Package: mnorm 1.2.2

Bogdan Potanin

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>.

Authors:Bogdan Potanin [aut, cre, ctb], Sofiia Dolgikh [ctb]

mnorm_1.2.2.tar.gz
mnorm_1.2.2.tar.gz(r-4.5-noble)mnorm_1.2.2.tar.gz(r-4.4-noble)
mnorm_1.2.2.tgz(r-4.4-emscripten)mnorm_1.2.2.tgz(r-4.3-emscripten)
mnorm.pdf |mnorm.html
mnorm/json (API)

# Install 'mnorm' in R:
install.packages('mnorm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.07 score 3 packages 13 scripts 459 downloads 14 exports 4 dependencies

Last updated 12 months agofrom:d48293eaee. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 24 2024
R-4.5-linux-x86_64OKNov 24 2024

Exports:cmnormdmnormdt0fromBasehaltonpbetaDiffpmnormpt0qnormFastqt0rmnormrt0seqPrimestoBase

Dependencies:hpaRcppRcppArmadilloRcppParallel