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Subject: CVS commit: pkgsrc/math/R-statmod
From: Wen Heping
Date: 2016-04-09 10:36:34
Message id: 20160409083634.25148FBBA@cvs.NetBSD.org
Log Message:
Update to 1.4.24
Upstream changes:
2 February 2016: statmod 1.4.24
- speedup for rinvgauss() by replacing rchisq() with rnorm() and
rbinom() with runif().
- speedup for qinvgauss() by using qgamma as starting approximation
for very small right tail probabilities, and inverse chisq as
starting approximation for very small left tail probabilities.
- qinvgauss() now computes Newton step using log probabilities
and a Taylor series expansion for small steps. This improves
accuracy in extreme cases. The stopping criterion for the Newton
iteration has been revised.
- Bug fix to dinvgauss(), pinvgauss() and qinvgauss() which were not
preserving attributes of the first argument.
30 December 2015: statmod 1.4.23
- qinvgauss() has been improved to return best achievable machine
accuracy. It now checks for backtracking of the Newton iteration.
- dinvgauss() and pinvgauss() now check for a wider range of special
cases. This allows them to give valid results in some cases
for infinite or missing parameter values and for x outside the
support of the distribution.
26 October 2015: statmod 1.4.22
- Functions needed from the stats and graphics packages are now
explicitly imported into the package NAMESPACE.
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