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math/Rmnormt,
Multivariate normal and t distributions
Branch: CURRENT,
Version: 2.1.1,
Package name: Rmnormt2.1.1,
Maintainer: pkgsrcusersFunctions are provided for computing the density and the distribution
function of multivariate normal and "t" random variables, and for
generating random vectors sampled from these distributions.
Probabilities are computed via nonMonte Carlo methods; different
routines are used in the case d=1, d=2, d>2, if d denotes the number
of dimensions.
Master sites: (Expand)
Version history: (Expand)
 (20230611) Updated to version: Rmnormt2.1.1
 (20210918) Updated to version: Rmnormt2.0.2
 (20200807) Package added to pkgsrc.se, version Rmnormt1.5.6 (created)
CVS history: (Expand)
20230611 02:26:21 by Makoto Fujiwara  Files touched by this commit (2) 
Log message:
(math/Rmnormt) Updated 2.0.2 to 2.1.1
Changes in mnormt version 2.1.1 (20220926):
* 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 (20220607):
* 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'.

20211026 12:56:13 by Nia Alarie  Files touched by this commit (458) 
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums
All checksums have been doublechecked against existing RMD160 and
SHA512 hashes

20211007 16:28:36 by Nia Alarie  Files touched by this commit (458) 
Log message:
math: Remove SHA1 hashes for distfiles

20210918 03:59:16 by Makoto Fujiwara  Files touched by this commit (2) 
Log message:
(math/Rmnormt) Updated from 1.5.6 to 2.0.2
20200624: 2.0.1
R version requirement is reduced from 4.0.0 to 2.2.0
20200624: 2.0.1
fixed a bug which effectively prevented using dmtruncnorm and dmtrunct with
an argument 'x' of vector type; various improvements in the documentation of
recintab and mom2cum.
20200602: 2.0.0
support for the truncated versions of the multivariate normal and the t
distributions is introduced; for the truncated normal distribution,
functions recintab and mom2cum allow computation of corresponding moments
and cumulants; the latter function can also be used for obtaining the
cumulants of other distributions of which the moments are known.
20200429: 1.57
improved R coding of sadmvn and sadmvt, with increased use of biv.nt.prob;
fixed a bug of pmnorm affecting a peculiar input set; a new function is
introduced: sample_Mardia_measures.

20200809 18:42:15 by Brook Milligan  Files touched by this commit (1) 
Log message:
math/Rmnormt: remove MASTER_SITES
MASTER_SITES is defined in math/R/Makefile.extension, which should be
included by all R packages. Therefore, MASTER_SITES should not be
define in a Makefile for an R package.

20200807 04:43:01 by Brook Milligan  Files touched by this commit (3) 
Log message:
math/Rmnormt: import Rmnormt1.5.6
Functions are provided for computing the density and the distribution
function of multivariate normal and "t" random variables, and for
generating random vectors sampled from these distributions.
Probabilities are computed via nonMonte Carlo methods; different
routines are used in the case d=1, d=2, d>2, if d denotes the number
of dimensions.
