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.

Install the latest version of this package by entering the following in R:
install.packages("mnormt")
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

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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