mnormt v1.5-5
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The Multivariate Normal and t Distributions
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.
Functions in mnormt
| Name | Description | |
| dmt | Multivariate t distribution | |
| pd.solve | Inverse of a symmetric positive-definite matrix | |
| dmnorm | Multivariate normal distribution | |
| mnormt-package | The 'mnormt' package: summary information | |
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Details
| Date | 2016-10-15 |
| License | GPL-2 | GPL-3 |
| URL | http://azzalini.stat.unipd.it/SW/Pkg-mnormt |
| NeedsCompilation | yes |
| Packaged | 2016-10-14 12:26:21 UTC; aa |
| Repository | CRAN |
| Date/Publication | 2016-10-15 13:08:50 |
| depends | R (>= 2.2.0) |
| Contributors | Fortran by Alan Genz, R by Adelchi Azzalini |
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