Package: tlrmvnmvt
Type: Package
Title: Low-Rank Methods for MVN and MVT Probabilities
Version: 1.1.0
Date: 2020-03-26
Author: Jian Cao, Marc Genton, David Keyes, George Turkiyyah
Maintainer: Jian Cao <jian.cao@kaust.edu.sa>
Description: Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing 		relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. 
	References used for this package:
	Foley, James, Andries van Dam, Steven Feiner, and John Hughes. 
	"Computer Graphics: Principle and Practice". Addison-Wesley 
	Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1);
	Genz, A., "Numerical computation of multivariate
	normal probabilities," Journal of Computational and
	Graphical Statistics, 1, 141-149 (1992) <doi:10.1080/10618600.1992.10477010>;
	Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low
	Rank Covariance Structures for Computing High-Dimensional Normal and Student-
	t Probabilities" (2019) <https://marcgenton.github.io/2019.CGKT.manuscript.pdf>.
License: GPL-2
Depends: R (>= 3.6.0)
Suggests: mvtnorm (>= 1.0.11)
Imports: Rcpp (>= 1.0.1)
LinkingTo: Rcpp (>= 1.0.1), RcppEigen (>= 0.3.3.5.0), BH (>= 1.69.0.1)
NeedsCompilation: yes
Packaged: 2020-04-05 07:33:52 UTC; caoj
Repository: CRAN
Date/Publication: 2020-04-06 10:00:03 UTC
Built: R 3.6.2; x86_64-apple-darwin15.6.0; 2020-04-11 00:56:36 UTC; unix
Archs: tlrmvnmvt.so.dSYM
