
library(rvinecopulib)

n <- 1e3
u <- matrix(runif(2*n), n, 2)

methods <- list(
    rvcl = function(x) 
        bicop(x, family_set = "tll", nonpar_method = "quadratic"),
    kdec = function(x) kdecop(x, method = "TLL2"))

sampling <- list(rbicop, rkdecop)

mapply(function(f, s) {
    t_fit <- system.time(fit <- f(u))[3]
    t_sim <- system.time(sim <- s(n, fit))[3]
    res <- c(t_fit, t_sim)
    names(res) <- c("fit [s]", "sim [s]")
    res
    }, methods, sampling)

rvine_structure(order = c(5,2,4,1,3), 
                struct_array = list(c(1,4,2,5), c(4,2,5), c(2,5), 5),
                is_natural_order = FALSE)
#> 5-dimensional R-vine structure ('rvine_structure')
#> 5 1 2 3 5
#> 1 2 3 2  
#> 2 3 4    
#> 3 1      
#> 3 

does not print a valid R-vine matrix. This is related to some inconsistencies in rvine_structure():

• so far there is no conversion to natural order before storage,
• storage is column-wise, but input of rvine_structure() is row-wise and that's not accounted for in all cases.

My proposals:

1. Expect column-wise input to rvine_structure() to keep things consistent. I agree that row-wise is more intuitive. But overall it's confusing unless we change storage order to row-wise, too (and that makes the wrappers quite messy).
2. Set up the rvine_structure() objects in cpp. We do this for the checks anyway and just need to wrap the object back to an R list.
3. Set is_natural_order = FALSE as default. I believe users will rarely want to specify the natural order version.
4. The documentation should contain information on what the "natural order" is exactly.

... but I'm not sure what could be done about it without a huge increase in compilation time.

When running test=vine(df, copula_controls = list(family_set = "nonparametric"))

where df is a dataframe with 3 numerical columns without NA or Inf values gives the following error:

Error in fit_kde1d_cpp(x, bw, xmin, xmax, deg) :
Error in function boost::math::pdf(const normal_distribution&, double): Random variate x is nan, but must be finite!

Message above resulting from CRAN check.

• seed
• refactor rvine structures
• num_threads for vinecop pdf/cdf/etc
• improve doc (#116)
• Bugs in vine class (#128)
• Bug in vinecop class (#129)
• keep_data = FALSE

Dear authors,

I have problem installing the latest version of rvinecopulib (version 0.5.2.1.0). Could you please kindly have a look at the error messages (shown below) for me. I have installed the essential packages, e.g. RcppEigen, Rcpp, BH, wdm, RcppThread, kde1d. I am using R version 3.5.2 ("Eggshell Igloo").

=============================================================

devtools::install_github("vinecopulib/[email protected]")
Downloading GitHub repo vinecopulib/[email protected]
v checking for file '/tmp/RtmpJo03YK/remotes4b10e252d27c4/vinecopulib-rvinecopulib-cf2cc69/DESCRIPTION' (1.3s)

• preparing 'rvinecopulib':
  v checking DESCRIPTION meta-information ...
• cleaning src
• checking for LF line-endings in source and make files and shell scripts (339ms)
• checking for empty or unneeded directories
  Removed empty directory 'rvinecopulib/.github'
• building 'rvinecopulib_0.5.2.1.0.tar.gz'
  Warning: invalid uid value replaced by that for user 'nobody'

Installing package into '/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5'
(as 'lib' is unspecified)

