mnorm
Multivariate Normal Distribution
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.3 |
rolling linux/jammy R-4.5 | mnorm_1.2.3.tar.gz |
428.6 KiB |
1.2.3 |
rolling linux/noble R-4.5 | mnorm_1.2.3.tar.gz |
442.4 KiB |
1.2.3 |
rolling source/ R- | mnorm_1.2.3.tar.gz |
58.4 KiB |
1.2.3 |
latest linux/jammy R-4.5 | mnorm_1.2.3.tar.gz |
428.6 KiB |
1.2.3 |
latest linux/noble R-4.5 | mnorm_1.2.3.tar.gz |
442.4 KiB |
1.2.3 |
latest source/ R- | mnorm_1.2.3.tar.gz |
58.4 KiB |
1.2.3 |
2026-04-26 source/ R- | mnorm_1.2.3.tar.gz |
58.4 KiB |
1.2.3 |
2026-04-23 source/ R- | mnorm_1.2.3.tar.gz |
58.4 KiB |
1.2.2 |
2026-04-09 windows/windows R-4.5 | mnorm_1.2.2.zip |
829.0 KiB |
1.2.2 |
2025-04-20 source/ R- | mnorm_1.2.2.tar.gz |
56.9 KiB |