{ "_id": "6a16c238acfb0bcc41d87e21", "Package": "VeccTMVN", "Type": "Package", "Title": "Multivariate Normal Probabilities using Vecchia Approximation", "Version": "1.3.2", "Date": "2026-01-26", "Authors@R": "c(person(\"Jian Cao\", role = c(\"aut\", \"cre\"), email = \"jcao2416@gmail.com\"),\nperson(\"Matthias Katzfuss\", role = \"aut\"))", "Author": "Jian Cao [aut, cre], Matthias Katzfuss [aut]", "Maintainer": "Jian Cao ", "Description": "Under a different representation of the multivariate\nnormal (MVN) probability, we can use the Vecchia approximation\nto sample the integrand at a linear complexity with respect to\nn. Additionally, both the SOV algorithm from Genz (92) and the\nexponential-tilting method from Botev (2017) can be adapted to\nlinear complexity. The reference for the method implemented in\nthis package is Jian Cao and Matthias Katzfuss (2024)\n\"Linear-Cost Vecchia Approximation of Multivariate Normal\nProbabilities\" . Two major\nreferences for the development of our method are Alan Genz\n(1992) \"Numerical Computation of Multivariate Normal\nProbabilities\" and Z. I.\nBotev (2017) \"The Normal Law Under Linear Restrictions:\nSimulation and Estimation via Minimax Tilting\"\n.", "License": "GPL (>= 2)", "Config/testthat/edition": "3", "URL": "https://github.com/JCatwood/VeccTMVN", "BugReports": "https://github.com/JCatwood/VeccTMVN/issues", "RoxygenNote": "7.3.2", "Encoding": "UTF-8", "Repository": "https://jcatwood.r-universe.dev", "Date/Publication": "2026-01-27 03:49:45 UTC", "RemoteUrl": "https://github.com/jcatwood/vecctmvn", "RemoteRef": "HEAD", "RemoteSha": "1401f57436365a8698eb2a9f7330186dee759317", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-27 10:00:41 UTC", "User": "root" }, "MD5sum": "342343e39049a6fb0dfdb9ec590c039d", "_user": "jcatwood", "_type": "src", "_file": "VeccTMVN_1.3.2.tar.gz", "_fileid": "6af7bbccbb997db3a045ff0c0683e025055c1ec57ba0adf00c6ee92cde8aea7e", "_filesize": 150663, "_sha256": "6af7bbccbb997db3a045ff0c0683e025055c1ec57ba0adf00c6ee92cde8aea7e", "_created": "2026-05-27T10:00:41.000Z", "_published": "2026-05-27T10:06:48.223Z", "_distro": "noble", "_jobs": [ { "job": 78053122673, "time": 157, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7237555128" }, { "job": 78053122492, "time": 160, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7237556005" }, { "job": 78053122503, "time": 157, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7237555252" }, { "job": 78053122459, "time": 135, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7237547750" }, { "job": 78053122429, "time": 166, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7237547576" }, { "job": 78053122447, "time": 258, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7237581242" }, { "job": 78053122446, "time": 190, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7237553123" }, { "job": 78053122569, "time": 312, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7237596279" }, { "job": 78052557559, "time": 203, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7237501428" }, { "job": 78053122441, "time": 140, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7237549222" }, { "job": 78053122443, "time": 149, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7237552257" }, { "job": 78053122516, "time": 133, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7237547313" }, { "job": 78053122422, "time": 149, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7237552885" } ], "_buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/jcatwood/vecctmvn", "_commit": { "id": "1401f57436365a8698eb2a9f7330186dee759317", "author": "JCatwood ", "committer": "JCatwood ", "message": "Add guards to check if n > m. If not, error will be raised.