• installing source package 'rvinecopulib' ...
  ** libs
  g++ -std=gnu++11 -I"/local/software/R/3.5.2/lib64/R/include" -DNDEBUG -I../inst/include -pthread -I"/mainfs/local/software/R/3.5.2/lib64/R/library/BH/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/Rcpp/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppEigen/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/wdm/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/kde1d/include" -I/usr/local/include -fpic -g -O2 -c RcppExports.cpp -o RcppExports.o
  g++ -std=gnu++11 -I"/local/software/R/3.5.2/lib64/R/include" -DNDEBUG -I../inst/include -pthread -I"/mainfs/local/software/R/3.5.2/lib64/R/library/BH/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/Rcpp/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppEigen/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/wdm/include" -I"/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/kde1d/include" -I/usr/local/include -fpic -g -O2 -c vinecopulib-interface.cpp -o vinecopulib-interface.o
  In file included from /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread.h:11:0,
  from ../inst/include/vinecopulib/misc/tools_interface.hpp:15,
  from ../inst/include/vinecopulib/bicop/implementation/class.ipp:10,
  from ../inst/include/vinecopulib/bicop/class.hpp:157,
  from ../inst/include/vinecopulib.hpp:9,
  from ../inst/include/vinecopulib-wrappers.hpp:16,
  from vinecopulib-interface.cpp:1:
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/Thread.hpp: In lambda function:
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/Thread.hpp:42:19: error: parameter packs not expanded with '...':
  f(args...);
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/Thread.hpp:42:19: note: 'args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/Thread.hpp:42:23: error: expansion pattern 'args' contains no argument packs
  f(args...);
  ^
  In file included from /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread.h:13:0,
  from ../inst/include/vinecopulib/misc/tools_interface.hpp:15,
  from ../inst/include/vinecopulib/bicop/implementation/class.ipp:10,
  from ../inst/include/vinecopulib/bicop/class.hpp:157,
  from ../inst/include/vinecopulib.hpp:9,
  from ../inst/include/vinecopulib-wrappers.hpp:16,
  from vinecopulib-interface.cpp:1:
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In member function 'void RcppThread::ThreadPool::push(F&&, Args&& ...)':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:31: error: expected ',' before '...' token
  jobs_.emplace([f, args...] { f(args...); });
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:31: error: expected identifier before '...' token
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:34: error: parameter packs not expanded with '...':
  jobs_.emplace([f, args...] { f(args...); });
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:34: note: 'args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In lambda function:
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:44: error: expansion pattern 'args' contains no argument packs
  jobs_.emplace([f, args...] { f(args...); });
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In member function 'std::future<decltype (f(args ...))> RcppThread::ThreadPool::pushReturn(F&&, Args&& ...)':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:144:54: error: expected ',' before '...' token
  auto job = std::make_shared([&f, args...] {
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:144:54: error: expected identifier before '...' token
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:144:57: error: parameter packs not expanded with '...':
  auto job = std::make_shared([&f, args...] {
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:144:57: note: 'args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In lambda function:
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:145:22: error: expansion pattern 'args' contains no argument packs
  return f(args...);
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Bicop::select(const MatrixXd&, vinecopulib::FitControlsBicop)::__lambda64&; Args = {vinecopulib::Bicop&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Bicop::select(const MatrixXd&, vinecopulib::FitControlsBicop)::__lambda64&; Args = {vinecopulib::Bicop&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:161:9: required from 'void RcppThread::ThreadPool::map(F&&, I&&) [with F = vinecopulib::Bicop::select(const MatrixXd&, vinecopulib::FitControlsBicop)::__lambda64&; I = std::vectorvinecopulib::Bicop&]'
  ../inst/include/vinecopulib/bicop/implementation/class.ipp:829:37: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::_args'
  jobs.emplace([f, args...] { f(args...); });
  ^
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::tools_select::VinecopSelector::add_allowed_edges(vinecopulib::tools_select::VineTree&)::__lambda65&; Args = {long unsigned int&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::tools_select::VinecopSelector::add_allowed_edges(vinecopulib::tools_select::VineTree&)::__lambda65&; Args = {long unsigned int&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:161:9: required from 'void RcppThread::ThreadPool::map(F&&, I&&) [with F = vinecopulib::tools_select::VinecopSelector::add_allowed_edges(vinecopulib::tools_select::VineTree&)::__lambda65&; I = std::pair<boost::range_detail::integer_iterator, boost::range_detail::integer_iterator >]'
