NEWS
MomTrunc 6.1.1
Bug Fixes
- Corrected the calculation for the multivariate extended student-t distribution CDF (
pmvEST) probabilities to properly parameterize the degrees of freedom nu rather than incorrectly passing nu+1 to the underlying multivariate Student-t call, fixing reported issues where evaluated probability values were significantly lower than 1 across infinite bounding geometries.
- Modified the mathematical stability tolerance for highly demanding recurrence relation queries with enormous total polynomial order values (
momentsTMD). It intrinsically multiplies quasi-Monte Carlo variance iteratively from base calculations (Genz algorithm). To provide options for power-users running these corner cases, explicit precision parameters (maxpts and abseps) have been surfaced up to the package's primary R API natively bridging directly into the core C++ loops, allowing absolute precision management without sacrificing basic routine speed.