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New methods dqrmvnorm and dqrmvt #51

Merged
merged 8 commits into from
Aug 27, 2023
Merged

New methods dqrmvnorm and dqrmvt #51

merged 8 commits into from
Aug 27, 2023

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rstub
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@rstub rstub commented Jul 13, 2023

Partial(?) fix for #46

CI failure is expected since mvtnorm v1.2-3 is not on CRAN yet, but maybe one can use https://r-forge.r-universe.dev as external repository for the time being?

  • Tests
  • ??

@rstub rstub marked this pull request as draft July 13, 2023 12:28
rstub and others added 4 commits August 4, 2023 18:01
Internally rmvt uses both rmvnorm and rchisq. The former is fine, since we were passing in our dqrnorm. However, the latter still uses R's RNG.

In order to use this, we need to implement dqrchisq and mvtnorm::rmvt needs an option rchisq=rchisq.
@rstub rstub marked this pull request as ready for review August 27, 2023 10:55
@rstub rstub merged commit 84ee090 into master Aug 27, 2023
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