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SampleGC() and SampleEdg() have been replaced by the more efficient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().
Most functions have been renamed and reorganized in their arguments and output. For example the functions \code{conv_Cum2Mom} and \code{conv_Cum2MomMulti} of version 1.2.1 have been joined in the new function \code{Cum2Mom} which now has an additional argument \code{Type=c("Univariate","Multivariate")}.
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.
The function \code{Esti_Gram_Charlier}, to compute a Gram-Charlier approximation for a multivariate density has been introduced.
New functions \code{indx_Commutator_Mixing} and \code{indx_Commutator_Moment}, avoiding use of (large) matrices have been introduced.
The codes of the following functions have been modified in order to get faster computing time: \code{Esti_MRSz_Kurt}; \code{Esti_Skew_Variance_Th}; \code{Esti_Kurt_Variance_Th}; \code{distr_Uni_EVSK_Th}; \code{distr_Uni_MomCum_Th} and \code{Hermite_N_Cov_X1_X2}.