`rtnorm`

now checks arguments length and throw an error rather than try to recycle mean and standard deviation vectors (issue #6).`rtnorm`

recycles arguments when`ltrunc`

or`rtrunc`

are length 1.`*tmvt`

and`*tmvnorm`

now check that the scale matrix`sigma`

is symmetric, positive-definite and non-degenerate (issue #8) by default.`rmvnorm`

returns a vector rather than an 1 by n matrix for the unidimensional setting.- Degrees of freedom larger than 350 are not treated as infinite, as the code suffers from overflow and returns missing values otherwise.

- The package uses
`tinytest`

rather than`testthat`

for unit tests. - Since scrambling is disabled in
`randtoolbox`

(throwing warning messages), the package now relies on the`qrng`

package and the Owen scrambling method from`spacefillr`

package for quasi Monte Carlo. - Added alias in package documentation, as requested by Kurt Hornik.

- Remove ghost argument
`log`

(never implemented) from functions`pmvnorm`

and`pmvt`

; these now return a warning (thanks to ElysÃ©e Aristide)

`ptmvnorm`

and`ptmvt`

now return 1 if all points exceed the upper bounds (incorrectly returned zero in v2.1.2 and`NA`

in previous versions) (thanks to Adelchi Azzalini).- Probability estimates now capped at 0/1 in ptmvt/ptmvnorm.
- Check for solution to saddlepoint problem; the code now considers convex constrained optimization program for normal samples (QMC or MC).

- No more warning for univariate Student distribution function evaluation.
- Unit testing for wrappers.

`ptmvtnorm`

and`ptmvt`

return 0 for points outside the truncated region instead of`NA`

(thanks to Adelchi Azzalini)- Fixed a bug in
`rtmvt`

that returned incorrect output (tranposed mean vector)

- Cholesky decomposition with permutation now checks the arguments to
ensure
`lb`

less than`ub`

, to avoid segfault errors. In case of degenerate bounds, the conditional distribution is used with fixed components for the degenerate variables (issue #2)

- Moved back probit example in documentation
- Change back to
`randtoolbox`

package following its reuploading on**CRAN**

- Throw error if
`NaN`

in bounds - Handle univariate cases in
`mvrandt`

and`mvrandn`

- Can specify mean vector directly in the functions
- Functions for multivariate Student simulation ported from Matlab
- Change to the interface
- Many functions now internal (documented)
- Cholesky matrix permutation (GGB and GE reordering now supported)
- Selected code rewritten in Rcpp
- New vignette
- Removed random seed
- Change to qrng package for QRN generation of the Sobol sequence
(
`randtoolbox`

package unmaintained), but the sequence is not scrambled - Use
`nleq`

solver to solve convex program (also check KKT conditions).

- Initial release