NEWS

dcvar 0.3.1

summary() printouts for HMM and multilevel fits now include the marginal scale/shape parameters (e.g. sigma_exp, omega, delta, sigma_gam, shape_gam) for non-normal and per-variable (mixed) margins. Previously the HMM summary omitted all margin scale parameters, and the multilevel summary dropped them for mixed margins.
simulate_breakpoint_data() now records the breakpoint specification (type, plus breakpoint or breakpoints) in true_params, so the documented access no longer returns NULL.

rho_decreasing() and rho_increasing() now validate that rho_start and rho_end are single finite values in [-1, 1], matching the other rho trajectory generators.

Extensive roxygen, vignette, README, and CITATION updates so the documentation reflects per-variable (mixed) margin support across all model families (including the Clayton-copula constant model) and the correct coef() / fitted() / data-preparation contracts.

Removed unused helper code, made the exponential-margin diagnostic generated quantity (b_gq) report the clamped lower bound consistently across the exponential models (inference-neutral), and corrected Stan prior-hyperparameter comments. The Clayton-normal constant model's sigma_eps prior is left unchanged and its intentional divergence from the other constant models is now documented.

All copula VAR model families now accept a length-2 margins vector so each variable can use its own marginal family, e.g. margins = c("normal", "exponential"). This exploits the copula's separation of the marginal distributions from the dependence structure. Supported across dcvar_constant(), dcvar(), dcvar_hmm(), dcvar_multilevel(), and dcvar_sem() (both the indicator and naive methods).
Added generic mixed-margins Stan models that dispatch each dimension to its own marginal family and apply the copula on the CDF scale: constant_mixed.stan, dcvar_mixed_ncp.stan, hmm_mixed.stan, multilevel_mixed.stan, sem_mixed.stan, and sem_naive_mixed.stan.
Mixed margins are also available with the Clayton copula for the constant model (constant_mixed_clayton.stan), previously limited to normal margins.
simulate_dcvar(), simulate_dcvar_multilevel(), and simulate_dcvar_sem() accept the same per-variable margins vector so mixed-family data can be generated (for example for parameter-recovery studies).
coef(), var_params(), pit_values(), and the diagnostics/plots report each dimension under its own family for mixed fits across all model families.

A single margins string is unchanged, and an all-identical margins vector (such as c("normal", "normal")) routes to the existing specialised single-family model, so prior results, tests, and the gamma shared-shape parameterisation are preserved exactly.
The mixed multilevel and SEM models support all four families per dimension. Single-family multilevel and SEM fits keep their existing normal/exponential-only restriction (there is no specialised gamma or skew-normal model for those structures); request the other families through a per-variable margins vector instead.

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.

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.

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.