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tnagler / VineCopula

Statistical inference of vine copulas
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Bug fix on check.taus #52

Closed cag472 closed 6 years ago

cag472 commented 7 years ago

Just a bug fix so that it won't check the taus if check.taus == FALSE.

This is important because currently if you do RVineStructureSelect where some of the inputs are identical, it crashes with this error. With my patch, you can get something like this: http://bostonfusion.com/alexgeorge/awesomePlot.pdf

If tau ~ 1, then it will not be able to find good parameters for Frank and Joe copulas, but that's okay, because in the case where tau ~ 1, the dependency is modeled perfectly well with an elliptical copula. So, the other two lines just set those parameters to infinity in this case.

tnagler commented 6 years ago

Sorry for the delay and many thanks for the bug fix!