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To cite tlrmvnmvt in publications use:
Cao J, Genton MG, Keyes DE, Turkiyyah GM (2022). “tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-$t$ Probabilities with Low-Rank Methods in R.” Journal of Statistical Software, 101(4), 1–25. doi:10.18637/jss.v101.i04.
Corresponding BibTeX entry:
@Article{, title = {{tlrmvnmvt}: Computing High-Dimensional Multivariate Normal and {S}tudent-$t$ Probabilities with Low-Rank Methods in {R}}, author = {Jian Cao and Marc G. Genton and David E. Keyes and George M. Turkiyyah}, journal = {Journal of Statistical Software}, year = {2022}, volume = {101}, number = {4}, pages = {1--25}, doi = {10.18637/jss.v101.i04}, }
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.