Name : R-tlrmvnmvt
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Version : 1.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.2.12
| Date : 2024-09-10 06:19:41
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Group : Development/Libraries/Other
| Source RPM : R-tlrmvnmvt-1.1.2-lp153.2.12.src.rpm
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Size : 0.43 MB
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Packager : (none)
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Summary : Low-Rank Methods for MVN and MVT Probabilities
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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>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |