Release 0.6.3.1.0 (#264)

* NA handling in pseudo_obs() (#260) * NA handling in pseudo_obs() * fix gh actions * Rcpp update on macOS --------- Co-authored-by: tnagler <[email protected]> * add emp_cdf() (#262) * add emp_cdf() * update NEWS * export function * fix import --------- Co-authored-by: tnagler <[email protected]> * prepare release (#263) * add emp_cdf() * update NEWS * export function * fix import * remove cpp11 reqs * update to actions/cache@v3 * actions/checkout@v3 * pull latests sources * bump version + update docs --------- Co-authored-by: tnagler <[email protected]> --------- Co-authored-by: tnagler <[email protected]>
vinecopulib · Feb 20, 2023 · e4869f0 · e4869f0
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commit e4869f0
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diff --git a/.github/workflows/R-CMD-check.yaml b/.github/workflows/R-CMD-check.yaml
@@ -30,7 +30,7 @@ jobs:
       GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
 
       - uses: r-lib/actions/setup-r@v2
         with:
@@ -48,7 +48,7 @@ jobs:
 
       - name: Cache R packages
         if: runner.os != 'Windows'
-        uses: actions/cache@v2
+        uses: actions/cache@v3
         with:
           path: ${{ env.R_LIBS_USER }}
           key: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-${{ hashFiles('.github/depends.Rds') }}
@@ -68,6 +68,11 @@ jobs:
           remotes::install_cran("rcmdcheck")
         shell: Rscript {0}
 
+      - name: Update Rcpp
+        if: runner.os == 'macOS'
+        run: install.packages("Rcpp")
+        shell: Rscript {0}
+
       - name: Session info
         run: |
           options(width = 100)

diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,7 +1,7 @@
 Package: rvinecopulib
 Type: Package
 Title: High Performance Algorithms for Vine Copula Modeling
-Version: 0.6.2.1.3
+Version: 0.6.3.1.0
 Authors@R: c(
         person("Thomas", "Nagler",, "[email protected]", role = c("aut", "cre")),
         person("Thibault", "Vatter",, "[email protected]", role = c("aut"))
@@ -44,5 +44,4 @@ LinkingTo:
     kde1d
 BugReports: https://github.com/vinecopulib/rvinecopulib/issues
 Roxygen: list(markdown = TRUE)
-SystemRequirements: C++11
 RoxygenNote: 7.2.0
diff --git a/NAMESPACE b/NAMESPACE
@@ -61,6 +61,7 @@ export(dbicop)
 export(dvine)
 export(dvine_structure)
 export(dvinecop)
+export(emp_cdf)
 export(get_all_families)
 export(get_all_ktaus)
 export(get_all_pair_copulas)
@@ -138,6 +139,7 @@ importFrom(stats,dnorm)
 importFrom(stats,dt)
 importFrom(stats,dunif)
 importFrom(stats,dweibull)
+importFrom(stats,ecdf)
 importFrom(stats,logLik)
 importFrom(stats,model.matrix)
 importFrom(stats,pbeta)

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,9 @@
+# rvinecopulib 0.6.3.1.0
+
+- fix `NA` handling in `to_pseudo_obs()` (#260) 
+
+- add `emp_cdf()` for the tail corrected empirical cdf (#261) 
+
 # rvinecopulib 0.6.2.1.3 (December 3, 2022)
 
 - fix marginal PIT for discrete variables (see issue #257, thanks @rplzzz)

diff --git a/R/tools.R b/R/tools.R
@@ -341,6 +341,37 @@ pseudo_obs <- function(x, ties_method = "average", lower_tail = TRUE) {
   x
 }
 
+#' Corrected Empirical CDF
+#'
+#' The empirical CDF with tail correction, ensuring that its output is never
+#' 0 or 1.
+#'
+#' @details The corrected empirical CDF is defined as
+#' \deqn{
+#' F_n(x) = \frac{1}{n + 1} \min\biggl\{1, \sum_{i = 1}^n 1(X_i \le x)\biggr\}
+#' }
+#'
+#' @param x numeric vector of observations
+#'
+#' @return A function with signature `function(x)` that returns \eqn{F_n(x)}.
+#'
+#' @importFrom stats ecdf
+#' @export
+#' @examples
+#' # fit ECDF on simulated data
+#' x <- rnorm(100)
+#' cdf <- emp_cdf(x)
+#'
+#' # output is bounded away from 0 and 1
+#' cdf(-50)
+#' cdf(50)
+emp_cdf <- function(x) {
+  assert_that(is.numeric(x))
+  n <- length(x)
+  Fn <- ecdf(x)
+  function(xx) pmax(n * Fn(xx), 1) / (n + 1)
+}
+
 #' Truncates output of model data frames.
 #'
 #' @param x a `data.frame` whose print output should be truncated.

diff --git a/docs/404.html b/docs/404.html
diff --git a/docs/LICENSE-text.html b/docs/LICENSE-text.html
diff --git a/docs/authors.html b/docs/authors.html
diff --git a/docs/index.html b/docs/index.html
diff --git a/docs/news/index.html b/docs/news/index.html
diff --git a/docs/pkgdown.yml b/docs/pkgdown.yml
@@ -1,6 +1,6 @@
 pandoc: 2.19.2
-pkgdown: 2.0.6
+pkgdown: 2.0.7
 pkgdown_sha: ~
 articles: {}
-last_built: 2022-12-03T13:09Z
+last_built: 2023-02-20T13:56Z
 
diff --git a/docs/reference/Rplot001.png b/docs/reference/Rplot001.png
diff --git a/docs/reference/Rplot002.png b/docs/reference/Rplot002.png
diff --git a/docs/reference/Rplot003.png b/docs/reference/Rplot003.png
diff --git a/docs/reference/Rplot004.png b/docs/reference/Rplot004.png
diff --git a/docs/reference/Rplot005.png b/docs/reference/Rplot005.png
diff --git a/docs/reference/Rplot006.png b/docs/reference/Rplot006.png
diff --git a/docs/reference/as_rvine_structure.html b/docs/reference/as_rvine_structure.html
diff --git a/docs/reference/bicop-1.png b/docs/reference/bicop-1.png
diff --git a/docs/reference/bicop-2.png b/docs/reference/bicop-2.png
diff --git a/docs/reference/bicop.html b/docs/reference/bicop.html
diff --git a/docs/reference/bicop_dist-3.png b/docs/reference/bicop_dist-3.png
diff --git a/docs/reference/bicop_dist.html b/docs/reference/bicop_dist.html
diff --git a/docs/reference/bicop_methods-1.png b/docs/reference/bicop_methods-1.png