AI 中文总结
该研究介绍了mnorm包，可计算条件多元正态密度与概率并求导，支持并行计算，能处理非正态边缘分布，提供快速计算例程，对计量经济模型中极大似然估计量的实现有特殊意义。
AI 中文摘要
我们介绍了mnorm包，它能计算条件多元正态密度和概率，并对包括协方差和积分限在内的各种参数求导。该包支持并行（多核）计算，通过高斯 copula处理非正态边缘分布，还提供二元和三元正态概率的快速计算例程。对计量经济模型中极大似然估计量的实现具有特殊意义。
英文摘要
We introduce the mnorm package, which allows one to calculate conditional multivariate normal densities and probabilities and to differentiate them with respect to various parameters including covariances and integration limits. The package also supports parallel (multi-core) computing, handles non-normal marginals via the Gaussian copula, and provides fast routines for the calculation of bivariate and trivariate normal probabilities. The package is of special interest for the implementation of the maximum-likelihood estimators in econometric models.
