vinecopulib / rvinecopulib

R interface to the vinecopulib C++ library
GNU General Public License v3.0
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allow bicop_dist() with tll #268

Closed tnagler closed 10 months ago

tvatter commented 1 year ago

What's the usecase for this?

tnagler commented 1 year ago

Had someone thinking that hbicop() doesn't work with tll because the hbicop(..., family = "tll", parameters = ..) API doesn't, which is the part that is most prominently documented. I couldn't see much of a reason to disallow it.

tvatter commented 1 year ago

Got it. Yeah the usecase makes sense. The only thing that worries me is that the check of whether it's a copula is pretty mild no? But someone constructing manually a tll is likely a sufficiently savvy user.

tnagler commented 1 year ago

Yeah I kept it intentionally mild to minimize false positives. But if someone does something like 4 x copula density or normal margins, it will detect it.