Open Accesstlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student- t Probabilities with Low-Rank Methods in R
Author(s) -
Jian Cao,
Marc G. Genton,
David E. Keyes,
George Turkiyyah
Publication year - 2022
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v101.i04
Subject(s) - univariate , computer science , r package , scalability , gaussian , rank (graph theory) , algorithm , excursion , multivariate statistics , mathematics , computational science , combinatorics , machine learning , database , physics , quantum mechanics , political science , law