mvtnorm: Multivariate Normal and t Distributions

Share:

Computes multivariate normal and t probabilities, quantiles, random deviates and densities.

Author
Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp [ctb], Martin Maechler [ctb], Torsten Hothorn [aut, cre]
Date of publication
2016-11-30 11:52:07
Maintainer
Torsten Hothorn <Torsten.Hothorn@R-project.org>
License
GPL-2
Version
1.0-5
URLs

View on R-Forge

Man pages

algorithms
Choice of Algorithm and Hyper Parameters
Mvnorm
Multivariate Normal Density and Random Deviates
Mvt
The Multivariate t Distribution
pmvnorm
Multivariate Normal Distribution
pmvt
Multivariate t Distribution
qmvnorm
Quantiles of the Multivariate Normal Distribution
qmvt
Quantiles of the Multivariate t Distribution

Files in this package

mvtnorm/DESCRIPTION
mvtnorm/NAMESPACE
mvtnorm/R
mvtnorm/R/mvnorm.R
mvtnorm/R/mvt.R
mvtnorm/R/noisy-root.R
mvtnorm/R/tvpack.R
mvtnorm/build
mvtnorm/build/vignette.rds
mvtnorm/cleanup
mvtnorm/inst
mvtnorm/inst/CITATION
mvtnorm/inst/C_API_Example
mvtnorm/inst/C_API_Example/DESCRIPTION
mvtnorm/inst/C_API_Example/NAMESPACE
mvtnorm/inst/C_API_Example/R
mvtnorm/inst/C_API_Example/R/test.R
mvtnorm/inst/C_API_Example/src
mvtnorm/inst/C_API_Example/src/test.c
mvtnorm/inst/C_API_Example/tests
mvtnorm/inst/C_API_Example/tests/test.R
mvtnorm/inst/NEWS
mvtnorm/inst/doc
mvtnorm/inst/doc/MVT_Rnews.R
mvtnorm/inst/doc/MVT_Rnews.Rnw
mvtnorm/inst/doc/MVT_Rnews.pdf
mvtnorm/inst/include
mvtnorm/inst/include/mvtnorm.h
mvtnorm/inst/include/mvtnormAPI.h
mvtnorm/man
mvtnorm/man/Mvnorm.Rd
mvtnorm/man/Mvt.Rd
mvtnorm/man/algorithms.Rd
mvtnorm/man/pmvnorm.Rd
mvtnorm/man/pmvt.Rd
mvtnorm/man/qmvnorm.Rd
mvtnorm/man/qmvt.Rd
mvtnorm/src
mvtnorm/src/C_FORTRAN_interface.c
mvtnorm/src/miwa.c
mvtnorm/src/miwa.h
mvtnorm/src/mvt.f
mvtnorm/src/mvtnorm-init.c
mvtnorm/src/mvtnorm.h
mvtnorm/src/mvtnormAPI.h
mvtnorm/src/tvpack.f
mvtnorm/tests
mvtnorm/tests/Examples
mvtnorm/tests/Examples/mvtnorma-Ex.Rout.save
mvtnorm/tests/bugfix-tests.R
mvtnorm/tests/bugfix-tests.Rout.save
mvtnorm/tests/regtest-TVPACK.R
mvtnorm/tests/regtest-TVPACK.Rout.save
mvtnorm/tests/rmvnorm.R
mvtnorm/tests/test-getInt.R
mvtnorm/tests/test-noisy-root.R
mvtnorm/tests/test-noisy-root.Rout.save
mvtnorm/vignettes
mvtnorm/vignettes/MVT_Rnews.Rnw
mvtnorm/vignettes/litdb.bib