mvgb: Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <doi:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

Version: 0.0.4
Depends: R (≥ 3.4.0)
Published: 2023-09-02
DOI: 10.32614/CRAN.package.mvgb
Author: Alan Genz [aut] (wrote mvtdstpack.f), Bruce Swihart ORCID iD [aut, cre]
Maintainer: Bruce Swihart <bruce.swihart at>
License: LGPL-2.1 | LGPL-3 [expanded from: LGPL (≥ 2.1)]
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: mvgb results


Reference manual: mvgb.pdf


Package source: mvgb_0.0.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mvgb_0.0.4.tgz, r-oldrel (arm64): mvgb_0.0.4.tgz, r-release (x86_64): mvgb_0.0.4.tgz, r-oldrel (x86_64): mvgb_0.0.4.tgz
Old sources: mvgb archive


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