Package: mnorm
Type: Package
Title: Multivariate Normal Distribution
Version: 1.2.3
Date: 2026-04-15
Authors@R: c(person("Bogdan", "Potanin", email = "bogdanpotanin@gmail.com", role = c("aut", "cre", "ctb")), person("Sofiia", "Dolgikh", email = "sidolgikh@gmail.com", role = c("ctb")))
Description: Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution and Gaussian copula (with various marginal distributions) using methods described in A. Genz (2004) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9>, H. I. Gassmann (2003) <doi:10.1198/1061860032283> and E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>.
License: GPL (>= 2)
Imports: Rcpp (>= 1.1.1), hpa (>= 1.3.4)
LinkingTo: Rcpp, RcppArmadillo, hpa
RoxygenNote: 7.3.2
NeedsCompilation: yes
Packaged: 2026-04-14 15:00:21 UTC; Bogdan
Author: Bogdan Potanin [aut, cre, ctb],
  Sofiia Dolgikh [ctb]
Maintainer: Bogdan Potanin <bogdanpotanin@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-14 16:00:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-25 11:46:31 UTC; unix
Archs: mnorm.so.dSYM
