mvgb {mvgb}

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions

Description

The QRVSN algorithm is used in a broader context: using the Genz and Bretz (2002) algorithm to calculate multivariate distribution probabilities.

Multivariate Subgaussian Stable Distribution

pmvss – multivariate subgaussian stable distribution probabilities

Author(s)

Maintainer: Bruce Swihart [e-mail] (ORCID)

Authors:

• Alan Genz (wrote mvtdstpack.f)

See Also

Useful links:

• https://github.com/swihart/mvgb

• Report bugs at https://github.com/swihart/mvgb/issues