- 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.
- Correction of cluster definition condition for parallel computing.
- Addition of mvTProbQuasiMonteCarlo for efficient quasi Monte Carlo estimation of t ditribution functions.
- 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.
- Added a
NEWS.md file to track changes of the package.
- Fix compilation issues with Solaris distribution.
- Slight modifications on the documentation.