\n", "time": 1769485785 }, "_maintainer": { "name": "Jian Cao", "email": "jcao2416@gmail.com", "login": "jcatwood", "description": "", "uuid": 12179092 }, "_registered": true, "_dependencies": [ { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "Rcpp", "version": ">= 1.0.10", "role": "Imports" }, { "package": "Matrix", "version": ">= 1.5-3", "role": "Imports" }, { "package": "GpGp", "version": ">= 0.4.0", "role": "Imports" }, { "package": "truncnorm", "version": ">= 1.0-8", "role": "Imports" }, { "package": "GPvecchia", "role": "Imports" }, { "package": "TruncatedNormal", "role": "Imports" }, { "package": "nleqslv", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "lhs", "role": "Suggests" }, { "package": "mvtnorm", "role": "Suggests" } ], "_owner": "jcatwood", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-27", "n": 1 }, { "week": "2025-28", "n": 1 }, { "week": "2025-29", "n": 3 }, { "week": "2025-34", "n": 1 }, { "week": "2026-05", "n": 1 } ], "_tags": [ { "name": "v1.3.0", "date": "2025-07-14" }, { "name": "V1.3.1", "date": "2025-08-19" } ], "_topics": [ "normal-distribution", "sampling-methods", "statistics", "openblas", "cpp", "openmp" ], "_stars": 2, "_contributors": [ { "user": "jcatwood", "count": 11, "uuid": 12179092 }, { "user": "olivroy", "count": 1, "uuid": 52606734 } ], "_userbio": { "uuid": 12179092, "type": "user", "name": "Jian Cao" }, "_downloads": { "count": 160, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/VeccTMVN" }, "_devurl": "https://github.com/jcatwood/vecctmvn", "_searchresults": 29, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/VeccTMVN.html", "manual.pdf" ], "_homeurl": "https://github.com/jcatwood/vecctmvn", "_realowner": "jcatwood", "_cranurl": true, "_releases": [ { "version": "1.0.0", "date": "2024-01-26" }, { "version": "1.1.0", "date": "2024-08-16" }, { "version": "1.1.1", "date": "2024-09-04" }, { "version": "1.2.0", "date": "2024-09-23" }, { "version": "1.2.1", "date": "2024-11-26" }, { "version": "1.3.0", "date": "2025-07-14" }, { "version": "1.3.1", "date": "2025-08-19" }, { "version": "1.3.2", "date": "2026-02-03" } ], "_exports": [ "FIC_reorder_univar", "find_nn_corr", "get_sp_inv_chol", "loglk_censor_MVN", "mvrandn", "mvrandt", "pmvn", "pmvn_MLMC", "pmvt", "pmvt_MLMC", "ptmvrandn", "univar_order", "Vecc_reorder" ], "_help": [ { "page": "FIC_reorder_univar", "title": "Univariate ordering under FIC approximation, first m chosen by m iter of dense univariate reordering", "topics": [ "FIC_reorder_univar" ] }, { "page": "find_nn_corr", "title": "Find ordered nearest neighbors based on a correlation Matrix. Assuming the absolute value of the correlation is monotonically decreasing with distance. Returns an n X (m + 1) matrix similar to `GpGp::find_ordered_nn`.", "topics": [ "find_nn_corr" ] }, { "page": "get_sp_inv_chol", "title": "Get the inverse upper Cholesky factor under the Vecchia approximation", "topics": [ "get_sp_inv_chol" ] }, { "page": "loglk_censor_MVN", "title": "Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation", "topics": [ "loglk_censor_MVN" ] }, { "page": "mvrandn", "title": "Simulate truncated multivariate normal (TMVN) using the Vecchia approximation", "topics": [ "mvrandn" ] }, { "page": "mvrandt", "title": "Simulate truncated multivariate normal (TMVT) using the Vecchia approximation", "topics": [ "mvrandt" ] }, { "page": "pmvn", "title": "Compute multivariate normal (MVN) probabilities that have spatial covariance matrices using Vecchia approximation", "topics": [ "pmvn" ] }, { "page": "pmvn_MLMC", "title": "Applying the multi-level Monte Carlo (MLMC) technique to the pmvn function The function uses 'NLevel1 = 1' for 'm = m2' and the same exponential tilting parameter as 'm = m1' to compute one MC estimate. This MC estimate is used to correct the bias from the Vecchia approximation", "topics": [ "pmvn_MLMC" ] }, { "page": "pmvt", "title": "Compute multivariate Student-t (MVT) probabilities that have spatial covariance matrices using Vecchia approximation", "topics": [ "pmvt" ] }, { "page": "pmvt_MLMC", "title": "Applying the multi-level Monte Carlo (MLMC) technique to the pmvt function The function uses 'NLevel1 = 1' for 'm = m2' and the same exponential tilting parameter as 'm = m1' to compute one MC estimate. This MC estimate is used to correct the bias from the Vecchia approximation", "topics": [ "pmvt_MLMC" ] }, { "page": "ptmvrandn", "title": "Simulate partially censored multivariate normal (MVN) at censored locations using the Vecchia approximation", "topics": [ "ptmvrandn" ] }, { "page": "univar_order", "title": "Univariate variable reordering, described in Genz and Bretz (2009) If failed due to PD singularity, the unfinished