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mvtnorm (version 0.8-3)

Multivariate Normal and T Distribution

Description

Computes multivariate normal and t probabilities, quantiles and densities.

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Version

Install

install.packages('mvtnorm')

Monthly Downloads

369,582

Version

0.8-3

License

GPL-2

Maintainer

Torsten Hothorn

Last Published

January 10th, 2025

Functions in mvtnorm (0.8-3)

mvtnorm-internal

Internal mvtnorm function
pmvnorm

Multivariate Normal Distribution
Mvnorm

Multivariate Normal Density and Random Numbers
Mvt

The Multivariate t Distribution
qmvt

Quantiles of the Multivariate t Distribution
pmvt

Multivariate t Distribution
qmvnorm

Quantiles of the Multivariate Normal Distribution