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 Documentation: Reference manual: mnorm.pdf Downloads: 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 dependencies: Reverse imports: sfaR, switchSelection Reverse linking to: switchSelection Linking:Please use the canonical form https://CRAN.R-project.org/package=mnorm to link to this page.
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