CHANGES
# $Id: CHANGES,v 1.30 2004/06/03 07:04:03 hothorn Exp $
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 <jerome@hivnet.ubc.ca>
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!)