Upstream changes:
Changes in version 1.0-8 (2018-05-31)
o pmvt(..., sigma = ) was ignored in the univariate case
(reported by Alec Stephenson)
o documentation updates
Changes in version 1.0-7 (2018-01-25)
o pmvt(..., df = ) is scalar only
Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES. Consequently, it is redundant for the individual
packages to do the same. Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
Upstream changes:
Changes in version 1.0-5 (2016-02-02)
o improvements in quantile estimation
Changes in version 1.0-4 (2016-01-19)
o a new algorithm for quantile estimation, again. Quantiles are
now computed by a stochastic root finding algorithm. Note
that f.quantile in the output of qmv{t,norm} is now (again)
the squared difference between the cdf evaluated at the
quantile and the level. The \code{interval} argument to the
quantile functions is used as a starting value for the
root finder when available.
o clean-ups in C and R code and documentation
Changes in version 1.0-3 (2015-07-21)
o new algorithm for quantile estimation. Quantiles are
now computed by minimising the squared distance between the
distribution function and the probability whereas previous versions
used uniroot(). The procedure is now performed multiple times with
difference random seeds in order to stabilise the results. The
\code{interval} argument to the quantile functions is IGNORED now.
Upstream changes:
Changes in version 1.0-2 (2014-12-16)
o start providing C interfaces to the underlying algorithms.
mvtnorm_C_mvtdst() directly calls Alan's FORTRAN code and
can be used in other packages via LinkingTo. See
mvtnorm/inst/C_API_Example for an example very much inspired
by the example provided in package xts.
o provide .C interfaces to the FORTRAN routines and allow switching
on/off of R' RNG.
Changes in version 1.0-1 (2014-11-11)
o replace internal MVCHNV FORTRAN FUNCTION with
R's sqrt(qchisq(p, n, FALSE, FALSE). This fixes a
problem where NaN was returned as reported by
David Charles Airey <airey_david_charles_at_lilly.com>
Changes in version 1.0-0 (2014-07-08)
o After 14 years, we now feel safe enough to publish mvtnorm 1.0-0.
Many packages depend, import, or suggest mvtnorm, so this version
change also indicates that the package is now stable and, to a very
large extent, the API is frozen. We will of course continue to fix
bugs or other problems but new features are unlikely to go into this
package.
o use Authors@R in DESCRIPTION
o switch to standard NEWS format
