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dcvar 0.2.0

Simulation model parity

• Added a constant Clayton-copula DC-VAR for normal margins via dcvar_constant(copula = "clayton").
• Added exponential-margin support for dcvar_multilevel().
• Added naive SEM score models via dcvar_sem(method = "naive") for normal and exponential margins.
• Added dependence_summary() for Kendall’s tau summaries across Gaussian and Clayton copula fits.

Infrastructure

• Added copula-family dispatch alongside the existing margin dispatch.
• Added bundled Stan models for the new Clayton, multilevel exponential, and naive SEM variants.
• Updated extractors, summaries, diagnostics, LOO support, and tests for the new model variants.

dcvar 0.1.0

Scope and documentation

• Clarified that the package currently implements Gaussian-copula models only.
• Marked the multilevel and SEM variants as experimental extensions with narrower diagnostic support than the core single-level models.
• Documented PIT diagnostics as posterior-mean plug-in diagnostics and made the unsupported multilevel and SEM paths explicit in the help pages.
• Clarified the current scope of loo() support across model classes.

Build and submission hygiene

• Excluded local *-test-local.log artifacts from source builds.
• Added package citation metadata.

Testing

• Added skew-normal fit coverage for dcvar() and dcvar_hmm().
• Added PIT smoke coverage for gamma and skew-normal margins.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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