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

[ CVSweb ] [ Homepage ] [ RSS ] [ Required by ] [ Add to tracker ]


Branch: CURRENT, Version: 1.3.2, Package name: R-mvtnorm-1.3.2, Maintainer: pkgsrc-users

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


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

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   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