Calculates and differentiates probabilities and density of (conditional) multivariate normal distribution and Gaussian copula (with various marginal distributions) using methods described in A. Genz (2004) , A. Genz, F. Bretz (2009) , H. I. Gassmann (2003) and E. Kossova, B. Potanin (2018) < https://ideas.repec.org/a/ris/apltrx/0346.html>.