mnorm (Q81368): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:56, 12 March 2024
Multivariate Normal Distribution
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mnorm |
Multivariate Normal Distribution |
Statements
29 November 2023
0 references
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
expanded from: GPL (≥ 2) (English)
0 references
