Preparing for CRAN and switching to wdm instead of pcaPP

AlexisDerumigny · Apr 25, 2022 · a2b46db · a2b46db
1 parent 8c9b9a3
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Showing 5 changed files with 8 additions and 7 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -21,9 +21,9 @@ Depends:
 Imports: 
     VineCopula,
     cubature,
-    pcaPP,
     randtoolbox,
-    pbapply
+    pbapply,
+    wdm
 Suggests: 
     knitr,
     rmarkdown

diff --git a/NEWS.md b/NEWS.md
@@ -20,6 +20,7 @@
 
 * Fixed the documentation of the parameter `kernel` for the functions `BiCopEstMMD` and `BiCopGradMMD`.
 
+* New dependence `wdm` instead of `pcaPP` for fast computation of Kendall's tau.
 
 
 # MMDCopula 0.2.0

diff --git a/R/BiCopEstMMD.R b/R/BiCopEstMMD.R
@@ -140,7 +140,7 @@ BiCopEstMMD <- function(
   niter = rep(niter, length.out = 2)
   if (is.null(tau)){
     # We try a random guess
-    # tau = pcaPP::cor.fk(u1, u2)
+    # tau = wdm::wdm(u1, u2, method = "kendall")
     if (family %in% c(1, 5, 6,16,26,36)){
       tau = stats::runif(n = 1, min = -0.95, max = 0.95)
     } else if (family %in% c(3, 23, 4, 24)){
@@ -290,7 +290,7 @@ BiCopEstMMD.QMCV.student <- function(
   kernelFun, gamma, alpha, epsilon,
   quasiRNGFun, ndrawings, niter, C_eta)
 {
-  par = VineCopula::BiCopTau2Par(family = 2, tau = pcaPP::cor.fk(u1, u2))
+  par = VineCopula::BiCopTau2Par(family = 2, tau = wdm::wdm(u1, u2, method = "kendall"))
 
   # 1- Burn-in phase
   paramIter = c(par, par2)

diff --git a/R/MarshallOlkin.R b/R/MarshallOlkin.R
@@ -214,7 +214,7 @@ BiCopEst.MO.curve = function(u1,u2)
 # based on the inversion of Kendall's tau
 BiCopEst.MO.itau = function(u1,u2)
 {
-  tau = pcaPP::cor.fk(u1, u2)
+  tau = wdm::wdm(u1, u2, method = "kendall")
   return(list(tau = tau, par = 2*tau/(1+tau)))
 }
 

diff --git a/cran-comments.md b/cran-comments.md
@@ -1,9 +1,9 @@
 
 ## Test environments
 
-* Windows 10 (devel, release)
+* Windows 10 (release)
+* Windows Server 2022 (devel)
 * Fedora Linux (devel)
-* Debian Linux (devel)
 * Ubuntu Linux (release)
 * macOS High Sierra (release)