diff --git a/DESCRIPTION b/DESCRIPTION index 07552fe..5e4891b 100644 --- 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 index 7cc94e1..2237288 100644 --- 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 index 02578aa..fe1c4f1 100644 --- 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 index 13ba20c..f220586 100644 --- 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 index fa942b1..3a99712 100644 --- 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)