NEWS.md

In mig: Multivariate Inverse Gaussian Distribution

mig 2.0 (Release date 2025-04-10)

New:

• kdens_bandwidth: new kernel density estimators: truncated normal (tnorm) and Gaussian on rotated half-space (`hsgauss)
• kdens_bandwidth: new approximation method (kernel) using a plug-in from the sample
• mle_truncgauss: numerical optimization routine for truncated Gaussian vector
• proj_hs: projection matrix to and from the half-space

Changes:

• approx="tnorm" for kdens_bandwidth now uses the maximum likelihood estimator (rather than the sample mean and variance).
• faster calculations for leave-one-out cross validation.
• Breaking change: mig_kdens_bandwidth renamed to kdens_bandwidth, arguments names also changed

mig 1.0 (Release date: 2024-07-14)

Initial release

mig documentation built on April 11, 2025, 5:45 p.m.