Changes for R-package VineCopula

Ulf Schepsmeier, Jakob Stoeber and Eike Christian Brechmann <VineCopula@ma.tum.de>


Version 1.1-1 (February 7, 2013)

- Bug fix:
  * Fixed issue with the inverse h-function of the Gumbel copula
  

Version 1.1 (February 4, 2013)

- New functions:
  * BiCopGofTest Goodness-of-fit test for bivariate copulas based on White's information matrix equality as introduced by Wanling and Prokhorov (2011).
    The formally included function BiCopGofKendall is now part BiCopGofTest (method="kendall").

- Additional edge label "pair" in RVineTreePlot to display the indices of the (conditioned) pairs of variables identified by the edges.

- In RVineStructureSelect and RVineCopSelect a truncation level can be set.

- Improved inverse h-functions for the Gumbel and Joe copulas (thanks to Harry Joe).

- C to R wrapping functions for the h-functions (Hfunc1, Hfunc2), the bivariate log-likelihood function (LL_mod_seperate), the bivariate Archimedean copula CDF (archCDF)
  and the simulation function for C- and D-vines (pcc) (request of Benedikt Graeler for the R-package "spcopula").
  
- The functions R2CVine and R2Dine were removed, since they were only correct in special cases.

- Bug fixes:
  * Work around for a problem with optim and the analytical gradient in BiCopEst
  * Improvement of the bivariate maximum likelihood estimation (BiCopEst)
  * In the functions BiCopCDF and BiCopGoFTest(..., method="Kendall") the t-copula is not implemented any more. 
    The calculation of the CDF was incorrect for non-integer values of the degrees-of-freedom parameter.
    The implemented algorithm in the mvtnorm package only works for integer values of the degrees-of-freedom parameter.
  * Improvement in the calculation of the cdf of the Frank copula (BiCopCDF)
