NEWS | R Documentation |
NEWS file for the mvtnorm package
Changes in Version 1.3-0 (2024-08-28)
Features
New (but still experimental) user interface for computing on multivariate normal distributions.
Explain
cond\_mvnorm
a bit better in the vignette.Add the possibility to compute log-likelihood and score functions for permutations of variables (function
deperma
) and explain the derivation of the gradient in the vignette.Add
chol
andinvchol
classes, mainly to avoid confusion.Make sure
logdet(standardize())
is finite, always.
Bugfixes
Names didn't propagate properly in several places.
Allow character subsets.
Changes in Version 1.2-6 (2024-08-17)
Features
Add
logdet()
function for computing log-determinants from lower triangular matrices.Speed up
solve(<ltMatrices>, ...)
.
Bugfixes
Avoid unnecessary copying of large data objects.
-1/2 -> -1 for det(C) in lmvnorm_src vignette; spotted by Kurt Hornik
Use
M\_PI
.
Changes in Version 1.2-5 (2024-05-18)
Features
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 andas.syMatrices()
for coercion fromltMatrices
.
Bugfixes
Fix segmentation fault or unnecessary error or warning + approximation for
algorithm = Miwa()
orTVPACK()
, in case dimension reduction to one-dimensional is possible, e.g., forpmvnorm(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())
Changes in Version 1.2-4 (2023-11-27)
Bugfixes
Remove empty print statement from
miwa.c
Changes in Version 1.2-3 (2023-08-17)
Features
Allow to change
rnorm
inrmvnorm
, feature request by Ralf Stubner.
Bugfixes
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
Changes in Version 1.2-2 (2023-06-07)
Bugfixes
Fix overflow problem reported by ASAN.
Documentation
Be even more careful inverting / computing Cholesky factors for hessians (M1 and macos-arm64).
Changes in Version 1.2-1 (2023-06-02)
Bugfixes
Avoid attempts to allocate zero length arrays for one-dimensional problems.
Documentation
Catch M1mac problems with inverting hessians.
Changes in Version 1.2-0 (2023-06-02)
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()
, andqmvt()
gain aseed
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 asNEWS.old
.