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mnormt (version 1.5-5)

The Multivariate Normal and t Distributions

Description

Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in 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

112,082

Version

1.5-5

License

GPL-2 | GPL-3

Maintainer

Adelchi Azzalini

Last Published

October 15th, 2016

Functions in mnormt (1.5-5)

dmt

Multivariate t distribution
pd.solve

Inverse of a symmetric positive-definite matrix
dmnorm

Multivariate normal distribution
mnormt-package

The 'mnormt' package: summary information