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Releases: AlexisDerumigny/MMDCopula

v0.2.1

25 Apr 10:23
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NEW FEATURES

  • New functions BiCopPar2Tau.MO and BiCopTau2Par.MO to convert between the parameter and the Kendall's tau of a Marshall-Olkin copula.

  • New argument truncVal of the function BiCopParamDistLp to allow for computation of the norm on a smaller subset of the unit square [0,1]^2. BiCopParamDistLp now also works for p=Inf (i.e., the supremum norm).

  • New checks for finiteness of the arguments to BiCopEstMMD.

OTHER IMPROVEMENTS

  • Improvement of default values for gamma in BiCopEstMMD.

  • Updated the references.

  • Fixed the documentation of the parameter kernel for the functions BiCopEstMMD and BiCopGradMMD.

  • New dependence wdm instead of pcaPP for fast computation of Kendall's tau.