Version 2.3
Bug fixes
rtnorm
now checks arguments length and throw an error
rather than try to recycle mean and standard deviation vectors (issue
#6).
rtnorm
recycles arguments when ltrunc
or
rtrunc
are length 1.
*tmvt
and *tmvnorm
now check that the
scale matrix sigma
is symmetric, positive-definite and
non-degenerate (issue #8) by default.
rmvnorm
returns a vector rather than an 1 by n matrix
for the unidimensional setting.
- Degrees of freedom larger than 350 are not treated as infinite, as
the code suffers from overflow and returns missing values
otherwise.
Changes
- The package uses
tinytest
rather than
testthat
for unit tests.
- Since scrambling is disabled in
randtoolbox
(throwing
warning messages), the package now relies on the qrng
package and the Owen scrambling method from spacefillr
package for quasi Monte Carlo.
- Added alias in package documentation, as requested by Kurt
Hornik.
Version 2.2.2
Bug fixes
- Remove ghost argument
log
(never implemented) from
functions pmvnorm
and pmvt
; these now return a
warning (thanks to Elysée Aristide)
Version 2.2
Bug fixes
ptmvnorm
and ptmvt
now return 1 if all
points exceed the upper bounds (incorrectly returned zero in v2.1.2 and
NA
in previous versions) (thanks to Adelchi Azzalini).
- Probability estimates now capped at 0/1 in ptmvt/ptmvnorm.
- Check for solution to saddlepoint problem; the code now considers
convex constrained optimization program for normal samples (QMC or
MC).
Changes
- No more warning for univariate Student distribution function
evaluation.
- Unit testing for wrappers.
Version 2.1.2
Bug fixes
ptmvtnorm
and ptmvt
return 0 for points
outside the truncated region instead of NA
(thanks to
Adelchi Azzalini)
- Fixed a bug in
rtmvt
that returned incorrect output
(tranposed mean vector)
Version 2.1
Bug fixes
- Cholesky decomposition with permutation now checks the arguments to
ensure
lb
less than ub
, to avoid segfault
errors. In case of degenerate bounds, the conditional distribution is
used with fixed components for the degenerate variables (issue #2)
Changes
- Moved back probit example in documentation
- Change back to
randtoolbox
package following its
reuploading on CRAN
Version 2.0
Bug fixes
- Throw error if
NaN
in bounds
- Handle univariate cases in
mvrandt
and
mvrandn
Changes
- Can specify mean vector directly in the functions
- Functions for multivariate Student simulation ported from
Matlab
- Change to the interface
- Many functions now internal (documented)
- Cholesky matrix permutation (GGB and GE reordering now
supported)
- Selected code rewritten in Rcpp
- New vignette
- Removed random seed
- Change to qrng package for QRN generation of the Sobol sequence
(
randtoolbox
package unmaintained), but the sequence is not
scrambled
- Use
nleq
solver to solve convex program (also check KKT
conditions).
Version 1.0