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 = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

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

openblascppopenmp

1.95 score 3 packages 380 downloads 14 exports 4 dependencies

Last updated 1 years agofrom:d48293eaee. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 24 2025
R-4.5-linux-x86_64OKMar 24 2025
R-4.4-linux-x86_64OKMar 24 2025

Exports:cmnormdmnormdt0fromBasehaltonpbetaDiffpmnormpt0qnormFastqt0rmnormrt0seqPrimestoBase

Dependencies:hpaRcppRcppArmadilloRcppParallel

Citation

To cite package ‘mnorm’ in publications use:

Potanin B (2023). mnorm: Multivariate Normal Distribution. R package version 1.2.2, https://CRAN.R-project.org/package=mnorm.

Corresponding BibTeX entry: 

  @Manual{,
    title = {mnorm: Multivariate Normal Distribution},
    author = {Bogdan Potanin},
    year = {2023},
    note = {R package version 1.2.2},
    url = {https://CRAN.R-project.org/package=mnorm},
  }