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-4.5-x86_64)mvgb_0.0.6.tgz(r-4.5-arm64)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:

fortran

3.00 score 6 scripts 449 downloads 1 exports 0 dependencies

Last updated 4 months agofrom:6fe8f71a0c. Checks:11 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 01 2025
R-4.5-win-x86_64OKFeb 01 2025
R-4.5-mac-x86_64OKFeb 01 2025
R-4.5-mac-aarch64OKFeb 01 2025
R-4.5-linux-x86_64OKFeb 01 2025
R-4.4-win-x86_64OKFeb 01 2025
R-4.4-mac-x86_64OKFeb 01 2025
R-4.4-mac-aarch64OKFeb 01 2025
R-4.3-win-x86_64OKFeb 01 2025
R-4.3-mac-x86_64OKFeb 01 2025
R-4.3-mac-aarch64OKFeb 01 2025

Exports:pmvss

Dependencies: