mnormt-package: The 'mnormt' package: summary information

Description Details Licence Author(s) References


This package provides functions for computing the density and the distribution function of multivariate normal and multivariate Student's t variates and for generating random vectors sampled from these distributions.


Probabilities are computed via a non-Monte Carlo method. Different routines are used in the three cases d=1, d=2, d>2, if d denotes the number of dimensions.


This package and its documentation are usable under the terms of the “GNU General Public License” version 3 or version 2, as you prefer; a copy of them is available from


Adelchi Azzalini (R code and package creation) and Alan Genz (Fortran code, see references below; this includes routines of other authors)


Genz, A. (1992). Numerical Computation of Multivariate Normal Probabilities. J. Computational and Graphical Statist., 1, 141-149.

Genz, A. (1993). Comparison of methods for the computation of multivariate normal probabilities. Computing Science and Statistics, 25, 400-405.

Genz, A.: Fortran code available at

mnormt documentation built on May 30, 2017, 8:26 a.m.