Multivariate Normal Probabilities using Vecchia Approximation R package VeccTMVN version 1.3.2 Under a different representation of the multivariate normal (MVN) probability, we can use the Vecchia approximation to sample the integrand at a linear complexity with respect to n. Additionally, both the SOV algorithm from Genz (92) and the exponential-tilting method from Botev (2017) can be adapted to linear complexity. The reference for the method implemented in this package is Jian Cao and Matthias Katzfuss (2024) "Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities" <doi:10.48550/arXiv.2311.09426>. Two major references for the development of our method are Alan Genz (1992) "Numerical Computation of Multivariate Normal Probabilities" <doi:10.1080/10618600.1992.10477010> and Z. I. Botev (2017) "The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting" <doi:10.48550/arXiv.1603.04166>. Software Imports: Rcpp (>= 1.0.10), Matrix (>= 1.5-3), GpGp (>= 0.4.0), truncnorm (>= 1.0-8), GPvecchia, TruncatedNormal, nleqslv LinkingTo: Rcpp, RcppArmadillo Suggests: testthat (>= 3.0.0), lhs, mvtnorm Jian Cao <jcao2416@gmail.com> Comprehensive R Archive Network (CRAN) Jian Cao [aut, cre], Matthias Katzfuss [aut] GPL (>= 2) 2026-02-03 application/tgz https://CRAN.R-project.org/package=VeccTMVN doi:10.32614/CRAN.package.VeccTMVN