Version 2.3
Bug fixes
rtnorm now checks arguments length and throw an error
rather than try to recycle mean and standard deviation vectors (issue
#6).
rtnorm recycles arguments when ltrunc or
rtrunc are length 1.
*tmvt and *tmvnorm now check that the
scale matrix sigma is symmetric, positive-definite and
non-degenerate (issue #8) by default.
rmvnorm returns a vector rather than an 1 by n matrix
for the unidimensional setting.
- Degrees of freedom larger than 350 are not treated as infinite, as
the code suffers from overflow and returns missing values
otherwise.
Changes
- The package uses
tinytest rather than
testthat for unit tests.
- Since scrambling is disabled in
randtoolbox (throwing
warning messages), the package now relies on the qrng
package and the Owen scrambling method from spacefillr
package for quasi Monte Carlo.
- Added alias in package documentation, as requested by Kurt
Hornik.
Version 2.2.2
Bug fixes
- Remove ghost argument
log (never implemented) from
functions pmvnorm and pmvt; these now return a
warning (thanks to Elysée Aristide)
Version 2.2
Bug fixes
ptmvnorm and ptmvt now return 1 if all
points exceed the upper bounds (incorrectly returned zero in v2.1.2 and
NA in previous versions) (thanks to Adelchi Azzalini).
- Probability estimates now capped at 0/1 in ptmvt/ptmvnorm.
- Check for solution to saddlepoint problem; the code now considers
convex constrained optimization program for normal samples (QMC or
MC).
Changes
- No more warning for univariate Student distribution function
evaluation.
- Unit testing for wrappers.
Version 2.1.2
Bug fixes
ptmvtnorm and ptmvt return 0 for points
outside the truncated region instead of NA (thanks to
Adelchi Azzalini)
- Fixed a bug in
rtmvt that returned incorrect output
(tranposed mean vector)
Version 2.1
Bug fixes
- Cholesky decomposition with permutation now checks the arguments to
ensure
lb less than ub, to avoid segfault
errors. In case of degenerate bounds, the conditional distribution is
used with fixed components for the degenerate variables (issue #2)
Changes
- Moved back probit example in documentation
- Change back to
randtoolbox package following its
reuploading on CRAN
Version 2.0
Bug fixes
- Throw error if
NaN in bounds
- Handle univariate cases in
mvrandt and
mvrandn
Changes
- Can specify mean vector directly in the functions
- Functions for multivariate Student simulation ported from
Matlab
- Change to the interface
- Many functions now internal (documented)
- Cholesky matrix permutation (GGB and GE reordering now
supported)
- Selected code rewritten in Rcpp
- New vignette
- Removed random seed
- Change to qrng package for QRN generation of the Sobol sequence
(
randtoolbox package unmaintained), but the sequence is not
scrambled
- Use
nleq solver to solve convex program (also check KKT
conditions).
Version 1.0