Numerical computation of multivariate normal probabilities using bivariate conditioning A Genz, G Trinh Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016 | 1676* | 2016 |
Computation of multivariate normal and t probabilities A Genz, F Bretz Springer Science & Business Media, 2009 | 1172 | 2009 |
mvtnorm: Multivariate Normal and t Distributions A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T Hothorn R package version 0.9-2, URL http://CRAN. R-project. org/package= mvtnorm, 2008 | 849 | 2008 |
Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region AC Genz, AA Malik Journal of Computational and Applied mathematics 6 (4), 295-302, 1980 | 423 | 1980 |
An adaptive algorithm for the approximate calculation of multiple integrals J Berntsen, TO Espelid, A Genz ACM Transactions on Mathematical Software (TOMS) 17 (4), 437-451, 1991 | 416 | 1991 |
Numerical computation of rectangular bivariate and trivariate normal and t probabilities A Genz Statistics and Computing 14, 251-260, 2004 | 379 | 2004 |
Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight A Genz, BD Keister Journal of Computational and Applied Mathematics 71 (2), 299-309, 1996 | 267 | 1996 |
Algorithm 698: Dcuhre: An adaptive multidemensional integration routine for a vector of integrals J Berntsen, TO Espelid, A Genz ACM Transactions on Mathematical Software (TOMS) 17 (4), 452-456, 1991 | 263 | 1991 |
Comparison of methods for the computation of multivariate normal probabilities A Genz Computing Science and Statistics, 400-400, 1993 | 254 | 1993 |
Numerical computation of multivariate t-probabilities with application to power calculation of multiple contrasts A Genz, F Bretz Journal of Statistical Computation and Simulation 63 (4), 103-117, 1999 | 222 | 1999 |
Testing multidimensional integration routines A Genz Proc. of international conference on Tools, methods and languages for …, 1984 | 197 | 1984 |
On the numerical availability of multiple comparison procedures F Bretz, A Genz, L A. Hothorn Biometrical Journal: Journal of Mathematical Methods in Biosciences 43 (5 …, 2001 | 147 | 2001 |
A package for testing multiple integration subroutines A Genz Numerical integration: Recent developments, software and applications, 337-340, 1987 | 130 | 1987 |
mvtnorm: Multivariate Normal and t Distributions. R package version 1.1-3 A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T Hothorn Heidelberg: Springer, 2021 | 126 | 2021 |
mvtnorm: Multivariate Normal and t Distributions, 2012 A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T Hothorn URL http://CRAN. R-project. org/package= mvtnorm. R package version 0.9-9992, 2013 | 118 | 2013 |
An imbedded family of fully symmetric numerical integration rules AC Genz, AA Malik SIAM journal on numerical analysis 20 (3), 580-588, 1983 | 95 | 1983 |
Numerical evaluation of singular multivariate normal distributions A Genz, KS Kwong Journal of Statistical Computation and Simulation 68 (1), 1-21, 2000 | 89 | 2000 |
Mvtnorm: multivariate normal and t distributions. R package version 0.9-2 A Genz, F Bretz, T Miwa, X Mi, F Leisch, F Scheipl, T Hothorn | 86* | 2008 |
Stochastic integration rules for infinite regions A Genz, J Monahan SIAM journal on scientific computing 19 (2), 426-439, 1998 | 86 | 1998 |
On multivariate t and Gauss probabilities in R T Hothorn, F Bretz, A Genz sigma 1000, 3, 2001 | 84 | 2001 |