mnorm: Multivariate Normal Distribution

Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution using methods described in A. Genz (2004) <doi:10.1023/B:STCO.0000035304.20635.31>, A. Genz, F. Bretz (2009) <doi:10.1007/978-3-642-01689-9> and E. Kossova, B. Potanin (2018) <>.

Version: 1.0.1
Imports: Rcpp (≥ 1.0.6)
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-05-16
Author: Bogdan Potanin [aut, cre, ctb]
Maintainer: Bogdan Potanin <bogdanpotanin at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: mnorm results


Reference manual: mnorm.pdf


Package source: mnorm_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mnorm_1.0.1.tgz, r-oldrel (arm64): mnorm_1.0.1.tgz, r-release (x86_64): mnorm_1.0.1.tgz, r-oldrel (x86_64): mnorm_1.0.1.tgz
Old sources: mnorm archive


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