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.

Package details

AuthorFortran code by Alan Genz, R code by Adelchi Azzalini
Date of publication2016-10-15 13:08:50
MaintainerAdelchi Azzalini <[email protected]>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
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mnormt documentation built on May 30, 2017, 8:26 a.m.