# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "admvn" in publications use:' type: software license: GPL-2.0-or-later title: 'admvn: Multivariate Normal CDF and SUN Density with CppAD Derivatives' version: 0.2.0 doi: 10.32614/CRAN.package.admvn abstract: Evaluates the cumulative distribution function of the multivariate normal distribution using specialized bivariate/trivariate algorithms for dimension <= 3 and Genz quasi-Monte Carlo for higher dimensions, with gradient and Hessian with respect to the upper integration limits computed via CppAD automatic differentiation. Also provides the SUN(2,2), SUN(3,3) and SUN(4,4) densities with gradient and Hessian with respect to a block-Cholesky parameter vector, Gauss-Hermite utilities, and KL minimisation of SUN approximations on weighted quadrature. authors: - family-names: Brown given-names: Patrick email: patrick.brown@gmail.com repository: https://eborgnine.r-universe.dev commit: 2ec31290dd836a2236676e2a64bd1953f7580d11 date-released: '2026-10-15' contact: - family-names: Brown given-names: Patrick email: patrick.brown@gmail.com