Package: tlrmvnmvt Type: Package Title: Low-Rank Methods for MVN and MVT Probabilities Version: 1.1.2.1 Date: 2022-06-07 Authors@R: c(person("Marc", "Genton", role = "aut"), person("David", "Keyes", role = "aut"), person("George", "Turkiyyah", role = "aut"), person("Jian", "Cao", role = c("aut", "cre"), email = "jian.cao@kaust.edu.sa")) Description: Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. References used for this package: Foley, James, Andries van Dam, Steven Feiner, and John Hughes. "Computer Graphics: Principle and Practice". Addison-Wesley Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1); Genz, A., "Numerical computation of multivariate normal probabilities," Journal of Computational and Graphical Statistics, 1, 141-149 (1992) ; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- t Probabilities," Statistics and Computing, 31.1, 1-16 (2021) ; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R," Journal of Statistical Software, 101.4, 1-25 (2022) . License: GPL-2 Depends: R (>= 4.2.0) Suggests: mvtnorm (>= 1.0.11) Imports: Rcpp (>= 1.0.8), methods (>= 4.2.0) LinkingTo: Rcpp (>= 1.0.8), RcppEigen (>= 0.3.3.5.0), BH (>= 1.69.0.1) NeedsCompilation: yes Packaged: 2026-09-28 09:25:22 UTC; root Author: Marc Genton [aut], David Keyes [aut], George Turkiyyah [aut], Jian Cao [aut, cre] Maintainer: Jian Cao Repository: https://cran.r-universe.dev Date/Publication: 2025-12-24 07:56:14 UTC RemoteUrl: https://github.com/cran/tlrmvnmvt RemoteRef: HEAD RemoteSha: 6d352f9d5054dfaf98a04e461c4101ab3a373d91