a2e9258195
Upstream changes: 2 February 2016: statmod 1.4.24 - speedup for rinvgauss() by replacing rchisq() with rnorm() and rbinom() with runif(). - speedup for qinvgauss() by using qgamma as starting approximation for very small right tail probabilities, and inverse chisq as starting approximation for very small left tail probabilities. - qinvgauss() now computes Newton step using log probabilities and a Taylor series expansion for small steps. This improves accuracy in extreme cases. The stopping criterion for the Newton iteration has been revised. - Bug fix to dinvgauss(), pinvgauss() and qinvgauss() which were not preserving attributes of the first argument. 30 December 2015: statmod 1.4.23 - qinvgauss() has been improved to return best achievable machine accuracy. It now checks for backtracking of the Newton iteration. - dinvgauss() and pinvgauss() now check for a wider range of special cases. This allows them to give valid results in some cases for infinite or missing parameter values and for x outside the support of the distribution. 26 October 2015: statmod 1.4.22 - Functions needed from the stats and graphics packages are now explicitly imported into the package NAMESPACE. |
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