CRAN requires the check problems on this package to be fixed before 2026-08-31 or it will be archived.

tlrmvnmvt

1.1.2.1

Low-Rank Methods for MVN and MVT Probabilities

3packages depend

6.9Kdownloads / year

30.3%test coverage

0/13checks pass

Overview

About

Maintained by Jian CaoFirst published 2019-11-046 releasesCRAN 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.

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).

Health

CRAN checks

13NOTE

Failing flavors

NOTE 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-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

Slowest check: 5.4 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.17

30.3%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-04-22
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
0 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 334 wordsVignettesNopkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 80%

Downloads

6.9K

CRAN downloads in the past year

Rank #4,239 · ~19/day · ~571/mo

Releases R versions

Daily download trend is not available in this view yet.

46530 days

2.1K90 days

6.9K1 year

Compare downloads with other packages →

Also on489 r2u3 autocran34 c2d4u

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

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

6indirect

CensMFM CensSpatial MomTrunc

Code & Tests

People & History

People (4)

Maintainer (1)

Jian Cao

Author, Maintainer

Authors (4)

Author, Maintainer

Author

Author

Author

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.1.2.1Latest
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
1.1.2
2022-06-09 · diff ↗
unarchivedReturned to CRAN
2022-06-09
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
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
2020-04-06 · diff ↗
1.0.1
2020-01-11 · diff ↗
1.0.0
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
Installed size: not tracked yet
With dependencies: not tracked yet

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