Other packages > Find by keyword >

tlrmvnmvt  

Low-Rank Methods for MVN and MVT Probabilities
View on CRAN: Click here


Download and install tlrmvnmvt package within the R console
Install from CRAN:
install.packages("tlrmvnmvt")

Install from Github:
library("remotes")
install_github("cran/tlrmvnmvt")

Install by package version:
library("remotes")
install_version("tlrmvnmvt", "1.1.2.1")



Attach the package and use:
library("tlrmvnmvt")
Maintained by
Jian Cao
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-11-04
Latest Update: 2022-06-09
Description:
Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. References used for this package: Foley, James, Andries van Dam, Steven Feiner, and John Hughes. "Computer Graphics: Principle and Practice". Addison-Wesley Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1); Genz, A., "Numerical computation of multivariate normal probabilities," Journal of Computational and Graphical Statistics, 1, 141-149 (1992) <doi:10.1080/10618600.1992.10477010>; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- t Probabilities," Statistics and Computing, 31.1, 1-16 (2021) <doi:10.1007/s11222-020-09978-y>; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R," Journal of Statistical Software, 101.4, 1-25 (2022) <doi:10.18637/jss.v101.i04>.
How to cite:
Jian Cao (2019). tlrmvnmvt: Low-Rank Methods for MVN and MVT Probabilities. R package version 1.1.2.1, https://cran.r-project.org/web/packages/tlrmvnmvt. Accessed 22 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:14), 1.0.0 (2019-11-04 17:50), 1.0.1 (2020-01-11 14:40), 1.1.0 (2020-04-06 12:00), 1.1.1 (2022-01-29 00:30), 1.1.2 (2022-06-09 11:40)
Other packages that cited tlrmvnmvt R package
View tlrmvnmvt citation profile
Other R packages that tlrmvnmvt depends, imports, suggests or enhances
Complete documentation for tlrmvnmvt
Functions, R codes and Examples using the tlrmvnmvt R package
Some associated functions: algorithms . pmvn . pmvt . tlrmvnmvt-package . zorder . 
Some associated R codes: RcppExports.R . mvn.R .  Full tlrmvnmvt package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

Countr  
Flexible Univariate Count Models Based on Renewal Processes
Flexible univariate count models based on renewal processes. The models may include covariates and ...
Download / Learn more Package Citations See dependency  
odns  
Access Scottish Health and Social Care Open Data
Allows potential users of Scottish Health and Social Care Open Data ( ...
Download / Learn more Package Citations See dependency  
cnum  
Chinese Numerals Processing
Chinese numerals processing in R, such as conversion between Chinese numerals and Arabic numerals a ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
jointseg  
Joint Segmentation of Multivariate (Copy Number) Signals
Methods for fast segmentation of multivariate signals into piecewise constant profiles and for gene ...
Download / Learn more Package Citations See dependency  
spider  
Species Identity and Evolution in R
Analysis of species limits and DNA barcoding data. Included are functions for generating important s ...
Download / Learn more Package Citations See dependency  

28,720

R Packages

247,686

Dependencies

75,677

Author Associations

28,721

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA