mnorm (Q81368): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
|||||||||||||||
| (2 intermediate revisions by one other user not shown) | |||||||||||||||
| Property / last update | |||||||||||||||
| |||||||||||||||
| Property / last update: 7 May 2023 / rank | |||||||||||||||
| Property / software version identifier | |||||||||||||||
1.0.0 | |||||||||||||||
| Property / software version identifier: 1.0.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 1.0.0 / qualifier | |||||||||||||||
publication date: 11 May 2022
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
1.0.1 | |||||||||||||||
| Property / software version identifier: 1.0.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 1.0.1 / qualifier | |||||||||||||||
publication date: 16 May 2022
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
1.2.0 | |||||||||||||||
| Property / software version identifier: 1.2.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 1.2.0 / qualifier | |||||||||||||||
publication date: 3 June 2023
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
1.2.1 | |||||||||||||||
| Property / software version identifier: 1.2.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 1.2.1 / qualifier | |||||||||||||||
publication date: 22 August 2023
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
1.2.2 | |||||||||||||||
| Property / software version identifier: 1.2.2 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 1.2.2 / qualifier | |||||||||||||||
publication date: 29 November 2023
| |||||||||||||||
| Property / last update | |||||||||||||||
29 November 2023
| |||||||||||||||
| Property / last update: 29 November 2023 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / 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>. | |||||||||||||||
| Property / 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>. / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Bogdan Potanin / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: Rcpp / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports: Rcpp / qualifier | |||||||||||||||
software version identifier: ≥ 1.0.10 | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: hpa / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports: hpa / qualifier | |||||||||||||||
software version identifier: ≥ 1.3.1 | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Numerical computation of rectangular bivariate and trivariate normal and t probabilities / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Computation of Multivariate Normal and t Probabilities / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Multivariate Normal Probabilities: Implementing an Old Idea of Plackett's / rank | |||||||||||||||
Normal rank | |||||||||||||||
| 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
