tlrmvnmvt
Low-Rank Methods for MVN and MVT Probabilities
v1.1.2.1
·
Dec 23, 2025
·
GPL-2
Description
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>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (16 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
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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 ?
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r-devel-linux-x86_64-debian-gcc
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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 ?
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r-devel-linux-x86_64-fedora-clang
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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 ?
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r-devel-linux-x86_64-fedora-gcc
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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 ?
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r-devel-macos-arm64
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r-devel-windows-x86_64
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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 ?
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r-oldrel-macos-arm64
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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 ?
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r-oldrel-macos-arm64
installed package size
installed size is 11.9Mb
sub-directories of 1Mb or more:
libs 11.8Mb
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r-oldrel-macos-x86_64
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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 ?
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r-oldrel-macos-x86_64
installed package size
installed size is 12.6Mb
sub-directories of 1Mb or more:
libs 12.5Mb
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r-oldrel-windows-x86_64
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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 ?
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r-patched-linux-x86_64
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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 ?
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r-release-linux-x86_64
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r-release-macos-x86_64
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r-release-windows-x86_64
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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 ?
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
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 ?
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r-devel-linux-x86_64-debian-gcc
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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 ?
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r-devel-linux-x86_64-fedora-clang
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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 ?
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r-devel-linux-x86_64-fedora-gcc
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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 ?
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r-devel-macos-arm64
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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 ?
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r-devel-windows-x86_64
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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 ?
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r-patched-linux-x86_64
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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 ?
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r-release-linux-x86_64
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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 ?
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r-release-macos-arm64
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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 ?
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r-release-macos-x86_64
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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 ?
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r-release-windows-x86_64
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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 ?
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 11.9Mb
sub-directories of 1Mb or more:
libs 11.8Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 12.6Mb
sub-directories of 1Mb or more:
libs 12.5Mb
NOTE
r-oldrel-windows-x86_64
Rd files
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 ?
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1.1.2.1
Mar 9, 2026