Multivariate Probabilities of Scale Mixtures of Multivariate
Normal Distributions via the Genz and Bretz (2002) QRSVN Method
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Documentation for package ‘mvgb’ version 0.0.6
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| mvgb-package | Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions |
| mvgb | Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions |
| pmvss | Multivariate Subgaussian Stable Distribution Probabilities (via positive stable variates) |