mvgb (Q104839): Difference between revisions
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Removed claim: author (P16): Alan Genz (Q104837) |
Added link to MaRDI item. |
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| Property / last update: 22 June 2022 / rank | |||||||||||||||
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| Property / author: Bruce Swihart / rank | |||||||||||||||
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| Property / maintained by: Bruce Swihart / rank | |||||||||||||||
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| Property / copyright license: GNU Lesser General Public License, version 2.1 / rank | |||||||||||||||
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| Property / copyright license: GNU Lesser General Public License, version 3.0 / rank | |||||||||||||||
| Property / copyright license: GNU Lesser General Public License, version 3.0 / qualifier | |||||||||||||||
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| Property / cites work: Comparison of Methods for the Computation of MultivariatetProbabilities / rank | |||||||||||||||
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publication date: 9 March 2022
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publication date: 31 March 2022
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publication date: 2 September 2023
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2 September 2023
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| Property / last update: 2 September 2023 / rank | |||||||||||||||
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| Property / maintained by: Bruce Swihart / rank | |||||||||||||||
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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). | |||||||||||||||
| 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). / rank | |||||||||||||||
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| Property / author: Alan Genz / rank | |||||||||||||||
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| Property / author: Bruce Swihart / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU Lesser General Public License, version 2.1 / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU Lesser General Public License, version 3.0 / rank | |||||||||||||||
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| Property / copyright license: GNU Lesser General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: LGPL (≥ 2.1) (English) | |||||||||||||||
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| Property / cites work: Comparison of Methods for the Computation of MultivariatetProbabilities / rank | |||||||||||||||
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software version identifier: ≥ 3.4.0 | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| links / mardi / name | links / mardi / name | ||||||||||||||
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
2 September 2023
0 references
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
expanded from: LGPL (≥ 2.1) (English)
0 references
