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mnorm (version 1.2.2)

Multivariate Normal Distribution

Description

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) , A. Genz, F. Bretz (2009) , H. I. Gassmann (2003) and E. Kossova, B. Potanin (2018) .

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Version

Install

install.packages('mnorm')

Monthly Downloads

454

Version

1.2.2

License

GPL (>= 2)

Maintainer

Potanin Bogdan

Last Published

November 29th, 2023

Functions in mnorm (1.2.2)

Sequence of prime numbers

Quantile function of a normal distribution

Parameters of conditional multivariate normal distribution

Density of (conditional) multivariate normal distribution

Differentiate Regularized Incomplete Beta Function.

Random number generator for (conditional) multivariate normal distribution

Convert base representation of a number into integer

Halton sequence

Probabilities of (conditional) multivariate normal distribution

Standardized Student t Distribution

Convert integer value to other base