• sn

  • Referenced in 297 articles [sw08059]
  • package sn: The Skew-Normal and Related Distributions, such as the Skew-t. Build ... manipulate probability distributions of the skew-normal family and some related ones, notably the skew...
  • QSIMVN

  • Referenced in 133 articles [sw32329]
  • numerical computation of multivariate normal distribution values. The method used is similar to the method ... paper ”Numerical Computation of Multivariate Normal Probabilities”, in J. of Computational and Graphical Stat...
  • CMA-ES

  • Referenced in 102 articles [sw05063]
  • sampled according to a multivariate normal distribution in the mathbb{R}^n. Pairwise dependencies between...
  • mvtnorm

  • Referenced in 130 articles [sw04359]
  • package mvtnorm: Multivariate Normal and t Distributions , Computes multivariate normal and t probabilities, quantiles, random...
  • Latent GOLD

  • Referenced in 93 articles [sw11673]
  • finite mixture (FM) models for multivariate normal distributions began to emerge, through the work...
  • Eigentaste

  • Referenced in 59 articles [sw12451]
  • appendix we use uniform and normal distribution models to derive analytic estimates of NMAE when...
  • mixsmsn

  • Referenced in 41 articles [sw06064]
  • Mixture of Scale Mixture of Skew-Normal Distributions. Functions to fit finite mixture of scale ... mixture of skew-normal (FM-SMSN) distributions...
  • glimmix

  • Referenced in 27 articles [sw11740]
  • where the response is not necessarily normally distributed. These models are known as generalized linear ... normal (Gaussian) random effects. Conditional on these random effects, data can have any distribution...
  • hgm R

  • Referenced in 17 articles [sw08770]
  • numerical evaluation of the normalizing constant for a given statistical distribution is a fundamental problem ... statistics. For example, the normalizing constant of the Gaussian distribution is expressed in terms ... standard deviation. However, normalizing constants of many interesting stasistical distributions do not have such closed ... normalizing constant of the multivariate normal distribution restricted to the first orthant...
  • PROC NLMIXED

  • Referenced in 59 articles [sw11039]
  • either a standard form (normal, binomial, Poisson) or a general distribution that you code using...
  • mixfdr

  • Referenced in 18 articles [sw06074]
  • this precise, suppose you have many normally distributed z’s, and each...
  • Algorithm 885

  • Referenced in 8 articles [sw09118]
  • Computing the logarithm of the normal distribution. We present and compare three C functions ... logarithm of the cumulative standard normal distribution. The first is a new algorithm derived from ... calculation of the standard normal distribution via a series or continued fraction approximation ... calculation of the standard normal distribution via rational Chebyshev approximation. This is related...
  • blasso

  • Referenced in 13 articles [sw06769]
  • Elastic net regression modeling with the orthant normal prior The elastic net procedure ... Bayesian posterior mode under a prior distribution implied by the form of the elastic ... class of prior distributions are introduced: a properly normalized, direct characterization, which is shown ... representation as a scale mixture of normal distributions. Prior distributions are proposed for the regularization...
  • Orthants

  • Referenced in 11 articles [sw14755]
  • orthant probabilities for non-singular multivariate normal distributions. Orthant probabilities are expressed in terms ... efficient accurate evaluation of the multivariate normal cumulative distribution function than previously, for many situations...
  • fdrtool

  • Referenced in 29 articles [sw08196]
  • values and the parameters of the null distribution are adaptively estimated from the data ... majorant (LCM), for the half-normal and correlation distributions, and for computing empirical higher criticism...
  • ContaminatedMixt

  • Referenced in 9 articles [sw21014]
  • Fitting Parsimonious Mixtures of Multivariate Contaminated Normal Distributions. We introduce the R package ContaminatedMixt, conceived ... mixtures of multivariate contaminated normal distributions as a tool for robust clustering and classification under ... more popular mixtures of multivariate normal and t distributions, this approach also allows for automatic...
  • tmvtnorm

  • Referenced in 18 articles [sw08073]
  • package tmvtnorm: Truncated Multivariate Normal and Student t Distribution. Random number generation for the truncated ... multivariate normal and Student t distribution. Computes probabilities, quantiles and densities, including one-dimensional...
  • elicit-normlin

  • Referenced in 27 articles [sw27808]
  • hyperparameters of the prior distribution for the normal linear model, based on the 1980 JASA...
  • AS 241

  • Referenced in 12 articles [sw17444]
  • percentage points of the normal distribution...
  • zoverw

  • Referenced in 8 articles [sw25940]
  • zoverw.c: Ratios of Normal Variables. This article extends and amplifies on results from a paper ... density and distribution functions of the ratio z/w for any two jointly normal variates ... practice can themselves be taken as normally distributed. A practical rule is developed ... itself approximately normally distributed with mean μ = a/(1.01b - .2713) and variance...