R Observatory: Metrics for tlrmvnmvt version 1.1.2.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tlrmvnmvt

1.1.2.1Package record

Low-Rank Methods for MVN and MVT Probabilities

3packages depend

7.8Kdownloads / year

30.3%test coverage

0/13flavors OK

Overview

About

Maintained by Jian CaoCRAN page ↗

Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. References used for this package: Foley, James, Andries van Dam, Steven Feiner, and John Hughes. "Computer Graphics: Principle and Practice". Addison-Wesley Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1); Genz, A., "Numerical computation of multivariate normal probabilities," Journal of Computational and Graphical Statistics, 1, 141-149 (1992) doi:10.1080/10618600.1992.10477010; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- t Probabilities," Statistics and Computing, 31.1, 1-16 (2021) doi:10.1007/s11222-020-09978-y; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R," Journal of Statistical Software, 101.4, 1-25 (2022) doi:10.18637/jss.v101.i04.

Install

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

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

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

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-tlrmvnmvt

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-tlrmvnmvt

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-tlrmvnmvt

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

13NOTE

Check messages

NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64

checkRd: (-1) pmvn.Rd:21: Lost braces in \itemize; meant \describe ?
checkRd: (-1) pmvn.Rd:22: Lost braces in \itemize; meant \describe ?
checkRd: (-1) pmvn.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) pmvt.Rd:23: Lost braces in \itemize; meant \describe ?
checkRd: (-1) pmvt.Rd:24: Lost braces in \itemize; meant \describe ?
checkRd: (-1) pmvt.Rd:25: Lost braces in \itemize; meant \describe ?

CRAN check page ↗

Slowest check: 5.3 min · r-devel-windows-x86_64

Status changes

NOTE13 NOTENow
NOTE14 NOTE2026-04-22
ERROR13 NOTE, 1 ERROR2026-04-18
NOTE14 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.2.1

READMEYes · 334 wordsVignettesNoNEWSYes · 33% structured · does not mention 1.1.2.1Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Cites a JSS article

Help pages: 5includes a package overview page
Examples that run: 100%3 run in a plain check
Exported functions with examples: 75%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 80%

How these are measured

Downloads

7.8K

CRAN downloads in the past year

Rank #4,507 · ~21/day · ~651/mo

Releases R versions

Daily download trend is not available in this view yet.

82030 days

1.9K90 days

7.8K1 year

Compare downloads with other packages →

Also on428 r2u1 autocran79 c2d4u

How downloads are counted

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Installing tlrmvnmvt adds 3 packages (2 with compiled code, 18 MB of source tarballs). Heaviest: BH 14 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.

Depends (1)

R >= 4.2.0

Imports (2)

Rcppmethods

LinkingTo (3)

Rcpp RcppEigen BH

Suggests (1)

mvtnorm

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

5indirect

Imports 3

Depends, Imports or LinkingTo, most downloaded first

MomTrunc CensSpatial CensMFM

How these are counted

Code & Tests

People & History

People (4)

Jian Cao

Author, Maintainer since 1.0.0 (2019)

Marc Genton

Author

David Keyes

Author

George Turkiyyah

Author

Releases (6)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.1.2.1Latest
record
2025-12-24 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
unarchivedReturned to CRAN
2022-06-09
1.1.2
record
2022-06-09 · diff ↗
archivedRemoved from CRAN
2022-05-21
check issues were not corrected in time
R
R 4.2.0 released · 2022-04-22
1.1.1
record
2022-01-29 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.1.0
record
2020-04-06 · diff ↗ ·
removed 4 exports
pmvn.genz, pmvn.tlr, pmvt.genz, pmvt.tlr

added 4 exports
pmvn, pmvt, GenzBretz, TLRQMC
1.0.1
record
2020-01-11 · diff ↗
1.0.0
record
2019-11-04
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-11-04
Total releases: 6 / 7 yrs
License: GPL-2 OSI
Minimum R: ≥ 4.2.0
Download size: 78 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("tlrmvnmvt")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v101.i04.

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 tlrmvnmvt version 1.1.2.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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