Fixed an bug in ProbaMax
, ProbaMin
that previously resulted in an error in the Cholesky decomposition in rare instances.
updated DESCRIPTION file with URL and author.
Fixed bug in selectQdims
that could cause crashes for some user-defined samplers.
Fixed an issue in trmvrnorm_rej_cpp
that could prevent a call to the function conservativeEstimate
from inside another package.
updated references.
The package requires a C++11 compiler.
The time measurements now are taken with the chrono
library from C++11.
Dropped dependency on microbenchmark
package.
The function selectEq
is now called selectActiveDims
The variable Thresh
is now called threshold
The functions ProbaMax
and ProbaMin
now have a user option to choose the function trmvrnorm
to generate truncated multivariate normal samples. The default option is trmvrnorm_rej_cpp
.