Package: mnorm 1.2.2

mnorm: Multivariate Normal Distribution

Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution and Gaussian copula (with various marginal distributions) using methods described in A. Genz (2004) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9>, H. I. Gassmann (2003) <doi:10.1198/1061860032283> and E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>.

Authors:Bogdan Potanin [aut, cre, ctb], Sofiia Dolgikh [ctb]

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mnorm.pdf |mnorm.html✨
mnorm/json (API)

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14 exports 1.08 score 4 dependencies 3 dependents 13 scripts 435 downloads

Last updated 10 months agofrom:d48293eaee. Checks:OK: 9. Indexed: yes.

Exports:cmnormdmnormdt0fromBasehaltonpbetaDiffpmnormpt0qnormFastqt0rmnormrt0seqPrimestoBase

Dependencies:hpaRcppRcppArmadilloRcppParallel