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

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. [doi]

Abstract

Abstract is missing.