Evaluation of the kernel and bandwidth optimization | Integrating over positive definite matrices

Example 1: Simulation of Gaussian variables subject to linear restrictions | Example 2: Estimating the probability of rare events | Example 3: High-dimensional truncated Student with positive correlation | Example 4: Normal quantile function with tail-precision | Example 5: Probit regression | Example 6: Tobit regression

Random number generation | References

Functions and use | Description of the models implemented | Logistic | Asymmetric logistic distribution | Negative logistic distribution | Asymmetric negative logistic distribution | Multilogistic distribution | Coles and Tawn Dirichlet distribution | Scaled extremal Dirichlet | Huesler--Reiss | Brown--Resnick process | Extremal Student | Dirichlet mixture | Smith model | References

What does longevity do? | Example | References

References