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NEWS | R Documentation |
Update the Using mvtnorm
package vignette and references therein.
Speed up Mult(<ltMatrices>, transpose = TRUE)
.
Speed up ldmvnorm()
.
Add constructor syMatrices
for multiple symmetric
matrices and as.syMatrices
for coercion from ltMatrices
.
Fix segmentation fault or unnecessary error or warning + approximation for
algorithm = Miwa()
or TVPACK()
, in case dimension
reduction to one-dimensional is possible, e.g., for
pmvnorm(lower = rep(-Inf,3), upper = c(-1, Inf, Inf), sigma = diag(3), algorithm = Miwa()) # or pmvnorm(lower = c(-Inf,-Inf), upper = c(- 1, Inf), sigma=diag(2), algorithm = TVPACK())
Remove empty print statement from miwa.c
Allow to change rnorm
in rmvnorm
, feature request
by Ralf Stubner.
Fix variable declarations in tvpack.f
as reported by Intel
compilers icx/ipcx/ifx from oneAPI 2023.2.0 and oneMKL 2023.2.0, thanks to BDR
Fix overflow problem reported by ASAN.
Be even more careful inverting / computing Cholesky factors for hessians (M1 and macos-arm64).
Avoid attempts to allocate zero length arrays for one-dimensional problems.
Catch M1mac problems with inverting hessians.
New lpmvnorm
function for computing multivariate normal log-likelihoods for interval-censored observations.
New slpmvnorm
function for computing the corresponding score function for interval-censored observations.
New ldmvnorm
function for computing multivariate normal log-likelihoods for exact observations.
New sldmvnorm
function for computing the corresponding score function for exact observations.
New ldpmvnorm
function for computing multivariate normal log-likelihoods for a mix of exact and interval-censored observations.
New sldpmvnorm
function for computing the corresponding score function for a mix of exact and interval-censored observations.
New class ltMatrices
representing multiple lower triangular matrices, with some useful methods.
New package vignette lmvnorm_src
describing these new features.
pmvnorm
, qmvnorm
, pmvt
, and qmvt
gain a seed
argument.
Regression tests were improved.
Internal standardization is described better in the docs, suggested by Chris Wymant.
New NEWS
file, the old file containing information up to version 1.1-3 is available as NEWS.old
.
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.
Health stats visible at Monitor.