mvtnorm: Multivariate Normal and t Distributions

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

AuthorAlan 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 publication2017-03-01 14:59:37
MaintainerTorsten Hothorn <Torsten.Hothorn@R-project.org>
LicenseGPL-2
Version1.0-6
http://mvtnorm.R-forge.R-project.org

View on R-Forge

Files

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

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