Version 2.1.0

New features

• Introduced new functions EVSKGenHyp, EVSKSkewt, MomCumGenHyp, MomCumMVt, IntEdgeworth, IntGramCharlier, IntHermiteN, MTCE.

Breaking changes

• SampleHermiteN() has been removed; use HermiteN() instead (now supports univariate and multivariate Hermite polynomials up to order N).

• SampleGC() and SampleEdg() have been replaced by the more efficient GramCharlier() and Edgeworth() functions.

• UnivMomCum() has been renamed to MargMomCum().

Version 2.0.0

• Most functions have been renamed and reorganized in their arguments and output. For example the functions and of version 1.2.1 have been joined in the new function which now has an additional argument .

• A detailed list of the changes, connecting functions in version 1.2.1 to those of version 2.0.0 is provided in the Vignette.

Version 1.2.1

• Minor changes for code optimization

Version 1.2.0

• The function , to compute a Gram-Charlier approximation for a multivariate density has been introduced.

• New functions and , avoiding use of (large) matrices have been introduced.

• The codes of the following functions have been modified in order to get faster computing time: ; ; ; ; and .

Version 1.1.1

• Dependence on package primes has been removed

Version 1.1.0

• This is the first public release and distribution of the package