R Observatory: Metrics for VeccTMVN version 1.3.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

VeccTMVN

1.3.2Package record

Multivariate Normal Probabilities using Vecchia Approximation

0packages depend

2.5Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Jian CaoCRAN page ↗GitHub ↗Issues ↗

Under a different representation of the multivariate normal (MVN) probability, we can use the Vecchia approximation to sample the integrand at a linear complexity with respect to n. Additionally, both the SOV algorithm from Genz (92) and the exponential-tilting method from Botev (2017) can be adapted to linear complexity. The reference for the method implemented in this package is Jian Cao and Matthias Katzfuss (2024) "Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities" doi:10.48550/arXiv.2311.09426. Two major references for the development of our method are Alan Genz (1992) "Numerical Computation of Multivariate Normal Probabilities" doi:10.1080/10618600.1992.10477010 and Z. I. Botev (2017) "The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting" doi:10.48550/arXiv.1603.04166.

Changes in 1.3.2

Add guards to check if n > m. If not, error will be raised.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("VeccTMVN", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("JCatwood/VeccTMVN")

Development version from JCatwood/VeccTMVN. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-vecctmvn

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-VeccTMVN

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-VeccTMVN

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.5 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-09-08
ERROR12 OK, 1 ERROR2026-09-07
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-04-22

Show 2 earlier changesHide 2 earlier changes

ERROR13 OK, 1 ERROR2026-04-18
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.3.2

README· In the repository, left out of the releaseVignettesNoNEWSYes · 67% structured · mentions 1.3.2Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 14
Examples that run: 100%4 run in a plain check
Exported functions with examples: 31%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

How these are measured

Downloads

2.5K

CRAN downloads in the past year

Rank #18,747 · ~7/day · ~205/mo

Releases R versions

Daily download trend is not available in this view yet.

26830 days

70290 days

2.5K1 year

Compare downloads with other packages →

Also on366 r2u3 autocran

How downloads are counted

Repository

jcatwood/vecctmvn ↗Account: JCatwood

2Stars

0Forks

1Open issues

0Open PRs

1Releases

26Commits

3Commit identities

normal-distributionr-packagesampling-methodsstatistics

26 commits · Last activity 2026-01-27

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 22
Median days to close, 50 most recently updated closed PRs: 2

Stars over time

2024-07-09 · 22026-07-07 · 2

How these are measured

PracticesBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/jcatwood/vecctmvn on 2026-10-22.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing VeccTMVN adds 20 packages (15 with compiled code, 33 MB of source tarballs). Heaviest: BH 14 MB, fields 3.9 MB, spacefillr 3.1 MB.

Depends (0)

none

Imports (7)

RcppMatrixGpGp truncnorm GPvecchia TruncatedNormal nleqslv

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (3)

testthat lhs mvtnorm

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (2)

Jian Cao

Author, Maintainer since 1.0.0 (2024)

Matthias Katzfuss

Author

Releases (8)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.3.2Latest
record
2026-02-03 · current release · diff ↗
1.3.1
record
2025-08-19 · diff ↗
1.3.0
record
2025-07-14 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.2.1
record
2024-11-26 · diff ↗
1.2.0
record
2024-09-23 · diff ↗ ·
added 1 export
univar_order
1.1.1
record
2024-09-05 · diff ↗ ·
added 2 exports
pmvn_MLMC, pmvt_MLMC
1.1.0
record
2024-08-16 · diff ↗ ·
added 2 exports
mvrandt, pmvt
R
R 4.4.0 released · 2024-04-24
1.0.0
record
2024-01-26
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2024-01-26
Total releases: 8 / 2 yrs
License: GPL (>= 2) OSI
Download size: 39 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VeccTMVN")

Format

Jian Cao, & Matthias Katzfuss. (2026). VeccTMVN: Multivariate Normal Probabilities using Vecchia Approximation (Version 1.3.2) [Computer software]. https://doi.org/10.32614/CRAN.package.VeccTMVN

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for VeccTMVN version 1.3.2 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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