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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>.

Version: 1.2.2
Imports: Rcpp (≥ 1.0.10), hpa (≥ 1.3.1)
LinkingTo: Rcpp, RcppArmadillo, hpa
Published: 2023-11-29
Author: Bogdan Potanin [aut, cre, ctb], Sofiia Dolgikh [ctb]
Maintainer: Bogdan Potanin <bogdanpotanin at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions
CRAN checks: mnorm results

Documentation:

Reference manual: mnorm.pdf

Downloads:

Package source: mnorm_1.2.2.tar.gz
Windows binaries: r-devel: mnorm_1.2.2.zip, r-release: mnorm_1.2.2.zip, r-oldrel: mnorm_1.2.2.zip
macOS binaries: r-release (arm64): mnorm_1.2.2.tgz, r-oldrel (arm64): mnorm_1.2.2.tgz, r-release (x86_64): mnorm_1.2.2.tgz, r-oldrel (x86_64): mnorm_1.2.2.tgz
Old sources: mnorm archive

Reverse dependencies:

Reverse imports: sfaR, switchSelection
Reverse linking to: switchSelection

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mnorm 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.
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