mvgb {mvgb} | R Documentation |
The QRVSN algorithm is used in a broader context: using the Genz and Bretz (2002) algorithm to calculate multivariate distribution probabilities.
pmvss
– multivariate subgaussian stable distribution probabilities
Maintainer: Bruce Swihart bruce.swihart@gmail.com (ORCID)
Authors:
Alan Genz (wrote mvtdstpack.f)
Useful links: