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mvgb

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <DOI:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

Versions across snapshots

VersionRepositoryFileSize
0.0.6 rolling linux/jammy R-4.5 mvgb_0.0.6.tar.gz 35.4 KiB
0.0.6 rolling linux/noble R-4.5 mvgb_0.0.6.tar.gz 35.5 KiB
0.0.6 rolling source/ R- mvgb_0.0.6.tar.gz 23.4 KiB
0.0.6 latest linux/jammy R-4.5 mvgb_0.0.6.tar.gz 35.4 KiB
0.0.6 latest linux/noble R-4.5 mvgb_0.0.6.tar.gz 35.5 KiB
0.0.6 latest source/ R- mvgb_0.0.6.tar.gz 23.4 KiB
0.0.6 2026-04-26 source/ R- mvgb_0.0.6.tar.gz 23.4 KiB
0.0.6 2026-04-23 source/ R- mvgb_0.0.6.tar.gz 23.4 KiB
0.0.6 2026-04-09 windows/windows R-4.5 mvgb_0.0.6.zip 42.7 KiB
0.0.6 2025-04-20 source/ R- mvgb_0.0.6.tar.gz 23.4 KiB