Multivariate Normal Distribution
Parameters of conditional multivariate normal distribution
Density of (conditional) multivariate normal distribution
Convert base representation of a number into integer
Halton sequence
Differentiate Regularized Incomplete Beta Function.
Probabilities of (conditional) multivariate normal distribution
Quantile function of a normal distribution
Random number generator for (conditional) multivariate normal distribu...
Sequence of prime numbers
Standardized Student t Distribution
Convert integer value to other base
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>.