Package: tlrmvnmvt
Type: Package
Title: Low-Rank Methods for MVN and MVT Probabilities
Version: 1.1.2.1
Date: 2022-06-07
Authors@R: c(person("Marc", "Genton", role = "aut"),
             person("David", "Keyes", role = "aut"),
             person("George", "Turkiyyah", role = "aut"),
             person("Jian", "Cao", role = c("aut", "cre"),
                    email = "jian.cao@kaust.edu.sa"))
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>.
License: GPL-2
Depends: R (>= 4.2.0)
Suggests: mvtnorm (>= 1.0.11)
Imports: Rcpp (>= 1.0.8), methods (>= 4.2.0)
LinkingTo: Rcpp (>= 1.0.8), RcppEigen (>= 0.3.3.5.0), BH (>= 1.69.0.1)
NeedsCompilation: yes
Packaged: 2025-12-16 11:36:43 UTC; ripley
Author: Marc Genton [aut],
  David Keyes [aut],
  George Turkiyyah [aut],
  Jian Cao [aut, cre]
Maintainer: Jian Cao <jian.cao@kaust.edu.sa>
Repository: CRAN
Date/Publication: 2025-12-24 07:56:14 UTC
Built: R 4.4.1; x86_64-apple-darwin20; 2025-12-24 11:36:37 UTC; unix
Archs: tlrmvnmvt.so.dSYM
