pkgsrc/math/R-mvtnorm
wen d08782c7fa Update to 1.0.5
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.
2016-04-13 14:23:29 +00:00
..
DESCR Update to mvtnorm v0.9-9992, add LICENSE and regularize package files. 2012-04-15 15:33:38 +00:00
distinfo Update to 1.0.5 2016-04-13 14:23:29 +00:00
Makefile Update to 1.0.5 2016-04-13 14:23:29 +00:00