  ../inst/include/vinecopulib/vinecop/implementation/tools_select.ipp:401:51: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::__args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::tools_select::VinecopSelector::select_pair_copulas(vinecopulib::tools_select::VineTree&, const VineTree&)::__lambda66&; Args = {boost::detail::edge_desc_impl<boost::undirected_tag, long unsigned int>&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::tools_select::VinecopSelector::select_pair_copulas(vinecopulib::tools_select::VineTree&, const VineTree&)::__lambda66&; Args = {boost::detail::edge_desc_impl<boost::undirected_tag, long unsigned int>&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:161:9: required from 'void RcppThread::ThreadPool::map(F&&, I&&) [with F = vinecopulib::tools_select::VinecopSelector::select_pair_copulas(vinecopulib::tools_select::VineTree&, const VineTree&)::__lambda66&; I = std::pair<boost::detail::undirected_edge_iter<std::_List_iterator<boost::list_edge<long unsigned int, boost::property<boost::edge_weight_t, double, vinecopulib::tools_select::EdgeProperties> > >, boost::detail::edge_desc_impl<boost::undirected_tag, long unsigned int>, long int>, boost::detail::undirected_edge_iter<std::_List_iterator<boost::list_edge<long unsigned int, boost::property<boost::edge_weight_t, double, vinecopulib::tools_select::EdgeProperties> > >, boost::detail::edge_desc_impl<boost::undirected_tag, long unsigned int>, long int> >]'
  ../inst/include/vinecopulib/vinecop/implementation/tools_select.ipp:1010:42: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::__args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Vinecop::pdf(Eigen::MatrixXd, size_t) const::__lambda67&; Args = {vinecopulib::tools_batch::Batch&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Vinecop::pdf(Eigen::MatrixXd, size_t) const::__lambda67&; Args = {vinecopulib::tools_batch::Batch&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:161:9: required from 'void RcppThread::ThreadPool::map(F&&, I&&) [with F = vinecopulib::Vinecop::pdf(Eigen::MatrixXd, size_t) const::__lambda67&; I = std::vectorvinecopulib::tools_batch::Batch]'
  ../inst/include/vinecopulib/vinecop/implementation/class.ipp:826:74: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::__args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Vinecop::rosenblatt(const MatrixXd&, size_t) const::__lambda68&; Args = {vinecopulib::tools_batch::Batch&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Vinecop::rosenblatt(const MatrixXd&, size_t) const::__lambda68&; Args = {vinecopulib::tools_batch::Batch&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:161:9: required from 'void RcppThread::ThreadPool::map(F&&, I&&) [with F = vinecopulib::Vinecop::rosenblatt(const MatrixXd&, size_t) const::__lambda68&; I = std::vectorvinecopulib::tools_batch::Batch]'
  ../inst/include/vinecopulib/vinecop/implementation/class.ipp:1079:67: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::__args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Vinecop::inverse_rosenblatt(const MatrixXd&, size_t) const::__lambda69&; Args = {vinecopulib::tools_batch::Batch&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = vinecopulib::Vinecop::inverse_rosenblatt(const MatrixXd&, size_t) const::__lambda69&; Args = {vinecopulib::tools_batch::Batch&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:161:9: required from 'void RcppThread::ThreadPool::map(F&&, I&&) [with F = vinecopulib::Vinecop::inverse_rosenblatt(const MatrixXd&, size_t) const::__lambda69&; I = std::vectorvinecopulib::tools_batch::Batch]'
  ../inst/include/vinecopulib/vinecop/implementation/class.ipp:1196:67: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::__args'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp: In instantiation of 'struct RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = RcppThread::ThreadPool::parallelFor(ptrdiff_t, ptrdiff_t, F&&, size_t) [with F = fit_margins_cpp(const MatrixXd&, const VectorXi&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXi&, const VectorXd&, size_t)::__lambda84&; ptrdiff_t = long int; size_t = long unsigned int]::__lambda59&; Args = {const RcppThread::Batch&}]::__lambda56':
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:9: required from 'void RcppThread::ThreadPool::push(F&&, Args&& ...) [with F = RcppThread::ThreadPool::parallelFor(ptrdiff_t, ptrdiff_t, F&&, size_t) [with F = fit_margins_cpp(const MatrixXd&, const VectorXi&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXi&, const VectorXd&, size_t)::__lambda84&; ptrdiff_t = long int; size_t = long unsigned int]::__lambda59&; Args = {const RcppThread::Batch&}]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:199:9: required from 'void RcppThread::ThreadPool::parallelFor(ptrdiff_t, ptrdiff_t, F&&, size_t) [with F = fit_margins_cpp(const MatrixXd&, const VectorXi&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXi&, const VectorXd&, size_t)::__lambda84&; ptrdiff_t = long int; size_t = long unsigned int]'
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/parallelFor.hpp:48:5: required from 'void RcppThread::parallelFor(ptrdiff_t, ptrdiff_t, F&&, size_t, size_t) [with F = fit_margins_cpp(const MatrixXd&, const VectorXi&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXd&, const VectorXi&, const VectorXd&, size_t)::__lambda84; ptrdiff_t = long int; size_t = long unsigned int]'
  vinecopulib-interface.cpp:310:38: required from here
  /mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/RcppThread/include/RcppThread/ThreadPool.hpp:127:27: error: using invalid field 'RcppThread::ThreadPool::push(F&&, Args&& ...)::__lambda56::__args'
  make: *** [vinecopulib-interface.o] Error 1
  ERROR: compilation failed for package 'rvinecopulib'
• removing '/mainfs/home/sw2d16/R/x86_64-pc-linux-gnu-library/3.5/rvinecopulib'
  Error: Failed to install 'rvinecopulib' from GitHub:
  (converted from warning) installation of package '/tmp/RtmpJo03YK/file4b10e46ca3b1a/rvinecopulib_0.5.2.1.0.tar.gz' had non-zero exit status

=============================================================
Thank you so much in advance for your help.

Suttisak

Hi,

I have a strange issue when I try to fit a nonparametric copula with mult=0.1, it actually fits an "indep" copula. I'm attaching a script and data to reproduce the issue.

git_issue.zip