Comments (2)
Hi @ivanlongin,
The issue was related to non-integer degrees of freedom.
The fix will be part of the next release that we are preparing (most likely beginning of next week on CRAN).
If you want to use it already, I pushed the fix in the weights branch that contain all of the new features and bug fixes. You can install it via devtools::install_github("vinecopulib/rvinecopulib", ref = "weights")
.
Note that, if you want to install this new version, you'll need the latest versions of the RcppThread and wdm packages that Thomas pushed to CRAN yesterday. Furthermore, it seems that the binary of the two packages are not yet available, so you will need to do install.packages("RcppThread", type = "source")
and install.packages("wdm", type = "source")
before you can do devtools::install_github("vinecopulib/rvinecopulib", ref = "weights")
.
Notice of caution, we made several modifications that considerably slowed down the compilation time for rvinecopulib. Don't worry if it takes a while to install, we are still working on it.
from rvinecopulib.
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] 0.4814888 0.1895326 0.6081557 0.2650689 0.3355233 0.6016786
from rvinecopulib.
Related Issues (20)
- Reference to mbicv HOT 3
- No warning when par_method = "itau" and the family_set does not correspond HOT 1
- pseudo_obs(): input and output of same type
- Next release
- Links to vinecop-methods in vinecop docs HOT 1
- Support for fitting parametric margins HOT 2
- Code coverage
- Cannot install version 0.5.2.1.0 on Linux Iridis 5 HOT 5
- Unexpected behaviour of vinecop() HOT 2
- Automatic Threshold selection without automatic truncation causes error HOT 2
- Evaluating copula density --> NaN and inaccuracies HOT 3
- plot font size selection HOT 1
- Documentation wrong for bicop_dist Student t Distribution
- no function to create random generator like Mvdc in Copula HOT 2
- kernel copula HOT 2
- Is there possibility to implement kernel copula with dimensions >2? HOT 1
- Bug in compute_pseudo_obs for discrete variables HOT 2
- bicop and BiCopSelect return different models HOT 1
- difference between vine and vinecop HOT 2
- Restriction of rotations in automatic fitting
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from rvinecopulib.