tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R

DOI10.18637/jss.v101.i04MaRDI QIDQ105979

Marc Genton, David Keyes, George Turkiyyah, Jian Cao

Publication date: 2022

Published in: Journal of Statistical Software (Search for Journal in Brave)

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tlrmvnmvt