Changes in version 0.1.9 (2025-02-27) - Corrected an error in eqdist.2014BG() thanks to Wolfgang Rolke at UPR. Changes in version 0.1.8 (2022-11-03) - Added tests of uniformity on the probability simplex. Changes in version 0.1.7 (2022-06-06) - Replaced CLIME estimation algorithm for mean2.2014CLX() with cross validation. - Changed the default setting for cov2.2012LC(). Changes in version 0.1.6 (2022-03-17) - Fixed an error in mean2.2014CLX() in case of adaptive thresholding estimate used. - New methods added; sim1.LRT(). - Option for cov2.2012LC() is changed for clarity. - Default parameters are changed for mean2.mxPBF(). Changes in version 0.1.5 (2021-07-04) - Fixed critical errors in cov2.2012LC(). - In mean2.2014CLX(), support for an adaptive thresholding estimator is added for a case with non-sparse precision matrix. Changes in version 0.1.4 (2021-06-22) - Fixed an error in cov2.2012LC() function. Changes in version 0.1.3 (2020-03-19) - Defensive protection for OpenMP. Changes in version 0.1.2 (2019-12-04) - Corrected example's multiline display of simulation results. - Change of maintainer's contact. Changes in version 0.1.1 (2019-03-11) - Functions are added, a lot. - README invisible on CRAN. Later we'll add vignette. Changes in version 0.1.0 (2019-03-05) - Package is first deployed. - Initialize the following documentation: - NEWS for keeping record of updates. - README to briefly introduce the method.