order will be returned and a warning will be issued", "topics": [ "univar_order" ] }, { "page": "Vecc_reorder", "title": "Univariate ordering under Vecchia approximation", "topics": [ "Vecc_reorder" ] }, { "page": "VeccTMVN", "title": "VeccTMVN", "topics": [ "VeccTMVN" ] } ], "_readme": "https://github.com/jcatwood/vecctmvn/raw/HEAD/README.md", "_rundeps": [ "alabama", "BH", "dotCall64", "fields", "FNN", "GpGp", "GPvecchia", "lattice", "maps", "Matrix", "nleqslv", "numDeriv", "qrng", "RColorBrewer", "Rcpp", "RcppArmadillo", "spacefillr", "spam", "sparseinv", "TruncatedNormal", "truncnorm", "viridisLite" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" }, { "shlib": "libgomp", "package": "libgomp1", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "openmp", "homepage": "http://gcc.gnu.org/", "description": "GCC OpenMP (GOMP) support library" } ], "_score": 4.161368002234975, "_indexed": true, "_nocasepkg": "vecctmvn", "_universes": [ "jcatwood" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.3.2", "date": "2026-05-27T10:03:21.000Z", "distro": "noble", "arch": "aarch64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "c730661efbc3e7c93885b2d8ad3c5132bbb6bc0d4a293de594df1c07b6960e07", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.7.0", "os": "linux", "version": "1.3.2", "date": "2026-05-27T10:03:23.000Z", "distro": "noble", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "4022c4494c452203894d84105ae81ccd8545b2a0588ba25f615cddb9ee76cea6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.6.0", "os": "linux", "version": "1.3.2", "date": "2026-05-27T10:03:20.000Z", "distro": "noble", "arch": "aarch64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "a73aba0cbd43bfafdfa004c1d93622f317daa45f8ccd47c18b23237af09df01c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.6.0", "os": "linux", "version": "1.3.2", "date": "2026-05-27T10:02:58.000Z", "distro": "noble", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "68483c855d206ae2a487110ef11a06eb0550e7e5b29385bfd51e304610478921", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.5.3", "os": "mac", "version": "1.3.2", "date": "2026-05-27T10:03:05.000Z", "arch": "aarch64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "794b8f4c528267419b4273f4b12978f377c478a17b48250dc4f4c4934361c895", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.5.3", "os": "mac", "version": "1.3.2", "date": "2026-05-27T10:04:22.000Z", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "7426b7eb4228135e83b1002be02232824e4b335a3328964aa705720b4f125568", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.6.0", "os": "mac", "version": "1.3.2", "date": "2026-05-27T10:03:09.000Z", "arch": "aarch64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "b4558a483c075ca37ad9daf18fc0668bb302181e753d7a871f89f0f8b2e3d3c2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.6.0", "os": "mac", "version": "1.3.2", "date": "2026-05-27T10:04:34.000Z", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "d17aaf6acd99805685417db5a8821b25e7696d7e28d3cc5d0a506a1a76d51f8c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.6.0", "os": "wasm", "version": "1.3.2", "date": "2026-05-27T10:03:16.000Z", "arch": "emscripten", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "ed2c5cf5ad1dca82bc70603314f07960c268fc1c4bb8c12ff99848441d8f3a86", "status": "success", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.7.0", "os": "win", "version": "1.3.2", "date": "2026-05-27T10:02:27.000Z", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "c3a6adec076c1c794004e5942fed0c0552e618a439ca3fee82f0dd846cfa628d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.5.3", "os": "win", "version": "1.3.2", "date": "2026-05-27T10:02:24.000Z", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "4e252a2968f07ecbecf2cf656c6de175135e9354f19f230da8cca721c5393cea", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" }, { "r": "4.6.0", "os": "win", "version": "1.3.2", "date": "2026-05-27T10:02:37.000Z", "arch": "x86_64", "commit": "1401f57436365a8698eb2a9f7330186dee759317", "fileid": "e34986f2c4bc891416cc2afadc029baf82df74880ba9747d2137dd176bbe8cc9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/jcatwood/actions/runs/26504288609" } ] }