Package: mnorm
Type: Package
Title: Multivariate Normal Distribution
Version: 1.1.0
Date: 2023-01-16
Authors@R: c(person("Bogdan", "Potanin", email = "bogdanpotanin@gmail.com", role = c("aut", "cre", "ctb")))
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) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9> and E. Kossova, B. Potanin (2018) <https:ideas.repec.org/a/ris/apltrx/0346.html>.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.6)
Depends: hpa (>= 1.3.0)
LinkingTo: Rcpp, RcppArmadillo, hpa
RoxygenNote: 7.2.1
NeedsCompilation: yes
Packaged: 2023-01-15 22:15:43 UTC; bogda
Author: Bogdan Potanin [aut, cre, ctb]
Maintainer: Bogdan Potanin <bogdanpotanin@gmail.com>
Repository: CRAN
Date/Publication: 2023-01-15 22:30:02 UTC
Built: R 4.2.0; x86_64-apple-darwin17.0; 2023-01-16 12:49:51 UTC; unix
Archs: mnorm.so.dSYM
