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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.