Movatterモバイル変換

NEWS file for themvtnorm package

Changes in Version 1.3-3 (2025-01-09)

Bugfixes

• Miwa(steps = 4097) are allowed in R, theC code assumedsteps <= 4096, nowsteps == 4097 is possible. Triggered byBDR's gcc-UBSAN check on package OptimalGoldstandardDesign.

Changes in Version 1.3-2 (2024-11-04)

Features

• Explain and illustrate that omitting data dimensions produces marginallog-likelihoods in Chapter 7.

• Add low-level functionality for reduced rank covariances in newChapter 8.

Bugfixes

• invcholD andDchol avoided very small diagonals;now they also avoid very large diagonals (such that inverting the resultdoesn't give too small diagonals).

• Fix partial argument matches, reported by KH.

Changes in Version 1.3-1 (2024-09-02)

Bugfixes

• Challenging numeric test of score function at ML estimatefailed on Mac M1.

Changes in Version 1.2-6 (2024-08-17)

Features

• Addlogdet() function for computing log-determinants fromlower triangular matrices.

• Speed upsolve(<ltMatrices>, ...).

Bugfixes

• Avoid unnecessary copying of large data objects.

• -1/2 -> -1 for det(C) in lmvnorm_src vignette; spotted by Kurt Hornik

• UseM\_PI.

Changes in Version 1.2-5 (2024-05-18)

Features

• Update theUsing mvtnorm package vignette and references therein.

• Speed upMult(<ltMatrices>, transpose = TRUE).

• Speed upldmvnorm().

• Add constructorsyMatrices() for multiple symmetricmatrices andas.syMatrices() for coercion fromltMatrices.

Bugfixes

• Fix segmentation fault or unnecessary error or warning + approximation foralgorithm = Miwa() orTVPACK(), in case dimensionreduction 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())

Changes in Version 1.2-4 (2023-11-27)

Bugfixes

• Remove empty print statement frommiwa.c

Changes in Version 1.2-3 (2023-08-17)

Features

• Allow to changernorm inrmvnorm, feature requestby Ralf Stubner.

Bugfixes

• Fix variable declarations intvpack.f as reported by Intelcompilers 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 arraysfor one-dimensional problems.

Documentation

• Catch M1mac problems with inverting hessians.

Changes in Version 1.2-0 (2023-06-02)

• Newlpmvnorm() function for computing multivariate normal log-likelihoods for interval-censored observations.

• Newslpmvnorm() function for computing the corresponding score function for interval-censored observations.

• Newldmvnorm() function for computing multivariate normal log-likelihoods for exact observations.

• Newsldmvnorm() function for computing the corresponding score function for exact observations.

• Newldpmvnorm() function for computing multivariate normal log-likelihoods for a mix of exact and interval-censored observations.

• Newsldpmvnorm() function for computing the corresponding score function for a mix of exact and interval-censored observations.

• New classltMatrices representing multiple lower triangular matrices, with some useful methods.

• New package vignettelmvnorm_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.

• NewNEWS file, the old file containing information up to version 1.1-3 is available asNEWS.old.