version 1.2-3

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: mvtnorm
 Title: Multivariate Normal and t Distributions
-Version: 1.2-2
-Date: 2023-06-05
+Version: 1.2-3
+Date: 2023-08-17
 Authors@R: c(person("Alan", "Genz", role = "aut"),
              person("Frank", "Bretz", role = "aut"),
              person("Tetsuhisa", "Miwa", role = "aut"),
@@ -24,7 +24,7 @@ Suggests: qrng, numDeriv
 License: GPL-2
 URL: http://mvtnorm.R-forge.R-project.org
 NeedsCompilation: yes
-Packaged: 2023-06-07 14:41:38 UTC; hothorn
+Packaged: 2023-08-17 08:50:49 UTC; hothorn
 Author: Alan Genz [aut],
   Frank Bretz [aut],
   Tetsuhisa Miwa [aut],
@@ -36,4 +36,4 @@ Author: Alan Genz [aut],
   Torsten Hothorn [aut, cre] (<https://orcid.org/0000-0001-8301-0471>)
 Maintainer: Torsten Hothorn <[email protected]>
 Repository: CRAN
-Date/Publication: 2023-06-08 14:50:02 UTC
+Date/Publication: 2023-08-25 14:00:02 UTC

MD5

@@ -1,32 +1,32 @@
-b02d3ce872a7d644944041e7a92baa0e *DESCRIPTION
+a5d77427b67c188957fd7259ed1ade08 *DESCRIPTION
 ecd520a67763973a40e5a108897d4f5e *NAMESPACE
 95cc7a63663de9d9db50eeb7f6b7f3cc *R/lpmvnorm.R
 eec923c2eaf99726daace26a751b8820 *R/ltMatrices.R
-a50d041a8243c78c469af528c7a442d7 *R/mvnorm.R
+ca05e05ca25ae52b9a8630f2b698fbf7 *R/mvnorm.R
 d6fa00cf2de3de94137a324751c699b5 *R/mvt.R
 ccd0495f9e9ad30e9f136c5c41cc3a03 *R/noisy-root.R
 a58509a76c614fea41250fa767c64a49 *R/tvpack.R
-27c3aaad12021a6f55ad66e95df0bab1 *build/partial.rdb
-ea778b6ace9c492d13b6cb800ddfe4c9 *build/vignette.rds
+debfc95751f416820ca31da3641b3023 *build/partial.rdb
+ffa86b244700c8b7d3b929849d93906f *build/vignette.rds
 5d3f52c685942a64b550023c19179ddb *cleanup
 2a44eee6dc12d03d74f49d257fe871a3 *inst/CITATION
 ceb9f3d20b3e0f3ecd95cefd43449da1 *inst/C_API_Example/DESCRIPTION
 ca4c35956e7a8aa253e2c52cd49f0d99 *inst/C_API_Example/NAMESPACE
 990127bb625b41c7181a653020e3f6a9 *inst/C_API_Example/R/test.R
 5c4bbffc1a0108c090cfa2dbb1918d2d *inst/C_API_Example/src/test.c
 64fd633725dcd93cdd836e3535f19788 *inst/C_API_Example/tests/test.R
-6c348aa2035fca5c8cfe8812d1690552 *inst/NEWS.Rd
+9541515ac76c4e6eaf79b65ed03f3865 *inst/NEWS.Rd
 c272376114253739752bd13c5eb43cb9 *inst/NEWS.old
 73e21a346386350ffebe0b09cafa5ad5 *inst/doc/MVT_Rnews.R
 e83251e0ceb0e3a2aec9f3d101e41ea6 *inst/doc/MVT_Rnews.Rnw
-0d2f6f5dcd3469c27688a88288bf7db5 *inst/doc/MVT_Rnews.pdf
+5f880e37472b0990b69d414acaf25859 *inst/doc/MVT_Rnews.pdf
 69479718cce50658d8d5853b25aa8906 *inst/doc/lmvnorm_src.R
 723c4102000e9ae408427caad6251acb *inst/doc/lmvnorm_src.Rnw
-1a6dcc1acad4e2bfc3272d345c4bbdbe *inst/doc/lmvnorm_src.pdf
+d09a3cf2f03837f937f901b8ddd5366d *inst/doc/lmvnorm_src.pdf
 e4eae4bc2b387ca2f05f31186261d431 *inst/include/mvtnorm.h
 2ac853ab98c7223bbca7e418096966fb *inst/include/mvtnormAPI.h
 a8bf3b0a605ca47e04cf69f15dba76b7 *inst/litdb.bib
-48f9849d54f39ac94ef6e4a885222e2e *man/Mvnorm.Rd
+48d06df1c0ede2af2082380f04f109a0 *man/Mvnorm.Rd
 aeea1ca8a79e11a6bc318f348e568e69 *man/Mvt.Rd
 9c7f78f788a715989e00991bac0534df *man/algorithms.Rd
 eedaca8ee45ebcc103df9269348636dc *man/lpmvnorm.Rd
@@ -43,11 +43,11 @@ c0e5ecc21173046ba5cf98a12b16599c *src/lpmvnorm.c
 47c47d527ea29729305f11c1468abe94 *src/ltMatrices.c
 62f4d884327d0b95c0dd1dea23eff5b4 *src/miwa.c
 b46cb432899a2857561790e63a41396a *src/miwa.h
-2b69721a3badea1cdf161f62f9dd7ec0 *src/mvt.f
+b9866a363a76d1fa0ae89a5d88142379 *src/mvt.f
 8c4b7e4643cb9f20f61b4752bf4af136 *src/mvtnorm-init.c
 e4eae4bc2b387ca2f05f31186261d431 *src/mvtnorm.h
 2ac853ab98c7223bbca7e418096966fb *src/mvtnormAPI.h
-403b93bd14592201794df6a0a6a2aac6 *src/tvpack.f
+866e839b3972fe5c50d7e3787b6fc1ca *src/tvpack.f
 a8da8d6e8672b1078e8bd4b93fb61938 *tests/Examples/mvtnorma-Ex.Rout.save
 8577b286912ff81f7db670aed3024ba4 *tests/bugfix-tests.R
 06757030c4ee95433f5b2af1623cbe73 *tests/bugfix-tests.Rout.save

