# Software for computing orthant probabilities

This page provides information about software developed for
computing orthant probabilities for multivariate normal distributions
using either the method of Miwa et al (2003) or Craig (2008)

You may wish to read my paper
about orthant probabilities . If you don't have access to JRSS B,
please e-mail me to ask
for a copy.

To use the software, you need to install both the fftplus and orthant
packages for R or download and build the standalone version. For R,
the normal choice is to install the Windows binary version on Windows
and the source version on Linux etc.

## Source version of R packages

## Windows binary version of R packages

- Windows binary version of fftplus package (using FFTW3 Fast Fourier Transform, DLL included) (version 1.4, April 2012, for i386 and x64 architectures, built on R 2.14.1)
- Windows binary version of fftplus package (using R's inbuilt Fast Fourier Transform which is generally slower) (version 1.4, April 2012, for i386 and x64 architectures, built on R 2.14.1)
- Windows binary version of
orthants package (version 1.5, April 2012, for i386 and x64 architectures, built on R 2.14.1)

## Standalone version of software in C

Peter Craig
Last modified: Wed Aug 28 16:16:07 BST 2013