2020-06-24: 2.0.1
R version requirement is reduced from 4.0.0 to 2.2.0
2020-06-24: 2.0.1
fixed a bug which effectively prevented using dmtruncnorm and dmtrunct with
an argument 'x' of vector type; various improvements in the documentation of
recintab and mom2cum.
2020-06-02: 2.0.0
support for the truncated versions of the multivariate normal and the t
distributions is introduced; for the truncated normal distribution,
functions recintab and mom2cum allow computation of corresponding moments
and cumulants; the latter function can also be used for obtaining the
cumulants of other distributions of which the moments are known.
2020-04-29: 1.5-7
improved R coding of sadmvn and sadmvt, with increased use of biv.nt.prob;
fixed a bug of pmnorm affecting a peculiar input set; a new function is
introduced: sample_Mardia_measures.
MASTER_SITES is defined in math/R/Makefile.extension, which should be
included by all R packages. Therefore, MASTER_SITES should not be
define in a Makefile for an R package.
Functions are provided for computing the density and the distribution
function of multivariate normal and "t" random variables, and for
generating random vectors sampled from these distributions.
Probabilities are computed via non-Monte Carlo methods; different
routines are used in the case d=1, d=2, d>2, if d denotes the number
of dimensions.
