The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. References used for this package: Foley, James, Andries van Dam, Steven Feiner, and John Hughes. "Computer Graphics: Principle and Practice". Addison-Wesley Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1); Genz, A., "Numerical computation of multivariate normal probabilities," Journal of Computational and Graphical Statistics, 1, 141-149 (1992) <doi:10.1080/10618600.1992.10477010>; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- t Probabilities," Statistics and Computing, 31.1, 1-16 (2021) <doi:10.1007/s11222-020-09978-y>; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R," Journal of Statistical Software, 101.4, 1-25 (2022) <doi:10.18637/jss.v101.i04>.
| Version: | 1.1.2 |
| Depends: | R (≥ 4.2.0) |
| Imports: | Rcpp (≥ 1.0.8), methods (≥ 4.2.0) |
| LinkingTo: | Rcpp (≥ 1.0.8), RcppEigen (≥ 0.3.3.5.0), BH (≥ 1.69.0.1) |
| Suggests: | mvtnorm (≥ 1.0.11) |
| Published: | 2022-06-09 |
| Author: | Marc Genton [aut], David Keyes [aut], George Turkiyyah [aut], Jian Cao [aut, cre] |
| Maintainer: | Jian Cao <jian.cao at kaust.edu.sa> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| Citation: | tlrmvnmvt citation info |
| Materials: | README NEWS |
| CRAN checks: | tlrmvnmvt results |
| Reference manual: | tlrmvnmvt.pdf |
| Package source: | tlrmvnmvt_1.1.2.tar.gz |
| Windows binaries: | r-devel: tlrmvnmvt_1.1.2.zip, r-release: tlrmvnmvt_1.1.2.zip, r-oldrel: tlrmvnmvt_1.1.2.zip |
| macOS binaries: | r-release (arm64): tlrmvnmvt_1.1.2.tgz, r-oldrel (arm64): tlrmvnmvt_1.1.2.tgz, r-release (x86_64): tlrmvnmvt_1.1.2.tgz, r-oldrel (x86_64): tlrmvnmvt_1.1.2.tgz |
| Old sources: | tlrmvnmvt archive |
| Reverse imports: | CensMFM, CensSpatial, MomTrunc |
Please use the canonical form https://CRAN.R-project.org/package=tlrmvnmvt to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.