tlrmvnmvt

Low-Rank Methods for MVN and MVT Probabilities

CRAN Package

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: Principle and Practice". Addison-Wesley Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1); Genz, A., "Numerical computation of multivariate normal probabilities," Journal of Computational and Graphical Statistics, 1, 141-149 (1992) ; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- t Probabilities," Statistics and Computing, 31.1, 1-16 (2021) ; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R," Journal of Statistical Software, 101.4, 1-25 (2022) .


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Insights

Last 30 days

This package has been downloaded 268 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
7 downloadsMar 4, 2025
14 downloadsMar 5, 2025
8 downloadsMar 6, 2025
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4 downloadsMar 8, 2025
3 downloadsMar 9, 2025
30 downloadsMar 10, 2025
17 downloadsMar 11, 2025
8 downloadsMar 12, 2025
2 downloadsMar 13, 2025
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15 downloadsMar 15, 2025
1 downloadsMar 16, 2025
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4 downloadsMar 19, 2025
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24 downloadsMar 21, 2025
6 downloadsMar 22, 2025
4 downloadsMar 23, 2025
7 downloadsMar 24, 2025
11 downloadsMar 25, 2025
5 downloadsMar 26, 2025
16 downloadsMar 27, 2025
12 downloadsMar 28, 2025
3 downloadsMar 29, 2025
3 downloadsMar 30, 2025
6 downloadsMar 31, 2025
10 downloadsApr 1, 2025
4 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 4,116 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Feb 12, 2025 with 70 downloads.

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


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Dependencies

  • Imports1 package
  • Suggests1 package
  • Linking To3 packages
  • Reverse Imports3 packages