Version 1.2-5

Features

• Update the Using mvtnorm package vignette and references therein.
• Speed up Mult(, transpose = TRUE).
• Speed up ldmvnorm().
• Add constructor syMatrices() for multiple symmetric matrices and as.syMatrices() for coercion from ltMatrices.

Bugfixes

• Fix segmentation fault or unnecessary error or warning + approximation for algorithm = Miwa() or TVPACK(), in case dimension reduction to one-dimensional is possible, e.g., for pmvnorm(lower = rep(-Inf,3), upper = c(-1, Inf, Inf), sigma = diag(3), algorithm = Miwa()) # or pmvnorm(lower = c(-Inf,-Inf), upper = c(- 1, Inf), sigma=diag(2), algorithm = TVPACK())