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portvine 1.0.2 on CRAN
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@EmanuelSommer EmanuelSommer released this 15 Jan 16:27
· 3 commits to master since this release
v.1.0.2
a4d19cd

portvine 1.0.2 is on CRAN!

Release Notes:

  • Bugfix: Set the shape parameter for the inverse PIT transformation of the copula scale residuals and do not use the default.
  • Bugfix: Allow for 0 orders in the utility function default_garch_spec()
  • Bugfix: The residual calculation should allow for orders for the mean and variance models that are different than the standard (1,1) order
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