R/mvnorm.R

@@ -1,7 +1,8 @@
-# $Id: mvnorm.R 557 2023-04-24 18:16:23Z thothorn $
+# $Id: mvnorm.R 601 2023-07-13 09:37:47Z thothorn $
 
 rmvnorm <- function(n, mean = rep(0, nrow(sigma)), sigma = diag(length(mean)),
-                    method=c("eigen", "svd", "chol"), pre0.9_9994 = FALSE, checkSymmetry = TRUE)
+                    method=c("eigen", "svd", "chol"), pre0.9_9994 = FALSE, checkSymmetry = TRUE, 
+                    rnorm = stats::rnorm)
 {
 
     if (checkSymmetry && !isSymmetric(sigma, tol = sqrt(.Machine$double.eps),

inst/NEWS.Rd

@@ -2,7 +2,22 @@
 \name{NEWS}
 \title{NEWS file for the \pkg{mvtnorm} package}
 
-\section{Changes in Version 1.2-2 (2023-06-05)}{
+\section{Changes in Version 1.2-3 (2023-08-17)}{
+  \subsection{Features}{
+    \itemize{
+      \item Allow to change \code{rnorm} in \code{rmvnorm}, feature request
+            by Ralf Stubner.
+    }
+  }
+  \subsection{Bugfixes}{
+    \itemize{
+      \item Fix variable declarations in \code{tvpack.f} as reported by Intel 
+            compilers icx/ipcx/ifx from oneAPI 2023.2.0 and oneMKL 2023.2.0, thanks to BDR
+    }
+  }
+}
+
+\section{Changes in Version 1.2-2 (2023-06-07)}{
   \subsection{Bugfixes}{
     \itemize{
       \item Fix overflow problem reported by ASAN.

man/Mvnorm.Rd

@@ -12,7 +12,7 @@
 dmvnorm(x, mean = rep(0, p), sigma = diag(p), log = FALSE, checkSymmetry = TRUE)
 rmvnorm(n, mean = rep(0, nrow(sigma)), sigma = diag(length(mean)),
            method=c("eigen", "svd", "chol"), pre0.9_9994 = FALSE, 
-           checkSymmetry = TRUE)
+           checkSymmetry = TRUE, rnorm = stats::rnorm)
 }
 \arguments{
  \item{x}{vector or matrix of quantiles. When \code{x} is a matrix, each
@@ -40,6 +40,9 @@ rmvnorm(n, mean = rep(0, nrow(sigma)), sigma = diag(length(mean)),
    covariance matrix is symmetric or not. This will speed up the
    computation but may cause unexpected outputs when ill-behaved
    \code{sigma} is provided. The default value is \code{TRUE}.}
+ \item{rnorm}{a function with the same interface as
+   \code{\link[stats]{rnorm}}. This allows switching to other generators of
+   standard normal variables.}
 }
 \details{
 \code{dmvnorm} computes the density function of the multivariate normal

src/mvt.f

@@ -1,5 +1,5 @@
 *
-*    $Id: mvt.f 575 2023-05-23 08:16:23Z thothorn $
+*    $Id: mvt.f 603 2023-08-17 06:39:20Z thothorn $
 *
       SUBROUTINE MVTDST( N, NU, LOWER, UPPER, INFIN, CORREL, DELTA, 
      &                   MAXPTS, ABSEPS, RELEPS, ERROR, VALUE, INFORM )       
@@ -83,11 +83,18 @@ SUBROUTINE MVTDST( N, NU, LOWER, UPPER, INFIN, CORREL, DELTA,
 
