NEWS | R Documentation |

## NEWS file for the mvtnorm package

### Changes in Version 1.3-1 (2024-09-02)

#### Bugfixes

Challenging numeric test of score function at ML estimate failed on Mac M1.

### Changes in Version 1.2-6 (2024-08-17)

#### Features

Add

`logdet()`

function for computing log-determinants from lower triangular matrices.Speed up

`solve(<ltMatrices>, ...)`

.

#### Bugfixes

Avoid unnecessary copying of large data objects.

-1/2 -> -1 for det(C) in lmvnorm_src vignette; spotted by Kurt Hornik

Use

`M\_PI`

.

### Changes in Version 1.2-5 (2024-05-18)

#### Features

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`

.

#### Bugfixes

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())

### Changes in Version 1.2-4 (2023-11-27)

#### Bugfixes

Remove empty print statement from

`miwa.c`

### Changes in Version 1.2-3 (2023-08-17)

#### Features

Allow to change

`rnorm`

in`rmvnorm`

, feature request by Ralf Stubner.

#### Bugfixes

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

### Changes in Version 1.2-2 (2023-06-07)

#### Bugfixes

Fix overflow problem reported by ASAN.

#### Documentation

Be even more careful inverting / computing Cholesky factors for hessians (M1 and macos-arm64).

### Changes in Version 1.2-1 (2023-06-02)

#### Bugfixes

Avoid attempts to allocate zero length arrays for one-dimensional problems.

#### Documentation

Catch M1mac problems with inverting hessians.

### Changes in Version 1.2-0 (2023-06-02)

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`

.