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mnormt (version 1.4-3)

The multivariate normal and t distributions

Description

This package provides functions for computing the density and the distribution function of multivariate normal and multivariate "t" variates, and for generating random vectors sampled from these distributions. Probabilities are computed via a non-Monte Carlo method; different routines are used for the case d=1, d=2, d>2, if d denotes the number of dimensions.

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Install

install.packages('mnormt')

Monthly Downloads

112,579

Version

1.4-3

License

GPL-2

Last Published

May 4th, 2011

Functions in mnormt (1.4-3)