mvgb (Q104839): Difference between revisions

← Older edit

@@ Property / programmed in @@
-R
@@ Property / programmed in: R / rank @@
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@@ Property / last update @@
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-Alan Genz
@@ Property / author: Alan Genz / rank @@
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@@ Property / author @@
-Bruce Swihart
@@ Property / author: Bruce Swihart / rank @@
-Normal rank
@@ Property / maintained by @@
-Bruce Swihart
@@ Property / maintained by: Bruce Swihart / rank @@
-Normal rank
@@ Property / copyright license @@
-GNU Lesser General Public License, version 2.1
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-GNU Lesser General Public License, version 3.0
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-Comparison of Methods for the Computation of MultivariatetProbabilities
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+Bruce Swihart
@@ Property / maintained by: Bruce Swihart / rank @@
+Normal rank
@@ Property / description @@
+Generates multivariate subgaussian stable probabilities using the QRSVN    algorithm as detailed in Genz and Bretz (2002) <doi:10.1198/106186002394>    but by sampling positive stable variates not chi/sqrt(nu).
+Normal rank
@@ Property / author @@
+Alan Genz
@@ Property / author: Alan Genz / rank @@
+Normal rank
@@ Property / author @@
+Bruce Swihart
@@ Property / author: Bruce Swihart / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU Lesser General Public License, version 2.1
+Normal rank
@@ Property / copyright license @@
+GNU Lesser General Public License, version 3.0
+Normal rank
+edition/version: expanded from: LGPL (≥ 2.1) (English)
@@ Property / cites work @@
+Comparison of Methods for the Computation of MultivariatetProbabilities
+Normal rank
@@ Property / depends on software @@
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@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.4.0
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@@ links / mardi / name / links / mardi / name @@
+Software:104839

Latest revision as of 18:56, 12 March 2024

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Language	Label	Description	Also known as
English	mvgb	Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Statements

instance of

R package

0 references

software version identifier

0.0.3

publication date

22 June 2022

0 references

0.0.1

publication date

9 March 2022

0 references

0.0.2

publication date

31 March 2022

0 references

0.0.4

publication date

2 September 2023

0 references

programmed in

R

0 references

last update

2 September 2023

0 references

maintained by

Bruce Swihart

0 references

description

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <doi:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

0 references

0 references

0 references

GNU Lesser General Public License, version 2.1

0 references

GNU Lesser General Public License, version 3.0

edition/version

expanded from: LGPL (≥ 2.1) (English)