Minor Changes

  • Added rotated copula families 13, 14, 23, 24, 33, 34.

Bug Fixes

  • Streamlined family and degree checks.

  • Added missing semicolons after TMB macros.

  • Initial CRAN submission.

Major Changes

  • Breaking change: replaced function arguments X with x and x with x0.

  • Using TMBTools method to export TMB models.

  • Rewrote LocalLikelihood TMB model template to use copula densities dGaussian(), dClayton(), etc., located in inst/include/LocalCop. This involved writing pt() and qt() functions in TMB for Student-t copula dStudent().

  • Added vignette.

Minor Changes

  • Using Markdown in roxygen documentation.

  • Refactored tests, including fixing random seed.

  • Fixed seed in CondiCopSelect() example.

  • Fixed plot in CondiCopLocFit() example.

  • Initial GitHub public submission.