tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student- t Probabilities with Low-Rank Methods in R.

Sat, 01 Jan 2022 00:00:00 +0100

Jian Cao , Marc G. Genton , David E. Keyes , George M. Turkiyyah:
tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student- t Probabilities with Low-Rank Methods in R. J. Stat. Softw. 101(4) (2022)