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Calculation of orthant probabilities by the holonomic gradient method - MaRDI portal

Calculation of orthant probabilities by the holonomic gradient method (Q2352146)

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Calculation of orthant probabilities by the holonomic gradient method
scientific article

    Statements

    title
    Calculation of orthant probabilities by the holonomic gradient method (English)
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    author
    Tamio Koyama
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    Akimichi Takemura
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    publication date
    30 June 2015
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    zbMATH Keywords
    orthant probability
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    multivariate normal distribution
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    holonomic gradient method
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    describes a project that uses
    hgm R
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    QSIMVN
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    Identifiers

    Mathematics Subject Classification ID
    32C38
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    16S32
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    62H10
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    zbMATH DE Number
    6454232
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    OpenAlex ID
    W2034650471
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    arXiv ID
    1211.6822
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