2025-02-15 05:40:08 by Makoto Fujiwara | Files touched by this commit (2) |
Log message:
(math/R-mvtnorm) Updated 1.3.2 to 1.3.3
Changes in Version 1.3-3 (2025-01-09):
Bugfixes:
Miwa(steps = 4097) are allowed in R, the C code assumed
steps <= 4096, now steps == 4097 is possible.
Triggered by BDR's gcc-UBSAN check on package
OptimalGoldstandardDesign.
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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.
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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'.
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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())
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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
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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'.
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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
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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
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2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458) |
Log message:
math: Remove SHA1 hashes for distfiles
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2021-09-14 09:59:13 by Jonathan Perkin | Files touched by this commit (1) |
Log message:
R-mvtnorm: gfortran.mk should not be directly included.
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