Update bundled vinecopulib to the 1.0 conditional-simulation stack - #328
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August 14, 2026 10:03
Vendor vinecopulib commit fff109c6b7782d4ef0e9ad3d91b816af0e8773d3.
This was referenced Aug 14, 2026
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
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Summary
vinecopulib@4efce25966871a09f71891183b57082ff5e080e1, the current tip ofcond-simulateBackend/API changes relevant to the R frontend
The imported stack adds explicit conditioning-set overloads for conditional simulation and Rosenblatt transforms, a per-observation-parameter
Bicop::simulate()overload, serial evaluation of custom tree criteria, unified compact/expanded discrete layouts, and the vinecopulib 1.0 API cleanup. Follow-up stack layers consume these APIs; the existing frontend compiles without compatibility shims.The backend also contains the Tawn
overridecorrections, corrected BB6/BB7/BB8/Tawn Kendall-tau integration, and the final fix that treats omitted pair copulas as implicit independence during evaluation.Tests
R CMD INSTALLwith C++17testthatsuite against the installed packageRcpp::sourceCpp()smoke test using the installedvinecopulib-wrappers.hpp; constructed aBicopand verifiedVINECOPULIB_VERSION == 100000R CMD check --no-manual --no-build-vignettesreported Status: OK at the release tipNo existing R simulation API is changed in this bottom layer; R-side seed handling is exercised in the conditional and vectorized simulation layers.