The R Journal: article published in 2009, volume 1:1

New Numerical Algorithm for Multivariate Normal Probabilities in Package mvtnorm PDF download
Xuefei Mi, Tetsuhisa Miwa and Torsten Hothorn , The R Journal (2009) 1:1, pages 37-39.

? proposed a numerical algorithm for evaluating multivariate normal probabilities. Starting with version 0.9-0 of the mvtnorm package (??), this algorithm is available to the R community. We give a brief introduction to Miwa’s procedure and compare it to a quasi-randomized Monte-Carlo procedure proposed by ?, which has been available through mvtnorm for some years now, both with respect to computing time and accuracy.



@article{RJ-2009-001,
  author = {Xuefei Mi and Tetsuhisa Miwa and Torsten Hothorn},
  title = {{New Numerical Algorithm for Multivariate Normal
          Probabilities in Package mvtnorm}},
  year = {2009},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2009-001},
  url = {https://doi.org/10.32614/RJ-2009-001},
  pages = {37--39},
  volume = {1},
  number = {1}
}