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mvtnorm

Multivariate Normal and t Distributions

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

Functions (7)

Mvnorm

Multivariate Normal Density and Random Deviates

Mvt

The Multivariate t Distribution

algorithms

Choice of Algorithm and Hyper Parameters

pmvnorm

Multivariate Normal Distribution

pmvt

Multivariate t Distribution

qmvnorm

Quantiles of the Multivariate Normal Distribution

qmvt

Quantiles of the Multivariate t Distribution

mvtnorm

Multivariate Normal and t Distributions

v1.1-1

GPL-2

Authors

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], Torsten Hothorn [aut, cre] (<https://orcid.org/0000-0001-8301-0471>)

Initial release

2020-06-09

mvtnorm

Functions (7)

mvtnorm

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