tlrmvnmvt (Q78770): Difference between revisions
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Low-Rank Methods for MVN and MVT Probabilities | |||||||||||||||
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9 June 2022
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Property / last update: 9 June 2022 / rank | |||||||||||||||
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Property / software version identifier: 1.1.2 / rank | |||||||||||||||
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publication date: 9 June 2022
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Property / author: Marc Genton / rank | |||||||||||||||
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Property / author: David Keyes / rank | |||||||||||||||
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Property / author: George Turkiyyah / rank | |||||||||||||||
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Property / author: Jian Cao / rank | |||||||||||||||
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Property / maintained by: Jian Cao / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / depends on software: R / rank | |||||||||||||||
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software version identifier: ≥ 4.2.0 | |||||||||||||||
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Property / imports: Rcpp / rank | |||||||||||||||
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Property / imports: Rcpp / qualifier | |||||||||||||||
software version identifier: ≥ 1.0.8 | |||||||||||||||
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software version identifier: ≥ 4.2.0 | |||||||||||||||
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Property / cites work: Numerical Computation of Multivariate Normal Probabilities / rank | |||||||||||||||
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Property / cites work: Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities / rank | |||||||||||||||
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Property / cites work: tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R / rank | |||||||||||||||
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Property / CRAN project: tlrmvnmvt / rank | |||||||||||||||
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Revision as of 15:21, 19 April 2023
Low-Rank Methods for MVN and MVT Probabilities
Language | Label | Description | Also known as |
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English | tlrmvnmvt |
Low-Rank Methods for MVN and MVT Probabilities |
Statements
9 June 2022
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0 references