mnorm (Q81368): Difference between revisions

← Older edit

@@ Property / programmed in @@
-R
@@ Property / programmed in: R / rank @@
-Normal rank
@@ Property / last update @@
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Timezone +00:00
Calendar Gregorian
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-GNU General Public License, version 2.0
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-Normal rank
@@ Property / cites work @@
-Computation of Multivariate Normal and t Probabilities
-Normal rank
@@ Property / software version identifier @@
+.0.0
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+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>.
+Normal rank
@@ Property / author @@
+Bogdan Potanin
@@ Property / author: Bogdan Potanin / rank @@
+Normal rank
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+GNU General Public License, version 2.0
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+Normal rank
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@@ Property / imports: Rcpp / qualifier @@
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@@ Property / imports @@
+hpa
@@ Property / imports: hpa / rank @@
+Normal rank
@@ Property / imports: hpa / qualifier @@
+software version identifier: ≥ 1.3.1
@@ Property / cites work @@
+Numerical computation of rectangular bivariate and trivariate normal and t probabilities
+Normal rank
@@ Property / cites work @@
+Computation of Multivariate Normal and t Probabilities
+Normal rank
@@ Property / cites work @@
+Multivariate Normal Probabilities: Implementing an Old Idea of Plackett's
+Normal rank
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@@ links / mardi / name / links / mardi / name @@
+Software:81368

Latest revision as of 18:56, 12 March 2024

Multivariate Normal Distribution

Language	Label	Description	Also known as
English	mnorm	Multivariate Normal Distribution

Statements

instance of

R package

0 references

software version identifier

1.1.0

publication date

15 January 2023

0 references

1.1.1

publication date

7 May 2023

0 references

1.0.0

publication date

11 May 2022

0 references

1.0.1

publication date

16 May 2022

0 references

1.2.0

publication date

3 June 2023

0 references

1.2.1

publication date

22 August 2023

0 references

1.2.2

publication date

29 November 2023

0 references

0 references

0 references

29 November 2023

0 references

description

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>.

0 references

author

Bogdan Potanin

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

imports