Version 2.3
Bug fixes
- rtnormnow checks arguments length and throw an error
rather than try to recycle mean and standard deviation vectors (issue
#6).
- rtnormrecycles arguments when- ltruncor- rtruncare length 1.
- *tmvtand- *tmvnormnow check that the
scale matrix- sigmais symmetric, positive-definite and
non-degenerate (issue #8) by default.
- rmvnormreturns 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 tinytestrather thantestthatfor unit tests.
- Since scrambling is disabled in randtoolbox(throwing
warning messages), the package now relies on theqrngpackage and the Owen scrambling method fromspacefillrpackage 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
functionspmvnormandpmvt; these now return a
warning (thanks to Elysée Aristide)
Version 2.2
Bug fixes
- ptmvnormand- ptmvtnow return 1 if all
points exceed the upper bounds (incorrectly returned zero in v2.1.2 and- NAin 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
- ptmvtnormand- ptmvtreturn 0 for points
outside the truncated region instead of- NA(thanks to
Adelchi Azzalini)
- Fixed a bug in rtmvtthat returned incorrect output
(tranposed mean vector)
Version 2.1
Bug fixes
- Cholesky decomposition with permutation now checks the arguments to
ensure lbless thanub, 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 randtoolboxpackage following its
reuploading on CRAN
Version 2.0
Bug fixes
- Throw error if NaNin bounds
- Handle univariate cases in mvrandtandmvrandn
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
(randtoolboxpackage unmaintained), but the sequence is not
scrambled
- Use nleqsolver to solve convex program (also check KKT
conditions).
Version 1.0