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mnorm

Multivariate Normal Distribution

v1.2.3 · Apr 14, 2026 · GPL (>= 2)

Description

Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution and Gaussian copula (with various marginal distributions) 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>, H. I. Gassmann (2003) <doi:10.1198/1061860032283> and E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>.

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CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
NOTE r-devel-linux-x86_64-debian-gcc

DESCRIPTION meta-information

Fatal error: cannot create 'R_TempDir'
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 10.6Mb
  sub-directories of 1Mb or more:
    libs  10.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 10.7Mb
  sub-directories of 1Mb or more:
    libs  10.5Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/mnorm.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 10.6Mb
  sub-directories of 1Mb or more:
    libs  10.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 10.7Mb
  sub-directories of 1Mb or more:
    libs  10.5Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 10.6Mb
  sub-directories of 1Mb or more:
    libs  10.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 10.5Mb
  sub-directories of 1Mb or more:
    libs  10.4Mb

Reverse Dependencies (2)

linking_to

Dependency Network

Dependencies Reverse dependencies Rcpp hpa sfaR switchSelection mnorm

Version History

9 tracked
updated 1.2.3 ← 1.2.2 diff Apr 14, 2026
new 1.2.2 Mar 10, 2026
updated 1.2.2 ← 1.2.1 diff Nov 28, 2023
updated 1.2.1 ← 1.2.0 diff Aug 21, 2023
updated 1.2.0 ← 1.1.1 diff Jun 2, 2023
updated 1.1.1 ← 1.1.0 diff May 6, 2023
updated 1.1.0 ← 1.0.1 diff Jan 14, 2023
updated 1.0.1 ← 1.0.0 diff May 15, 2022
new 1.0.0 May 10, 2022