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mvtnorm: Multivariate Normal and t Distributions
Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.
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Package details |
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| Author | Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp [ctb] (<https://orcid.org/0000-0002-6294-8185>), Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>), Torsten Hothorn [aut, cre] (<https://orcid.org/0000-0001-8301-0471>) |
| Maintainer | Torsten Hothorn <Torsten.Hothorn@R-project.org> |
| License | GPL-2 |
| Version | 1.3-1 |
| URL | http://mvtnorm.R-forge.R-project.org |
| Package repository | View on CRAN |
| Installation |
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