Changes for R-package CDVine

Ulf Schepsmeier and Eike Christian Brechmann <CDVine@ma.tum.de>


Version 1.0-1 (May 18, 2011)

- Implementation of a fast computation algorithm for Kendall's tau based on the algorithm of Knight (1966) (references see manual).

- Improvement of the calculation of the lambda-function (BiCopLambda).

- New output of the functions CDVineAIC and CDVineBIC: individual contributions to the AIC or BIC value for each pair-copula, respectively.

- Bug fixes:
  * fixed the calculation of p-values in CDVineClarkeTest
  * fixed the calculation of the goodness-of-fit test (BiCopGofKendall)
