# $Id: CHANGES 200 2009-10-27 08:40:10Z thothorn $ 0.9-8 (27.10.2009) add citation entry 0.9-7 (22.05.2009) make sure `error' is not NA 0.9-6 (25.03.2009) update Alan's FORTRAN code 0.9-5 (17.03.2009) fix FORTRAN bug spotted by Alex Lenkoski 0.9-3 (22.12.2008) update meta data 0.9-2 (08.07.2008) be a little more liberal (tol = sqrt(.Machine$double.eps)) when testing for symmetry of covariance matrices (and make R CMD CHECK monomvn happy again) 0.9-1 (02.07.2008) better check for covariance matrices, suggested by James Rogers 0.9-0 (1.04.2008) add support for the multivariate normal distributions in small dimensions by Miwa's method thanks to Tetsuhisa Miwa and Xuefei Mi; both have been added as `authors'. new argument `algorithm' defaulting to `GenzBretz()' with `Miwa()' being the alternative. Those two functions are now used to specify hyper parameters such as `abseps'. internal function `mvt' is no longer exported. 0.8-3 make sure rmvnorm(1, sigma = matrix(0.5, 1, 1)) works (reported by Kurt Hornik) 0.8-2 (10.02.2008) rmvnorm() now issues a warning for non-symmetric sigma and uses the eigenvalue decomposition as default. make gfortran 4.3 happy 0.8-1 (24.07.2007) Orion Poplawski spotted a meaningless check in the regression tests 0.8-0 (23.07.2007) upgrade to 7/7 version of MVTDST (includes better support for dimensions > 100). Thanks to Karen Conneely for motivating the update and for checking the new version. rmvnorm() now can also use a Cholesky decomposition to compute the root of sigma (thanks to Fabian Scheipl) 0.7-5 (15.09.2006) fix problem reported by valgrind 0.7-4 (08.09.2006) add long requested `dmvt' call RNG functions only one time make sure unifrnd is double precision 0.7-3 (23.08.2006) make sure pmvnorm(lo=c(-Inf,-Inf), up=c(Inf,Inf), mean=c(0,0) == 0 0.7-2 (29.08.2005) make gfortran happy (a warning about unused variable NF remains) 0.7-1 (18.11.2004) use #!/bin/sh 0.7-0 (14.10.2004) a coding session with Frank produced `qmv{t,norm}'. try to check if the support specified by `lower' and `upper' is empty (problem spotted by Peter Thomson ) Alan's fix prevents negative values to be returned. some cosmetics 0.6-8 (03.06.2004) EXIT statements are not supported by `f2c', Alan added GOTO statements to `MVCHNC' 0.6-7 (27.05.2004) Alan's fix to MVCHNC solves problems with large degree of freedom 0.6-6 (22.01.2004) `La.eigen' is deprecated and `eigen' replaces it in R-1.9.0 0.6-5 (14.11.2003) check if covariance matrix is pd in rmvnorm (by Fritz Leisch) 0.6-4 (06.10.2003) use new base function `cov2cor' 0.6-3 (21.07.2003) Alans changes were restricted to N <= 100, now N <= 1000 are possible again 0.6-2 (25.06.2003) Alan's recent changes to `mvt.f' make `g77 -pedantic -Wall' happy 0.6-1 (18.06.2003) pmvt(..., df = 0, ...) will return normal probabilities for both the univariate and multvariate problem 0.6-0 (17.06.2003) Fortran code in `mvt.f' updated to recent version by Alan and Frank. This fixes problems with `pmvt' and large degrees of freedom. 0.5-15 (16.06.2003) a note on one-sided probabilities in `pmvt' correlation matrices in cats example a little bit nicer 0.5-14 (06.05.2003) the package owns a vignette based on the paper in RNews 1(2) 0.5-12 (08.05.2003) allow df=0 for pmvt 0.5-11 (29.04.2003) package npmc trys to use 'mvt' which is internal: export it anyway 0.5-10 (23.04.2003) mvtnorm is now in a NAMESPACE 0.5-9 (13.02.2003) log argument added to dmvnorm, thanks to Jerome Asselin 0.5-8 (21.01.2003) fixed bugreport PR#2478: sigma for univariate probabilities 0.5-7 (27.11.2002) use R's random number generator in the FORTRAN code: set.seed has now has the desired impact. 0.5-6 (07.10.2002) rmvt added 0.5-5 (03.07.2002) use .Fortran(..., PACKAGE="mvtnorm") 0.5-4 (09.04.2002) correlation matrices for sigma with unequal variances incorrectly computed, added `sig2corr' for that propose, tol argument removed, fix by Alan to mvt.f 0.5-2 (22.03.2002) Frank added `tol' argument to MVTDST, now in mvtnorm 0.5-1 (24.01.2002) pmvt(0,1) works now 0.5-0 (10.12.2001) release for R-1.4.0 0.4-4 (06.12.2001) bugfix 0.4-3 (05.12.2001) the length of lower, upper and mean (delta) is now recycled to the length of the largest, i.e. it is possible to say pmvnorm(lower=-Inf, upper=1, mean=rep(1,10), corr=diag(10)) 0.4-2 (04.12.2001) several typos, man-pages improved 0.4-1 (04.12.2001) interface changed: sigma (covariance matrix) can be specified as well {rd}mvnorm added from package e1071 (thanks to Fritz!)