CRAN/E | mnorm

mnorm

Multivariate Normal Distribution

Installation

About

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) .

Key Metrics

Version 1.2.2
Published 2023-11-29 159 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks mnorm results

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Maintainer

Maintainer

Bogdan Potanin

bogdanpotanin@gmail.com

Authors

Bogdan Potanin

aut / cre / ctb

Sofiia Dolgikh

ctb

Material

Reference manual
Package source

In Views

Distributions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mnorm archive

Imports

Rcpp ≥ 1.0.10
hpa ≥ 1.3.1

LinkingTo

Rcpp
RcppArmadillo
hpa

Reverse Imports

sfaR
switchSelection

Reverse LinkingTo

switchSelection