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'))

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

On CRAN:

Conda:

fortran

3.00 score 6 scripts 467 downloads 1 exports 0 dependencies

Last updated 5 months agofrom:6fe8f71a0c. Checks:11 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 03 2025
R-4.5-win-x86_64OKMar 03 2025
R-4.5-mac-x86_64OKMar 03 2025
R-4.5-mac-aarch64OKMar 03 2025
R-4.5-linux-x86_64OKMar 03 2025
R-4.4-win-x86_64OKMar 03 2025
R-4.4-mac-x86_64OKMar 03 2025
R-4.4-mac-aarch64OKMar 03 2025
R-4.3-win-x86_64OKMar 03 2025
R-4.3-mac-x86_64OKMar 03 2025
R-4.3-mac-aarch64OKMar 03 2025

Exports:pmvss

Dependencies: