mnorm (Q81368)
From MaRDI portal
Multivariate Normal Distribution
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mnorm |
Multivariate Normal Distribution |
Statements
29 November 2023
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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>.
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expanded from: GPL (≥ 2) (English)
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