mnormt: The Multivariate Normal and t Distributions

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.

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
http://azzalini.stat.unipd.it/SW/Pkg-mnormt

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Files

mnormt
mnormt/COPYING
mnormt/inst
mnormt/inst/CITATION
mnormt/src
mnormt/src/biv-nt.f
mnormt/src/sadmvnt.f
mnormt/NAMESPACE
mnormt/NEWS
mnormt/R
mnormt/R/mnormt.R
mnormt/MD5
mnormt/DESCRIPTION
mnormt/ChangeLog
mnormt/man
mnormt/man/mnormt-package.Rd mnormt/man/dmt.Rd mnormt/man/dmnorm.Rd mnormt/man/pd.solve.Rd

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