portvine 1.0.2

• Bugfix: Set the shape parameter for the inverse PIT transformation of the copula scale residuals and do not use the default.
• Bugfix: Allow for 0 orders in the utility function default_garch_spec()
• Bugfix: The residual calculation should allow for orders for the mean and variance models that are different than the standard (1,1) order

portvine 1.0.1

• D-vine ordering algorithm: Now using the transform to the normal scale as suggested in Section 1.4 of the book Dependence Modeling with Copulas (2014) by Harry Joe.

portvine 1.0.0

First stable package version.