Challenging numeric test of score function at ML estimate failed on Mac M1.
Add logdet() function for computing log-determinants from
lower triangular matrices.
Speed up solve(<ltMatrices>, ...).
Avoid unnecessary copying of large data objects.
-1/2 -> -1 for det(C) in lmvnorm_src vignette; spotted by Kurt Hornik
Use M\_PI.
Update the Using mvtnorm package vignette and references therein.
Speed up Mult(<ltMatrices>, transpose = TRUE).
Speed up ldmvnorm().
Add constructor syMatrices() for multiple symmetric
matrices and as.syMatrices() for coercion from ltMatrices.
Fix segmentation fault or unnecessary error or warning + approximation for
algorithm = Miwa() or TVPACK(), in case dimension
reduction to one-dimensional is possible, e.g., for
pmvnorm(lower = rep(-Inf,3), upper = c(-1, Inf, Inf),
sigma = diag(3), algorithm = Miwa())
# or
pmvnorm(lower = c(-Inf,-Inf),
upper = c(- 1, Inf), sigma=diag(2), algorithm = TVPACK())
Remove empty print statement from miwa.c
Allow to change rnorm in rmvnorm, feature request
by Ralf Stubner.
Fix variable declarations in tvpack.f as reported by Intel
compilers icx/ipcx/ifx from oneAPI 2023.2.0 and oneMKL 2023.2.0, thanks to BDR
Fix overflow problem reported by ASAN.
Be even more careful inverting / computing Cholesky factors for hessians (M1 and macos-arm64).
Avoid attempts to allocate zero length arrays for one-dimensional problems.
Catch M1mac problems with inverting hessians.
New lpmvnorm() function for computing multivariate normal log-likelihoods for interval-censored observations.
New slpmvnorm() function for computing the corresponding score function for interval-censored observations.
New ldmvnorm() function for computing multivariate normal log-likelihoods for exact observations.
New sldmvnorm() function for computing the corresponding score function for exact observations.
New ldpmvnorm() function for computing multivariate normal log-likelihoods for a mix of exact and interval-censored observations.
New sldpmvnorm() function for computing the corresponding score function for a mix of exact and interval-censored observations.
New class ltMatrices representing multiple lower triangular matrices, with some useful methods.
New package vignette lmvnorm_src describing these new features.
pmvnorm(), qmvnorm(), pmvt(), and
qmvt() gain a seed argument.
Regression tests were improved.
Internal standardization is described better in the docs, suggested by Chris Wymant.
New NEWS file, the old file containing information up to version 1.1-3 is available as NEWS.old.