Low-Rank Methods for MVN and MVT Probabilities R package tlrmvnmvt version 1.1.2.1 Implementation of the classic Genz algorithm and a novel tile-low-rank algorithm for computing relatively high-dimensional multivariate normal (MVN) and Student-t (MVT) probabilities. References used for this package: Foley, James, Andries van Dam, Steven Feiner, and John Hughes. "Computer Graphics: Principle and Practice". Addison-Wesley Publishing Company. Reading, Massachusetts (1987, ISBN:0-201-84840-6 1); Genz, A., "Numerical computation of multivariate normal probabilities," Journal of Computational and Graphical Statistics, 1, 141-149 (1992) <doi:10.1080/10618600.1992.10477010>; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- t Probabilities," Statistics and Computing, 31.1, 1-16 (2021) <doi:10.1007/s11222-020-09978-y>; Cao, J., Genton, M. G., Keyes, D. E., & Turkiyyah, G. M. "tlrmvnmvt: Computing High-Dimensional Multivariate Normal and Student-t Probabilities with Low-Rank Methods in R," Journal of Statistical Software, 101.4, 1-25 (2022) <doi:10.18637/jss.v101.i04>. Software Depends: R (>= 4.2.0) Imports: Rcpp (>= 1.0.8), methods (>= 4.2.0) LinkingTo: Rcpp (>= 1.0.8), RcppEigen (>= 0.3.3.5.0), BH (>= 1.69.0.1) Suggests: mvtnorm (>= 1.0.11) Jian Cao <jian.cao@kaust.edu.sa> Comprehensive R Archive Network (CRAN) Marc Genton [aut], David Keyes [aut], George Turkiyyah [aut], Jian Cao [aut, cre] GPL-2 2025-12-24 application/tgz https://CRAN.R-project.org/package=tlrmvnmvt doi:10.32614/CRAN.package.tlrmvnmvt