condMVNorm

MaRDI QIDQ39306swMATHCRANFDO

Authors Ravi Varadhan

Last update 13 April 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 2020.1, PACKAGES.rds, 2015.2-1, 2025.1

Official website https://cran.r-project.org/web/packages/condMVNorm/index.html

Source code repository https://github.com/cran/condMVNorm

Description

Computes conditional multivariate normal densities, probabilities, and random deviates.

Cited in

(8)

• miWQS
• pmwg
• condTruncMVN
• vines
• ReporteRs
• Statistical arbitrage with vine copulas
• shapr
• snSMART

This page was built for software: condMVNorm