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-4.7)mvgb_0.0.6.zip(r-4.6)mvgb_0.0.6.zip(r-4.5)
mvgb_0.0.6.tgz(r-4.6-x86_64)mvgb_0.0.6.tgz(r-4.6-arm64)mvgb_0.0.6.tgz(r-4.5-x86_64)mvgb_0.0.6.tgz(r-4.5-arm64)
mvgb_0.0.6.tar.gz(r-4.7-arm64)mvgb_0.0.6.tar.gz(r-4.7-x86_64)mvgb_0.0.6.tar.gz(r-4.6-arm64)mvgb_0.0.6.tar.gz(r-4.6-x86_64)
mvgb_0.0.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
mvgb/json (API)
NEWS

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

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

On CRAN:

Conda:

2.70 score 6 scripts 288 downloads 1 exports 0 dependencies

Last updated from:6fe8f71a0c. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK174
linux-devel-x86_64OK134
source / vignettesOK136
linux-release-arm64OK131
linux-release-x86_64OK110
macos-release-arm64OK86
macos-release-x86_64OK162
macos-oldrel-arm64OK94
macos-oldrel-x86_64OK258
windows-develOK75
windows-releaseOK86
windows-oldrelOK65
wasm-releaseOK116

Exports:pmvss

Dependencies: