CVS commit: pkgsrc/math/R-mvtnorm

["Wen Heping" <wen%netbsd.org@localhost>]

Module Name:    pkgsrc
Committed By:   wen
Date:           Wed Apr 13 14:23:29 UTC 2016

Modified Files:
        pkgsrc/math/R-mvtnorm: Makefile distinfo

Log Message:
Update to 1.0.5

Upstream changes:
Changes in version 1.0-5 (2016-02-02)

  o  improvements in quantile estimation

Changes in version 1.0-4 (2016-01-19)

  o  a new algorithm for quantile estimation, again. Quantiles are
     now computed by a stochastic root finding algorithm. Note
     that f.quantile in the output of qmv{t,norm} is now (again)
     the squared difference between the cdf evaluated at the
     quantile and the level. The \code{interval} argument to the
     quantile functions is used as a starting value for the
     root finder when available.

  o  clean-ups in C and R code and documentation

Changes in version 1.0-3 (2015-07-21)

  o  new algorithm for quantile estimation. Quantiles are
     now computed by minimising the squared distance between the
     distribution function and the probability whereas previous versions
     used uniroot(). The procedure is now performed multiple times with
     difference random seeds in order to stabilise the results. The
     \code{interval} argument to the quantile functions is IGNORED now.


To generate a diff of this commit:
cvs rdiff -u -r1.11 -r1.12 pkgsrc/math/R-mvtnorm/Makefile
cvs rdiff -u -r1.6 -r1.7 pkgsrc/math/R-mvtnorm/distinfo

Please note that diffs are not public domain; they are subject to the
copyright notices on the relevant files.