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Releases: vinecopulib/pyvinecopulib

pyvinecopulib 0.5.5

24 Nov 08:15
a488932

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Release following the update of vinecopulib to 0.5.5, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

  • fix little bug in copula selection based on mBIC

  • stabilize BB7 copula pdf

  • fix threshold selection for (near-)independent data

  • fix vine copula selection for 1-dimensional models with discrete variables

  • fix user-visible variable types

pyvinecopulib 0.5.4

23 Oct 15:32
648fda9

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Version 0.5.4 following the release of vinecopulib 0.5.4.