Changes in version 2.1.0 (2026-01-25) 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 - SampleGC() and SampleEdg() have been replaced by the more efficient GramCharlier() and Edgeworth() functions.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(). Changes in version 2.0.0 (2024-07-26) - 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. Changes in version 1.2.1 (2024-01-31) - Minor changes for code optimization Changes in version 1.2.0 (2023-06-12) - 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}. Changes in version 1.1.1 - Dependence on package primes has been removed Changes in version 1.1.0 (2022-08-23) - This is the first public release and distribution of the package