Gwyneth Strong, who played Cassandra in Only Fools and Horses, has said "today is a very sad day,' following the news of the death of her co-star Roger Loyd Pack.
She said: "It's a very sad day. I have lost a true friend and anincredibly gifted work colleague."
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The threat level has been raised to critical by MI5's Counter-Terrorism Analysis Centre.
Prime Minister Theresa May announced the decision from Downing Street.
A man, apparently armed with a small axe and a large stick, was detained close to the event and police cleared the area as a precaution.