./math/R-mvtnorm, Computes the multivariate normal and t distribution

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Branch: CURRENT, Version: 1.0.5, Package name: R-mvtnorm-1.0.5, Maintainer: pkgsrc-users

Computes multivariate normal and t probabilities, quantiles, random
deviates and densities.


Required to run:
[lang/g95] [math/R]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2016-04-13 16:23:29 by Wen Heping | Files touched by this commit (2) | Package updated
Log message:
Update to 1.0.5

Upstream changes:
Changes in version 1.0-5 (2016-02-02)

  o  improvements in quantile estimation

Changes in version 1.0-4 (2016-01-19)

  o  a new algorithm for quantile estimation, again. Quantiles are
     now computed by a stochastic root finding algorithm. Note
     that f.quantile in the output of qmv{t,norm} is now (again)
     the squared difference between the cdf evaluated at the
     quantile and the level. The \code{interval} argument to the
     quantile functions is used as a starting value for the
     root finder when available.

  o  clean-ups in C and R code and documentation

Changes in version 1.0-3 (2015-07-21)

  o  new algorithm for quantile estimation. Quantiles are
     now computed by minimising the squared distance between the
     distribution function and the probability whereas previous versions
     used uniroot(). The procedure is now performed multiple times with
     difference random seeds in order to stabilise the results. The
     \code{interval} argument to the quantile functions is IGNORED now.
   2015-11-04 00:33:46 by Alistair G. Crooks | Files touched by this commit (262)
Log message:
Add SHA512 digests for distfiles for math category

Problems found locating distfiles:
	Package dfftpack: missing distfile dfftpack-20001209.tar.gz
	Package eispack: missing distfile eispack-20001130.tar.gz
	Package fftpack: missing distfile fftpack-20001130.tar.gz
	Package linpack: missing distfile linpack-20010510.tar.gz
	Package minpack: missing distfile minpack-20001130.tar.gz
	Package odepack: missing distfile odepack-20001130.tar.gz
	Package py-networkx: missing distfile networkx-1.10.tar.gz
	Package py-sympy: missing distfile sympy-0.7.6.1.tar.gz
	Package quadpack: missing distfile quadpack-20001130.tar.gz

Otherwise, existing SHA1 digests verified and found to be the same on
the machine holding the existing distfiles (morden).  All existing
SHA1 digests retained for now as an audit trail.
   2015-05-31 13:57:03 by Wen Heping | Files touched by this commit (2) | Package updated
Log message:
Update to 1.0.2

Upstream changes:
Changes in version 1.0-2 (2014-12-16)

  o  start providing C interfaces to the underlying algorithms.
     mvtnorm_C_mvtdst() directly calls Alan's FORTRAN code and
     can be used in other packages via LinkingTo. See
     mvtnorm/inst/C_API_Example for an example very much inspired
     by the example provided in package xts.

  o  provide .C interfaces to the FORTRAN routines and allow switching
     on/off of R' RNG.

Changes in version 1.0-1 (2014-11-11)

  o  replace internal MVCHNV FORTRAN FUNCTION with
     R's sqrt(qchisq(p, n, FALSE, FALSE). This fixes a
     problem where NaN was returned as reported by
     David Charles Airey <airey_david_charles_at_lilly.com>

Changes in version 1.0-0 (2014-07-08)

  o  After 14 years, we now feel safe enough to publish mvtnorm 1.0-0.
     Many packages depend, import, or suggest mvtnorm, so this version
     change also indicates that the package is now stable and, to a very
     large extent, the API is frozen. We will of course continue to fix
     bugs or other problems but new features are unlikely to go into this
     package.

  o  use Authors@R in DESCRIPTION

  o  switch to standard NEWS format
   2012-04-15 17:33:38 by Brook Milligan | Files touched by this commit (3) | Package updated
Log message:
Update to mvtnorm v0.9-9992, add LICENSE and regularize package files.
   2011-12-19 23:27:05 by Mark Davies | Files touched by this commit (7)
Log message:
s/fortran77/fortran/  - use same fortran as R itself.
No PKGREVISION bump as either this is unchanged or didn't previously build
   2010-07-30 12:36:34 by Aleksej Saushev | Files touched by this commit (51)
Log message:
"fortran" -> "fortran77" except where it is clear that it \ 
isn't F77.
"fortran" is alias of "fortran77" for now, but it will \ 
change later.
   2009-12-11 20:36:55 by Adam Ciarcinski | Files touched by this commit (2) | Package updated
Log message:
Update to the latest version of the module along with R update
   2009-12-03 14:06:56 by Aleksej Saushev | Files touched by this commit (48)
Log message:
Follow f2c/libf2c split: bump revision of all packages
that list Fortran in used languages.