Package: mvgb 0.0.6

mvgb: Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <doi:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

Authors:Alan Genz [aut], Bruce Swihart [aut, cre]

mvgb_0.0.6.tar.gz
mvgb_0.0.6.zip(r-4.5)mvgb_0.0.6.zip(r-4.4)mvgb_0.0.6.zip(r-4.3)
mvgb_0.0.6.tgz(r-4.4-x86_64)mvgb_0.0.6.tgz(r-4.4-arm64)mvgb_0.0.6.tgz(r-4.3-x86_64)mvgb_0.0.6.tgz(r-4.3-arm64)
mvgb_0.0.6.tar.gz(r-4.5-noble)mvgb_0.0.6.tar.gz(r-4.4-noble)
mvgb_0.0.6.tgz(r-4.4-emscripten)mvgb_0.0.6.tgz(r-4.3-emscripten)
mvgb.pdf |mvgb.html
mvgb/json (API)
NEWS

# Install 'mvgb' in R:
install.packages('mvgb', repos = c('https://swihart.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/swihart/mvgb/issues

On CRAN:

3.00 score 6 scripts 525 downloads 1 exports 0 dependencies

Last updated 2 months agofrom:6fe8f71a0c. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 03 2024
R-4.5-win-x86_64OKNov 03 2024
R-4.5-linux-x86_64OKNov 03 2024
R-4.4-win-x86_64OKNov 03 2024
R-4.4-mac-x86_64OKNov 03 2024
R-4.4-mac-aarch64OKNov 03 2024
R-4.3-win-x86_64OKNov 03 2024
R-4.3-mac-x86_64OKNov 03 2024
R-4.3-mac-aarch64OKNov 03 2024

Exports:pmvss

Dependencies: