R: Multivariate Normal Probabilities using Vecchia Approximation

# Multivariate Normal Probabilities using Vecchia Approximation

## Documentation for package ‘VeccTMVN’ version 1.3.2

- DESCRIPTION file
- Package NEWS

## Help Pages

FIC_reorder_univar | Univariate ordering under FIC approximation, first m chosen by m iter of dense univariate reordering
find_nn_corr | 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'.
get_sp_inv_chol | Get the inverse upper Cholesky factor under the Vecchia approximation
loglk_censor_MVN | Compute censored multivariate normal (MVN) log-probabilities that have spatial covariance matrices using Vecchia approximation
mvrandn | Simulate truncated multivariate normal (TMVN) using the Vecchia approximation
mvrandt | Simulate truncated multivariate normal (TMVT) using the Vecchia approximation
pmvn | Compute multivariate normal (MVN) probabilities that have spatial covariance matrices using Vecchia approximation
pmvn_MLMC | 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
pmvt | Compute multivariate Student-t (MVT) probabilities that have spatial covariance matrices using Vecchia approximation
pmvt_MLMC | 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
ptmvrandn | Simulate partially censored multivariate normal (MVN) at censored locations using the Vecchia approximation
univar_order | 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
VeccTMVN | VeccTMVN
Vecc_reorder | Univariate ordering under Vecchia approximation