tlrmvnmvt

MaRDI QIDQ1353474swMATHCRANFDO

Authors Jian Cao, Marc Genton, David Keyes, George Turkiyyah

Last update 9 June 2022

Copyright license GNU General Public License, version 2.0

Software version identifier 1.1.2

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

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

Cites work

• Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities
• Numerical Computation of Multivariate Normal Probabilities
• tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R

Cited in

(10)

• CensMFM
• TruncatedNormal
• An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
• Orthants
• CensSpatial
• ADGofTest
• t.f
• qrmdata
• MomTrunc
• nvmix

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