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

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