       END
 *
-      SUBROUTINE MVSUBR( N, W, NF, F )
+      SUBROUTINE MVSUBR( N, W, F )
 *     
 *     Integrand subroutine
 *
-      INTEGER N, NF, NUIN, INFIN(*), NL
+*
+*     Note that this was originally defined as 
+*         SUBROUTINE MVSUBR( N, W, NF, F )
+*     but Intel compilers icx/ipcx/ifx from oneAPI 2023.2.0 and oneMKL 2023.2.0
+*     reported NF as being unused. Removed NF from MVSUBR and later calls to FUNSUB
+*     2023/08/17
+*
+      INTEGER N, NUIN, INFIN(*), NL
       DOUBLE PRECISION W(*),F(*), LOWER(*),UPPER(*), CORREL(*), DELTA(*)
       PARAMETER ( NL = 1000 )
       INTEGER INFI(NL), NU, ND, INFORM, NY 
@@ -967,6 +974,8 @@ SUBROUTINE MVKBRV( NDIM, MINVLS, MAXVLS, NF, FUNSUB,
 *  FUNSUB  EXTERNALly declared user defined integrand subroutine.
 *          It must have parameters ( NDIM, Z, NF, FUNVLS ), where 
 *          Z is a real NDIM-vector and FUNVLS is a real NF-vector.
+*          TH NOTE: arg NF was removed because it was unused, see MVSUBR 
+*          definition
 *                                     
 *  ABSEPS  Required absolute accuracy.
 *  RELEPS  Required relative accuracy.
@@ -1228,14 +1237,16 @@ SUBROUTINE MVKRSV( NDIM,KL,VALUES,PRIME,VK, NF,FUNSUB, X,R,PR,FS )
             IF ( R(J) .GT. 1 ) R(J) = R(J) - 1
             X(J) = ABS( 2*R(J) - 1 )
          END DO
-         CALL FUNSUB( NDIM, X, NF, FS )
+         CALL FUNSUB( NDIM, X, FS )
+*     This was FUNSUB( NDIM, X, NF, FS )
          DO J = 1, NF
             VALUES(J) = VALUES(J) + ( FS(J) - VALUES(J) )/( 2*K-1 )      
          END DO
          DO J = 1, NDIM
             X(J) = 1 - X(J)
          END DO
-         CALL FUNSUB( NDIM, X, NF, FS )
+         CALL FUNSUB( NDIM, X, FS )
+*     This was FUNSUB( NDIM, X, NF, FS )
          DO J = 1, NF
             VALUES(J) = VALUES(J) + ( FS(J) - VALUES(J) )/( 2*K )      
          END DO

src/tvpack.f

@@ -57,8 +57,8 @@ SUBROUTINE TVTLRCALL( NU, H, R, EPSI, TVTL )
       EXTERNAL TVTMFN, ADONET, BVTL
       INTEGER NU, NUC
       DOUBLE PRECISION H(3), H1, H2, H3, R(3), R12, R13, R23, EPSI
-      DOUBLE PRECISION ONE, ZRO, EPS, ZROS(3), HS(3), TVT, TVTL
-      DOUBLE PRECISION RUA, RUB, AR, RUC, PT, BVTL, PHID, ADONET
+      DOUBLE PRECISION ONE, ZRO, EPS, TVT, TVTL
+      DOUBLE PRECISION RUA, RUB, AR, RUC, PT, BVTL, PHID, ADONET, TVTMFN
       PARAMETER ( ZRO = 0, ONE = 1 )
       COMMON /TVTMBK/ H1, H2, H3, R23, RUA, RUB, AR, RUC, NUC
       EPS = MAX( 1D-14, EPSI )
@@ -367,7 +367,7 @@ DOUBLE PRECISION FUNCTION BVTL( NU, DH, DK, R )
       DOUBLE PRECISION GMPH, GMPK, XNKH, XNHK, QHRK, HKN, HPK, HKRN
       DOUBLE PRECISION BTNCKH, BTNCHK, BTPDKH, BTPDHK, ONE, EPS
       PARAMETER ( ONE = 1, EPS = 1D-15 )
-      IF ( NU .LE. 0 ) THEN ! NU == 0  (<==>  nu = Inf  <==> normal distrib
+      IF ( NU .LE. 0 ) THEN ! NU == 0 means normal distr
          BVTL = BVND( -DH, -DK, R )
       ELSE IF ( 1 - R .LE. EPS ) THEN
          BVTL = STUDNT( NU, MIN( DH, DK ) )