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:	1.2.1
Imports:	Rcpp (≥ 1.0.10), hpa (≥ 1.3.1)
LinkingTo:	Rcpp, RcppArmadillo, hpa
Published:	2023-08-22
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_1.2.1.tar.gz
Windows binaries:	r-devel: mnorm_1.2.1.zip, r-release: mnorm_1.2.1.zip, r-oldrel: mnorm_1.2.1.zip
macOS binaries:	r-release (arm64): mnorm_1.2.1.tgz, r-oldrel (arm64): mnorm_1.2.1.tgz, r-release (x86_64): mnorm_1.2.1.tgz, r-oldrel (x86_64): mnorm_1.2.0.tgz
Old sources:	mnorm archive

Reverse dependencies:

Reverse imports:	sfaR, switchSelection
Reverse linking to:	switchSelection

Linking:

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