NEWS.md

In gzt/CholWishart: Cholesky Decomposition of the Wishart Distribution

CholWishart 1.1.4

• Update names
• Change PI to M_PI

CholWishart 1.1.2

• Minor updates to documentation to fix URLs for CRAN submission.

CholWishart 1.1.1

• Updates to conform with the following recommendation: https://cran.r-project.org/doc/manuals/r-devel/R-exts.html#Fortran-character-strings While this should not break anything, I believe this may require R>=3.6.2.

CholWishart 1.1.0

• Latest update to CRAN.

CholWishart 1.0.3

• Minor updates to documentation

CholWishart 1.0.2

• Add R_RegisterCCallable() interface and header inst/install/CholWishart.h so that the exported functions can be called in C from other packages. All the exported functions are now also available to be called by external C code in other packages, just pull in the header.

CholWishart 1.0.1

• Update documentation to use pkgdown.

CholWishart 1.0.0

• Tweak the documentation
• Port pseudo-Wishart to C, gen inv based on pseudo-Wishart

CholWishart 0.9.4

• Add new functions to the vignette
• Add generalized inverse Wishart (pseudo inverse of the pseudo Wishart)
• Add pseudo-Wishart (Wishart distribution based on fewer observations than the dimension of the covariance matrix).
• Add contributor guidelines and code of conduct.

CholWishart 0.9.3

• Minor update to internal functions

CholWishart 0.9.2

• Adding possibility of array input to density functions.

CholWishart 0.9.1

• Finalize edits to documentation including additional references.

CholWishart 0.9.0.9002

• Add more documentation, add more references to documentation, clean LaTeX equations in documentation.

CholWishart 0.9.0.9001

• Add additional tests for dWishart and dInvWishart functions
• Add references and equations to help files
• Add additional tests for complex entries (should fail) and other erroneous input

CholWishart 0.9.0

• Feature complete, fully documented, and the math should be correct.

CholWishart 0.1.0

• Breaking off from matrixdist

gzt/CholWishart documentation built on Oct. 10, 2024, 10:34 a.m.