## New features

- The Peto-Peto test for right-censored data is now available
(see ?logrank_test and ?logrank_weight).
- The Moore-Penrose inverse of the conditional covariance matrix
can now be extracted (see ?covariance).
- For tests of conditional independence within blocks, i.e.,
stratified tests, the partial linear statistic for each block
and its conditional expectation and variance as well as its
conditional covariance and corresponding Moore-Penrose inverse
can now be extracted (see ?statistic, ?expectation, ?variance
and ?covariance).

## Bug fixes

- Exact multivariate two-sample tests with quadratic test
statistics appeared to work but returned incorrect p-values; it
now results in an error.
- Extraction of the standardized linear statistic from objects of
class "IndependenceLinearStatistic" resulted in an error.

## User-visible changes

- Extraction of the conditional expectation or variance now
returns a matrix instead of a vector (for consistency with
linear statistics and p-values).
- The test size is now computed more efficiently.
- Documentation updates.

## Other changes

- The internal storage of the linear statistic and its
conditional expectation and covariance, i.e., slots
linearstatistic, expectation and covariance in classes
inheriting from "IndependenceLinearStatistic", as well as the
Moore-Penrose inverse of the conditional covariance, i.e., slot
covarianceplus in classes inheriting from
"QuadTypeIndependenceTestStatistic", has been changed. In
particular, the conditional covariance and its Moore-Penrose
inverse now use a memory-efficient packed format.
- R >=3.6.0 and package libcoin >=1.0-5 are now required.

## Deprecated and defunct

- Classes "Variance", "CovarianceMatrix" and "VarCovar" are now
deprecated.