NEWS | R Documentation |

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., forpmvnorm(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`

.