mnorm

Multivariate Normal Distribution

CRAN Package

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.


Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports2 packages
  • Linking To3 packages
  • Reverse Imports2 packages