./math/R-mnormt, Multivariate normal and t distributions

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Branch: CURRENT, Version: 2.1.1, Package name: R-mnormt-2.1.1, Maintainer: pkgsrc-users

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 non-Monte Carlo methods; different
routines are used in the case d=1, d=2, d>2, if d denotes the number
of dimensions.

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Version history: (Expand)

CVS history: (Expand)


   2023-06-11 02:26:21 by Makoto Fujiwara | Files touched by this commit (2) 
Log message:
(math/R-mnormt) Updated 2.0.2 to 2.1.1

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'.
   2021-10-26 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 double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458) 
Log message:
math: Remove SHA1 hashes for distfiles
   2021-09-18 03:59:16 by Makoto Fujiwara | Files touched by this commit (2) 
Log message:
(math/R-mnormt) Updated from 1.5.6 to 2.0.2

2020-06-24: 2.0.1
  R version requirement is reduced from 4.0.0 to 2.2.0

2020-06-24: 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.

2020-06-02: 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.

2020-04-29: 1.5-7
  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.
   2020-08-09 18:42:15 by Brook Milligan | Files touched by this commit (1) 
Log message:
math/R-mnormt: 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.
   2020-08-07 04:43:01 by Brook Milligan | Files touched by this commit (3) 
Log message:
math/R-mnormt: import R-mnormt-1.5.6

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 non-Monte Carlo methods; different
routines are used in the case d=1, d=2, d>2, if d denotes the number
of dimensions.