Package: admvn
Type: Package
Title: Multivariate Normal CDF and SUN Density with CppAD Derivatives
Version: 0.2.0
Authors@R: person(given = "Patrick", family = "Brown",
    email = "patrick.brown@gmail.com",
    role = c("aut", "cre", "cph"))
Description: Evaluates the cumulative distribution function of the
        multivariate normal distribution using specialized
        bivariate/trivariate algorithms for dimension <= 3 and Genz
        quasi-Monte Carlo for higher dimensions, with gradient and
        Hessian with respect to the upper integration limits computed
        via CppAD automatic differentiation. Also provides the
        SUN(2,2), SUN(3,3) and SUN(4,4) densities with gradient and
        Hessian with respect to a block-Cholesky parameter vector,
        Gauss-Hermite utilities, and KL minimisation of SUN
        approximations on weighted quadrature.
License: GPL (>= 2)
Depends: R (>= 4.1.0)
Imports: Rcpp (>= 1.0.3), RCppAD, stats, utils, statmod
LinkingTo: Rcpp, RCppAD, RcppEigen, trustOptim
Suggests: mvtnorm, mnormt, numDeriv, sn, trustOptim, testthat (>=
        3.0.0), knitr, rmarkdown, optimParallel
VignetteBuilder: knitr
Config/testthat/edition: 3
Encoding: UTF-8
SystemRequirements: OpenMP
Roxygen: list(markdown = TRUE)
NeedsCompilation: yes
Collate: '000.R' 'admvn-package.R' 'RcppExports.R' 'pack_genz_ch.R'
        'pmvn.R' 'pmvn_fun.R' 'make_sun_params.R'
        'make_sun_hs_params.R' 'make_sun22_params.R'
        'make_sun22_hs_params.R' 'make_sun32_hs_params.R'
        'make_sun42_hs_params.R' 'make_sun52_hs_params.R'
        'make_sun43_hs_params.R' 'make_sun44_params.R'
        'make_sun44_hs_params.R' 'dsun.R' 'dsun_hs.R' 'dsun22.R'
        'dsun22_hs.R' 'dsun32_hs.R' 'dsun42_hs.R' 'dsun52_hs.R'
        'dsun43_hs.R' 'dsun44.R' 'dsun44_hs.R' 'gh_points.R'
        'sun_bounds.R' 'sun_starts.R' 'sun_kl.R'
Config/roxygen2/version: 8.1.0
Repository: https://eborgnine.r-universe.dev
Date/Publication: 2026-10-16 21:08:16 UTC
RemoteUrl: https://github.com/eborgnine/adlaplace
RemoteRef: main
RemoteSha: 402cb9c50ba20f12ba8439d11cb9812574783497
RemoteSubdir: admvn
Packaged: 2026-10-16 21:43:13 UTC; root
Author: Patrick Brown [aut, cre, cph]
Maintainer: Patrick Brown <patrick.brown@gmail.com>
