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vinecopula

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R package vinecopula by tnagler — release notes from GitHub.

github.com/tnagler/vinecopula ↗

Vine copula CDFs arrive; everything else is compile hygiene and boundary fixes.

r-packagecopulasstatisticsdistribution-functionsmaintenance
◆Current state
VineCopula is the long-standing R implementation of vine copula models, maintained alongside Thomas Nagler's kde1d, vinereg, and svines packages over a shared rvinecopulib core. The March 2025 pair is the only recent substance: RVineCDF() for the cumulative distribution of a fitted vine, followed same-day by a Frank-copula tau inversion fix. Everything else in the window is sanity checks, C-loop fixes, and export corrections.
◆Where it's heading
Development has narrowed to filling gaps in the evaluation surface - EmpCDF() in 2.5.0, RVineCDF() in 2.6.0 - while the estimation machinery stays put. Releases arrive in same-day pairs, feature tag then bug-fix tag, so the version count overstates the cadence. A stray v0.2.6 tag with an empty body sits between them and belongs to the shared engine rather than this package's own 2.x numbering.
◆Prediction
The pattern points to another evaluation-side function rather than new copula families or estimation methods; the run of boundary and NA-handling fixes suggests continued edge-case cleanup in the existing families.

◆Recent moves

  1. 1y ago

    Frank copula tau inversion accepts zero

    The bug-fix half of the same-day 2.6 pair: an edge case at tau = 0 and a C macro removed from the headers. The substance of that release is in 2.6.0.

    View source ↗
  2. 1y ago

    RVineCDF computes vine copula distribution functions

    Adds the cumulative distribution function for fitted vine models, continuing the evaluation-side build-out that EmpCDF() started in 2.5.0. It does not touch how models are estimated.

    View source ↗
  3. 1y ago

    v0.2.6: prepare release (#98)

    An auto-generated note with no body beyond a co-author line, carrying a version number outside this package's 2.x series - it belongs to the shared engine repository rather than to VineCopula. Nothing about direction can be read from it.

    View source ↗
  4. 3y ago

    EmpCDF adds a tail-corrected empirical CDF

    The first of the two distribution-function additions, and the only content in an otherwise empty 2023. It set the pattern 2.6.0 followed.

    View source ↗
  5. 3y ago

    Family checks, goodness-of-fit loop, and NA handling fixed

    Three unrelated defect fixes with no new surface - the kind of release that fills the gaps between this package's occasional feature additions.

    View source ↗
  6. 4y ago

    dim method exported; MLE adapted to tighter bounds

    An unexported S3 method and an estimator left behind by earlier parameter-bound tightening. Both are corrections to prior releases rather than new work.

    View source ↗