ElliptCopulas 0.1.3

• New dependence wdm instead of pcaPP for fast computation of Kendall’s tau.

ElliptCopulas 0.1.2

• Fixed a bug in EllDistrEst when mu is not zero. (#1, thanks to Rutger van der Spek)

• EllDistrEst gains two new arguments: mpfr and precBits, that allows to use the package Rmpfr for multiple floating point precision (needed for dimensions larger than 250). (#2, thanks to Rutger van der Spek)

• New function KTMatrixEst for fast estimation of Kendall’s tau matrix, potentially under structural assumptions. (#2, thanks to Rutger van der Spek)

• New dependencies: Import: Rmpfr, pbapply. Suggest: mvtnorm.

ElliptCopulas 0.1.1

• Completed the documentation about returned values of the exported functions.

ElliptCopulas 0.1.0

• Initial release