Man pages for VeccTMVN
Multivariate Normal Probabilities using Vecchia Approximation

FIC_reorder_univarUnivariate ordering under FIC approximation, first m chosen...
find_nn_corrFind ordered nearest neighbors based on a correlation Matrix....
get_sp_inv_cholGet the inverse upper Cholesky factor under the Vecchia...
loglk_censor_MVNCompute censored multivariate normal (MVN) log-probabilities...
mvrandnSimulate truncated multivariate normal (TMVN) using the...
mvrandtSimulate truncated multivariate normal (TMVT) using the...
pmvnCompute multivariate normal (MVN) probabilities that have...
pmvn_MLMCApplying the multi-level Monte Carlo (MLMC) technique to the...
pmvtCompute multivariate Student-t (MVT) probabilities that have...
pmvt_MLMCApplying the multi-level Monte Carlo (MLMC) technique to the...
ptmvrandnSimulate partially censored multivariate normal (MVN) at...
univar_orderUnivariate variable reordering, described in Genz and Bretz...
Vecc_reorderUnivariate ordering under Vecchia approximation
VeccTMVNVeccTMVN
VeccTMVN documentation built on Aug. 21, 2025, 6:01 p.m.