tlrmvnmvt

cranv1.1.2.1

Low-Rank Methods for MVN and MVT Probabilities. Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. References used for this package: Foley, James, Andries van Dam, Steven Feiner, and John Hughes. "Computer Graphics:

License GPL-2strong copyleft0 versions1 maintainers2 deps211 weekly dl
https://CRAN.R-project.org/package=tlrmvnmvt
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First published · 2025-12-24 08:58:59

Last updated · 2025-12-24T06:56:14+00:00