2024-11-12 15:35:29 by Makoto Fujiwara | Files touched by this commit (2) |
Log message: (math/R-mvtnorm) Updated 1.3.1 to 1.3.2 Changes in Version 1.3-2 (2024-11-04): Features: * Explain and illustrate that omitting data dimensions produces marginal log-likelihoods in Chapter 7. * Add low-level functionality for reduced rank covariances in new Chapter 8. Bugfixes: * 'invcholD' and 'Dchol' avoided very small diagonals; now they also avoid very large diagonals (such that inverting the result doesn't give too small diagonals). * Fix partial argument matches, reported by KH. |
2024-11-06 14:05:02 by Makoto Fujiwara | Files touched by this commit (2) |
Log message: (math/R-mvtnorm) Updated 1.2.5 to 1.3.1 Changes in Version 1.3-1 (2024-09-02): Bugfixes: * Challenging numeric test of score function at ML estimate failed on Mac M1. Changes in Version 1.2-6 (2024-08-17): Features: * Add 'logdet()' function for computing log-determinants from lower triangular matrices. * Speed up 'solve(<ltMatrices>, ...)'. Bugfixes: * Avoid unnecessary copying of large data objects. * -1/2 -> -1 for det(C) in lmvnorm_src vignette; spotted by Kurt Hornik * Use 'M\_PI'. |
2024-06-08 16:49:19 by Makoto Fujiwara | Files touched by this commit (2) |
Log message: (math/R-mvtnorm) Updated 1.2.4 to 1.2.5 R CMD Rdconv -t txt mvtnorm/inst/NEWS.Rd NEWS file for the 'mvtnorm' package Changes in Version 1.2-5 (2024-05-18): Features: * Update the 'Using mvtnorm' package vignette and references therein. * Speed up 'Mult(<ltMatrices>, transpose = TRUE)'. * Speed up 'ldmvnorm()'. * Add constructor 'syMatrices' for multiple symmetric matrices and 'as.syMatrices' for coercion from 'ltMatrices'. Bugfixes: * Fix segmentation fault or unnecessary error or warning + approximation for 'algorithm = Miwa()' or 'TVPACK()', in case dimension reduction to one-dimensional is possible, e.g., for pmvnorm(lower = rep(-Inf,3), upper = c(-1, Inf, Inf), sigma = diag(3), algorithm = Miwa()) # or pmvnorm(lower = c(-Inf,-Inf), upper = c(- 1, Inf), sigma=diag(2), algorithm = TVPACK()) |
2024-02-03 12:13:21 by Makoto Fujiwara | Files touched by this commit (2) |
Log message: (math/R-mvtnorm) Udated 1.2.2 to 1.2.4 Changes in Version 1.2-4 (2023-11-27): Bugfixes: * Remove empty print statement from 'miwa.c' Changes in Version 1.2-3 (2023-08-17): Features: * Allow to change 'rnorm' in 'rmvnorm', feature request by Ralf Stubner. Bugfixes: * Fix variable declarations in 'tvpack.f' as reported by Intel compilers icx/ipcx/ifx from oneAPI 2023.2.0 and oneMKL 2023.2.0, thanks to BDR |
2023-06-11 05:47:33 by Makoto Fujiwara | Files touched by this commit (2) |
Log message: (math/R-mvtnorm) Updated 1.3.1 to 1.2.2 Changes in Version 1.2-2 (2023-06-05): Bugfixes: * Fix overflow problem reported by ASAN. Documentation: * Be even more careful inverting / computing Cholesky factors for hessians (M1 and macos-arm64). Changes in Version 1.2-1 (2023-06-02): Bugfixes: * Avoid attempts to allocate zero length arrays for one-dimensional problems. Documentation: * Catch M1mac problems with inverting hessians. Changes in Version 1.2-0 (2023-06-02): * New 'lpmvnorm' function for computing multivariate normal log-likelihoods for interval-censored observations. * New 'slpmvnorm' function for computing the corresponding score function for interval-censored observations. * New 'ldmvnorm' function for computing multivariate normal log-likelihoods for exact observations. * New 'sldmvnorm' function for computing the corresponding score function for exact observations. * New 'ldpmvnorm' function for computing multivariate normal log-likelihoods for a mix of exact and interval-censored observations. * New 'sldpmvnorm' function for computing the corresponding score function for a mix of exact and interval-censored observations. * New class 'ltMatrices' representing multiple lower triangular matrices, with some useful methods. * New package vignette 'lmvnorm_src' describing these new features. * 'pmvnorm', 'qmvnorm', 'pmvt', and 'qmvt' gain a 'seed' argument. * Regression tests were improved. * Internal standardization is described better in the docs, suggested by Chris Wymant. * New 'NEWS' file, the old file containing information up to version 1.1-3 is available as 'NEWS.old'. |
2022-05-22 14:35:27 by Makoto Fujiwara | Files touched by this commit (2) |
Log message: (math/R-mvtnorm) Updated 1.1.2 to 1.1.3 (test passes) (from: inst/NEWS) Changes in version 1.1-3 (2021-10-05) o fix diffs reported on M1mac |
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 |