News (Changelog) for Package mnormt

Changes in mnormt version 2.1.1 (2022-09-26)

• When sadmvn, pmnorm, sadmvt, pmt are called with dimension larger than 20, the returned value is now NA, instead of a 0 with attr(,"status")="oversize".

• The NEWS file is now in Rd format.

Changes in mnormt version 2.1.0 (2022-06-07)

• Function dmtruncnorm is now based on Fortran coding of a Gibbs sampling, removing an incorrect dependence on package tmvnsim.

• Function plot_fxy is introduced.

• Now {d,p,r}mtruncnorm can be called with parameters which actually represent a univariate distribution.

• In recintab, biv.nt.prob is used instead of sadmvn when d=2.

Changes in mnormt version 2.0.2 (2020-08-31)

• R version requirement is reduced from 4.0.0 to 2.2.0.

Changes in mnormt version 2.0.1 (2020-06-24)

• Fixed a bug which effectively prevented using dmtruncnorm and dmtrunct with an argument x of vector type.

• Improvements in the documentation of recintab and mom2cum.

Changes in mnormt version 2.0.0 (2020-06-02)

• Support for the truncated versions of the multivariate normal and the t distributions is introduced.

• For the truncated normal distribution, functions recintab and mom2cum compute moments and cumulants.

• Function mom2cum can also be used for obtaining the cumulants of other distributions of which the moments are known.

• Evaluation of the normal and t distribution function in the trivariate case now uses specific Fortran code.

Changes in mnormt version 1.5-7 (2020-04-29)

• Improved R coding of sadmvn and sadmvt, with more extended use of biv.nt.prob.

• Fixed a bug of pmnorm affecting a peculiar input set.

• New function sample_Mardia_measures is introduced.

Changes in mnormt version 1.5-6 (2020-02-02)

• Fixed problem connected to use of 'unintialized' variable in Fortan 77 code, as claimed by valgrind.

• Replaced is.matrix(.) with code compliant with R 4.0.0

Changes in mnormt version 1.5-5 (2016-10-15)

• Fix a bug in rmt; this drops the earlier property that repeated calls with a larger n and reset set.seed(.) started with the shorter sequence.

Changes in mnormt version 1.5-4 (2016-03-08)

• Improved NAMESPACE and documentation.

• More flexible use of mean in {d,p,r}mnorm and in {d,p,r}mt.

• pd.solve transfers dimnames(x) to output.

Changes in mnormt version 1.5-3 (2015-05-25)

• rmt and rmnorm output with d=1 have now the same structure.

• improved checks on arguments supplied to dmnorm and dmt.

Changes in mnormt version 1.5-2 (2015-04-02)

• Introduced new argument sqrt of dmnorm and dmt.

• Limited check of the arguments is introduced (skipped for speed in earlier versions).

• Calls to rmt with a smaller/larger of n generate a sub/superset of values.

Changes in mnormt version 1.5-1 (2014-06-30)

• fixes a bug of parameter checking in dmnorm and dmt.

Changes in mnormt version 1.5-0 (2014-06-25)

• Improved coding of dmnorm and dmt functions, avoiding use of apply.

• Allow calling pmnorm and pmt with a matrix argument x.

Changes in mnormt version 1.4-7 (2013-12-04)

• .First.lib() removed on request from CRAN

• other minor fixes.

Changes in mnormt version 1.4-5 (2012-01-06)

• NAMESPACE introduced on request by the R Core Team.

Changes in mnormt version 1.4-3 (2011-05-03)

• fixed bug similar to the one of 1.4-2 in sadmvn and sadmvt.

Changes in mnormt version 1.4-2 (2011-04-28)

• fixed bug of biv.not.prob if some components had (lower=-Inf & upper=Inf).

Changes in mnormt version 1.4-1 (2011-04-06)

• Fixed inadequate documentation

• coding of dmnorm and dmt is straightened;

• log.det in pd.solve is returned only on request.

Changes in mnormt version 1.4-0 (2011-01-16)

• Function pd.solve is introduced

• argument mean can now be a matrix for {d,p}mnorm and {d,p}mt.

Changes in mnormt version 1.3-4 (2009-11-25)

• fixed a bug affecting the case d>2 & df=Inf.

Changes in mnormt version 1.3-3 (2009-03-21)

• removed check on the R version on request of the R Core team.

Changes in mnormt version 1.3-2 (2009-01-26)

• minor modification to Fortran 77 code to avoid GOTO jumps out of IF blocks.

Changes in mnormt version 1.3-0 (2008-06-12)

• evaluation of normal and t distribution functions in the bivariate case now uses specific Fortran code

• improved R coding.

Changes in mnormt version 1.2-1 (2007-03-16)

• some amendments in documentation.

Changes in mnormt version 1.2-0 (2006-10-26)

• fixed a bug in function rmt.

Changes in mnormt version 1.1-0 (2006-10-09)

• amedend Fortran 77 code of Alan Genz (subtroutine TRESTR).

Changes in mnormt version 1.0-1 (2006-04-26)

• fixed a bug of non-compliance to R programming standards.

Changes in mnormt version 1.0-0 (2006-01-23)

• first version uploaded on CRAN.

Initial mnormt version 0.0-1 (2005-11-26)

• built private version.