mnorm1.2.2 package

Multivariate Normal Distribution

cmnorm

Parameters of conditional multivariate normal distribution

dmnorm

Density of (conditional) multivariate normal distribution

fromBase

Convert base representation of a number into integer

halton

Halton sequence

pbetaDiff

Differentiate Regularized Incomplete Beta Function.

pmnorm

Probabilities of (conditional) multivariate normal distribution

qnormFast

Quantile function of a normal distribution

rmnorm

Random number generator for (conditional) multivariate normal distribu...

seqPrimes

Sequence of prime numbers

stdt

Standardized Student t Distribution

toBase

Convert integer value to other base

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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>.

  • Maintainer: Bogdan Potanin
  • License: GPL (>= 2)
  • Last published: 2023-11-29