remove c++11 req.

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: portvine
 Title: Vine Based (Un)Conditional Portfolio Risk Measure Estimation
-Version: 1.0.2.9000
+Version: 1.0.3
 Authors@R: 
     person("Emanuel", "Sommer", , "emanuel_sommer@gmx.de", role = c("cre", "aut"))
 Description: Following Sommer (2022) <https://mediatum.ub.tum.de/1658240>
@@ -55,7 +55,6 @@ LazyData: true
 NeedsCompilation: yes
 Roxygen: list(markdown = TRUE)
 RoxygenNote: 7.2.3
-SystemRequirements: C++11
 Collate: 
     'RcppExports.R'
     'default_garch_spec.R'

NEWS.md

@@ -1,8 +1,12 @@
-# portvine 1.0.2.9000 
+# portvine 1.0.3.9000
 
 Current Development Version
 
+
+# portvine 1.0.3 
+
 - Clarify what is meant as equally weighted portfolio in the documenation of the function `estimate_risk_roll`
+- **Dependency management:** Due to the changes in the `BH` packages I dropped the system requirement `C++11` as suggested by the CRAN maintainers.
 
 # portvine 1.0.2
 

README.Rmd

@@ -23,7 +23,7 @@ knitr::opts_chunk$set(
 [![lifecycle](https://img.shields.io/badge/lifecycle-stable-brightgreen.svg)](https://lifecycle.r-lib.org/articles/stages.html#stable)
 <!-- badges: end -->
 
-Portfolio level unconditional as well as conditional risk measure estimation for backtesting and stress testing using Vine Copula and ARMA-GARCH models. The package implements the proposed approaches in [Sommer (2022)](https://mediatum.ub.tum.de/1658240).
+Portfolio level unconditional as well as conditional risk measure estimation for backtesting and stress testing using Vine Copula and ARMA-GARCH models. The package implements the proposed approaches in [Sommer (2022)](https://mediatum.ub.tum.de/1658240) and [Sommer et al. (2023)](https://doi.org/10.1016/j.ecosta.2023.08.002).
 
 
 
@@ -70,4 +70,4 @@ The risk estimation algorithms implemented in this package lend themselves perfe
 
 ## Acknowledgements
 
-This package is built on the shoulder of giants most importantly the R packages [`rvinecopulib`](https://CRAN.R-project.org/package=rvinecopulib) and [`rugarch`](https://CRAN.R-project.org/package=rugarch). Thus a big thanks goes to all the contributors and maintainers! Also I would like to thank my supervisors Prof. Claudia Czado and M.Sc. Karoline Bax for giving me the opportunity to work on this project and their very dedicated supervision!
+This package is built on the shoulder of giants most importantly the R packages [`rvinecopulib`](https://CRAN.R-project.org/package=rvinecopulib) and [`rugarch`](https://CRAN.R-project.org/package=rugarch). Thus a big thanks goes to all the contributors and maintainers! Also I would like to thank Claudia Czado and Karoline Bax for giving me the opportunity to work on this project in the first place and their dedicated collaboration along the way!

README.md

@@ -16,7 +16,8 @@ coverage](https://codecov.io/gh/EmanuelSommer/portvine/branch/master/graph/badge
 Portfolio level unconditional as well as conditional risk measure
 estimation for backtesting and stress testing using Vine Copula and
 ARMA-GARCH models. The package implements the proposed approaches in
-[Sommer (2022)](https://mediatum.ub.tum.de/1658240).
+[Sommer (2022)](https://mediatum.ub.tum.de/1658240) and [Sommer et
+al. (2023)](https://doi.org/10.1016/j.ecosta.2023.08.002).
 
 ## Installation
 
@@ -42,19 +43,15 @@ portfolio level risk measure estimation are based on my masters thesis
 at the chair of Mathematical Statistics at the TUM which you can find
 [here](https://mediatum.ub.tum.de/1658240). The general idea of the
 unconditional risk measure estimation approach is summarized in the
-flowchart below for a
-![d](https://latex.codecogs.com/png.image?%5Cdpi%7B110%7D&space;%5Cbg_white&space;d "d")-dimensional
-portfolio.
+flowchart below for a $d$-dimensional portfolio.
 
 <br>
 <img src='man/figures/overall_estimation_approach.png' align="center" width="100%" />
 <br> <br>
 
 For the single conditional approach the general idea for a
-![d](https://latex.codecogs.com/png.image?%5Cdpi%7B110%7D&space;%5Cbg_white&space;d "d")-dimensional
-portfolio and a market index
-![I](https://latex.codecogs.com/png.image?%5Cdpi%7B110%7D&space;%5Cbg_white&space;I "I")
-is summarized in the flowchart below.
+$d$-dimensional portfolio and a market index $I$ is summarized in the
+flowchart below.
 
 <br>
 <img src='man/figures/overall_estimation_approach_cond.png' align="center" width="100%" />
@@ -95,6 +92,6 @@ packages
 [`rvinecopulib`](https://CRAN.R-project.org/package=rvinecopulib) and
 [`rugarch`](https://CRAN.R-project.org/package=rugarch). Thus a big
 thanks goes to all the contributors and maintainers! Also I would like
-to thank my supervisors Prof. Claudia Czado and M.Sc. Karoline Bax for
-giving me the opportunity to work on this project and their very
-dedicated supervision!
+to thank Claudia Czado and Karoline Bax for giving me the opportunity to
+work on this project in the first place and their dedicated
+collaboration along the way!

cran-comments.md

@@ -1,3 +1,7 @@
+## Version 1.0.3 of the portvine package (dependency management)
+
+Due to the changes in the `BH` packages I dropped the system requirement `C++11` as suggested by the CRAN maintainers.
+
 ## Version 1.0.2 of the portvine package (just Bugfixes)
 
 Besides the bugfixes mentioned below no changes to the package were made.