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mvtnorm 0.9-92-1
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# $Id: CHANGES 208 2010-07-06 14:24:11Z thothorn $

        0.9-92 (06.07.2010)

        update to new mvtdstpack.f (7/10) by Alan. Fixes
        potential bias problem in higher dimension.

        0.9-91 (13.04.2010)

        better search interval for uniroot in qmv{t,norm} speeds up
        quantile estimation; suggestion by Björn Bornkamp 
        <bornkamp@statistik.tu-dortmund.de>

        0.9-9 (27.01.2010)

        document ... in pmvt.Rd

        0.9-8 (27.10.2009)

        add citation entry

        0.9-7 (22.05.2009)

        make sure `error' is not NA

        0.9-6 (25.03.2009)

        update Alan's FORTRAN code

        0.9-5 (17.03.2009)

        fix FORTRAN bug spotted by Alex Lenkoski
        <lenkoski@stat.washington.edu>

	0.9-3 (22.12.2008)

	update meta data

	0.9-2 (08.07.2008)

        be a little more liberal (tol = sqrt(.Machine$double.eps))
        when testing for symmetry of covariance matrices
        (and make R CMD CHECK monomvn happy again)


	0.9-1 (02.07.2008)

        better check for covariance matrices, suggested by 
        James Rogers  <James.A.Rogers@pfizer.com>


	0.9-0 (1.04.2008)

	add support for the multivariate normal distributions in small
        dimensions by Miwa's method thanks to Tetsuhisa Miwa and Xuefei Mi;
        both have been added as `authors'.

        new argument `algorithm' defaulting to `GenzBretz()' with 
        `Miwa()' being the alternative. Those two functions are now used
        to specify hyper parameters such as `abseps'.

        internal function `mvt' is no longer exported.

	0.8-3

        make sure rmvnorm(1, sigma = matrix(0.5, 1, 1)) works
        (reported by Kurt Hornik)

	0.8-2 (10.02.2008)

	rmvnorm() now issues a warning for non-symmetric sigma and uses 
        the eigenvalue decomposition as default. 

        make gfortran 4.3 happy


	0.8-1 (24.07.2007)

        Orion Poplawski <orion@cora.nwra.com> spotted a meaningless check in
        the regression tests


	0.8-0 (23.07.2007)

	upgrade to 7/7 version of MVTDST (includes better support for
        dimensions > 100). Thanks to Karen Conneely <conneely@umich.edu>
        for motivating the update and for checking the new version.

	rmvnorm() now can also use a Cholesky decomposition to compute
        the root of sigma (thanks to Fabian Scheipl)


	0.7-5 (15.09.2006)

        fix problem reported by valgrind

	0.7-4 (08.09.2006)

        add long requested `dmvt'
        call RNG functions only one time
        make sure unifrnd is double precision

	0.7-3 (23.08.2006)

        make sure pmvnorm(lo=c(-Inf,-Inf), up=c(Inf,Inf), mean=c(0,0) == 0

	0.7-2 (29.08.2005)

        make gfortran happy (a warning about unused variable NF remains)

	0.7-1 (18.11.2004)

	use #!/bin/sh 

	0.7-0 (14.10.2004)

	a coding session with Frank produced `qmv{t,norm}'.
        try to check if the support specified by `lower' and `upper' is
        empty (problem spotted by Peter Thomson <peter@statsresearch.co.nz>)
	Alan's fix prevents negative values to be returned.

	some cosmetics

	0.6-8 (03.06.2004)

	EXIT statements are not supported by `f2c', Alan added GOTO
        statements to `MVCHNC' 

	0.6-7 (27.05.2004)

	Alan's fix to MVCHNC solves problems with large degree of freedom

	0.6-6 (22.01.2004)

	`La.eigen' is deprecated and `eigen' replaces it in R-1.9.0

	0.6-5 (14.11.2003)

	check if covariance matrix is pd in rmvnorm (by Fritz Leisch)

	0.6-4 (06.10.2003)

	use new base function `cov2cor'

	0.6-3 (21.07.2003)

	Alans changes were restricted to N <= 100, now N <= 1000
        are possible again

	0.6-2 (25.06.2003)

	Alan's recent changes to `mvt.f' make `g77 -pedantic -Wall'
	happy

	0.6-1 (18.06.2003)

	pmvt(..., df = 0, ...) will return normal probabilities for both
        the univariate and multvariate problem

	0.6-0 (17.06.2003)

	Fortran code in `mvt.f' updated to recent version by Alan and Frank.
        This fixes problems with `pmvt' and large degrees of freedom.

	0.5-15 (16.06.2003)

	a note on one-sided probabilities in `pmvt'
	correlation matrices in cats example a little bit nicer 	

	0.5-14 (06.05.2003)

	the package owns a vignette based on the paper in RNews 1(2)

	0.5-12 (08.05.2003)

	allow df=0 for pmvt

	0.5-11 (29.04.2003)
	
	package npmc trys to use 'mvt' which is internal: export it anyway

	0.5-10 (23.04.2003)

	mvtnorm is now in a NAMESPACE

	0.5-9 (13.02.2003)

	log argument added to dmvnorm, thanks to 
        Jerome Asselin <jerome@hivnet.ubc.ca>

	0.5-8 (21.01.2003)

	fixed bugreport PR#2478: sigma for univariate probabilities

	0.5-7 (27.11.2002)

	use R's random number generator in the FORTRAN code:
	set.seed has now has the desired impact.

	0.5-6 (07.10.2002)

	rmvt added

	0.5-5 (03.07.2002)

	use .Fortran(..., PACKAGE="mvtnorm")

	0.5-4 (09.04.2002)

	correlation matrices for sigma with unequal variances incorrectly
	computed, added `sig2corr' for that propose, tol argument removed,
	fix by Alan to mvt.f

	0.5-2 (22.03.2002)

	Frank added `tol' argument to MVTDST, now in mvtnorm

	0.5-1 (24.01.2002)

	pmvt(0,1) works now

	0.5-0 (10.12.2001)

	release for R-1.4.0

	0.4-4 (06.12.2001)

	bugfix

	0.4-3 (05.12.2001)

	the length of lower, upper and mean (delta) is now recycled to the
	length of the largest, i.e. it is possible to say
	pmvnorm(lower=-Inf, upper=1, mean=rep(1,10), corr=diag(10))

	0.4-2 (04.12.2001)

	several typos, man-pages improved

	0.4-1 (04.12.2001)

	interface changed: sigma (covariance matrix) can be specified as
                           well
	{rd}mvnorm added from package e1071 (thanks to Fritz!)