wdm
instead of pcaPP
for
fast computation of Kendall’s tau.Fixed a bug in EllDistrEst
when mu
is
not zero. (#1, thanks to Rutger van der Spek)
EllDistrEst
gains two new arguments:
mpfr
and precBits
, that allows to use the
package Rmpfr
for multiple floating point precision (needed
for dimensions larger than 250). (#2, thanks to Rutger van der
Spek)
New function KTMatrixEst
for fast estimation of
Kendall’s tau matrix, potentially under structural assumptions. (#2,
thanks to Rutger van der Spek)
New dependencies: Import: Rmpfr
,
pbapply
. Suggest: mvtnorm
.