Current Development Version

- Clarify what is meant as equally weighted portfolio in the documenation of the function
`estimate_risk_roll`

**Dependency management:**Due to the changes in the`BH`

packages I dropped the system requirement`C++11`

as suggested by the CRAN maintainers.

- 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

**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.

First stable package version.