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 |
| DOI: | 10.32614/CRAN.package.mnorm |
| 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 |
| Reference manual: | mnorm.html , mnorm.pdf |
| 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 imports: | sfaR, switchSelection |
| Reverse linking to: | switchSelection |
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