mnormt: The Multivariate Normal and t Distributions
Version 1.5-5

Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.

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AuthorFortran code by Alan Genz, R code by Adelchi Azzalini
Date of publication2016-10-15 13:08:50
MaintainerAdelchi Azzalini <adelchi.azzalini@unipd.it>
LicenseGPL-2 | GPL-3
Version1.5-5
URL http://azzalini.stat.unipd.it/SW/Pkg-mnormt
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mnormt")

Man pages

dmnorm: Multivariate normal distribution
dmt: Multivariate _t_ distribution
mnormt-package: The 'mnormt' package: summary information
pd.solve: Inverse of a symmetric positive-definite matrix

Functions

biv.nt.prob Man page Source code
dmnorm Man page Source code
dmt Man page Source code
mnormt-package Man page
onLoad Source code
pd.solve Man page Source code
pmnorm Man page Source code
pmt Man page Source code
rmnorm Man page Source code
rmt Man page Source code
sadmvn Man page Source code
sadmvt Man page Source code

Files

COPYING
inst
inst/CITATION
src
src/biv-nt.f
src/sadmvnt.f
NAMESPACE
NEWS
R
R/mnormt.R
MD5
DESCRIPTION
ChangeLog
man
man/mnormt-package.Rd
man/dmt.Rd
man/dmnorm.Rd
man/pd.solve.Rd
mnormt documentation built on May 20, 2017, 5:57 a.m.