Displaying 2 results from an estimated 2 matches for "ptmvnorm".
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pmvnorm
2009 Oct 09
0
Updates to tmvtnorm package
...on 0.8 are:
* Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of random numbers even in high dimensions.
* Added a function ptmvnorm.marginal() for the one-dimensional marginal probabilities/CDF.
Best regards,
Stefan Wilhelm
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfu...
2009 Oct 09
0
Updates to tmvtnorm package
...on 0.8 are:
* Reimplemented the Gibbs' sampler for random number generation in Fortran for performance reasons. This compiled code is now even faster than conventional rejection sampling and allows for the generation of large amounts of random numbers even in high dimensions.
* Added a function ptmvnorm.marginal() for the one-dimensional marginal probabilities/CDF.
Best regards,
Stefan Wilhelm
financial.com AG
Munich head office/Hauptsitz M?nchen: Maria-Probst-Str. 19 | 80939 M?nchen | Germany
Frankfurt branch office/Niederlassung Frankfurt: Messeturm | Friedrich-Ebert-Anlage 49 | 60327 Frankfu...