mvPot 0.1.5
- Exposed number of replications for integration.
- Fix to censoredLikelihoodXS for cases when likelihood != “mgp”.
- New option for censoredLikelihoodBR (matrix of data, Poisson and binomial likelihood).
- Updated documentation.
- Added reference to tutorial.
mvPot 0.1.4
- New functions censoredLikelihoodXS and rExtremalStudentParetoProcess.
- Censored likelihood for Brown-Resnick renamed censoredLikelihoodBR.
- New efficient simulation algorithm for Pareto process.
- Remove deprecated method in C code.
- Correction of typos.
mvPot 0.1.3
- Correction of cluster definition condition for parallel computing.
- Addition of mvTProbQuasiMonteCarlo for efficient quasi Monte Carlo estimation of t distribution functions.
mvPot 0.1.2
- Modification of genVecQMC to return previous prime integer and ready to use generating vector (no division by p is needed).
- Replaced calls to erf by pnorm in C++ library.
- mvtNormCpp is now registered when package is loaded.
mvPot 0.1.1
- Added a
NEWS.md
file to track changes of the package.
- Fix compilation issues with Solaris distribution.
- Slight modifications on the documentation.