NEWS	R Documentation

NEWS file for the mvtnorm package

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

Changes in Version 1.2-2 (2023-06-07)

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.