Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.
copied from cf-post-staging / r-mvtnorm| Label | Latest Version |
|---|---|
| gcc7 | 1.0_8 |
| main | 1.0_6 |
| cf202003 | 1.0_6 |
| cf201901 | 1.0_6 |
