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
.
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.
BiCopSim.MO
.BiCopSim.MO
now returns a list with the estimated
parameter and Kendall’s tau for consistency with the other
BiCopEstMMD
function.BiCopMMDConfInt
for bootstrapped- and
subsampling-based confidence intervals.gaussian.KG
to
gaussian.Phi
for coherence.