# mnormt v2.0.2

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## The Multivariate Normal and t Distributions, and Their Truncated Versions

Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.

## Functions in mnormt

 Name Description mtrunct The multivariate truncated Student's t distribution mnorm The multivariate normal distribution recintab Moments of arbitrary order of a (possibly) truncated multivariate normal variable sample_Mardia_measures The Mardia measures of multivariate skewness and kurtosis for a given sample mt The multivariate Student's t distribution pd.solve Inverse of a symmetric positive-definite matrix mnormt-package The 'mnormt' package: summary information mtruncnorm The multivariate truncated normal distribution mom2cum Conversion of an array of moments to cumulants mom.mtruncnorm Moments and other quantities of a (possibly) truncated multivariate normal distribution No Results!