mnorm: Multivariate Normal Distribution

Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution 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> and E. Kossova, B. Potanin (2018) <https:ideas.repec.org/a/ris/apltrx/0346.html>.

Version:	1.0.1
Imports:	Rcpp (≥ 1.0.6)
LinkingTo:	Rcpp, RcppArmadillo
Published:	2022-05-16
Author:	Bogdan Potanin [aut, cre, ctb]
Maintainer:	Bogdan Potanin <bogdanpotanin at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
CRAN checks:	mnorm results

Documentation:

Reference manual:

mnorm.pdf

Downloads:

Package source:	mnorm_1.0.1.tar.gz
Windows binaries:	r-devel: mnorm_1.0.1.zip, r-release: mnorm_1.0.1.zip, r-oldrel: mnorm_1.0.1.zip
macOS binaries:	r-release (arm64): mnorm_1.0.1.tgz, r-oldrel (arm64): mnorm_1.0.1.tgz, r-release (x86_64): mnorm_1.0.1.tgz, r-oldrel (x86_64): mnorm_1.0.1.tgz
Old sources:	mnorm archive

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