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mvtnorm (version 0.9-8)
Multivariate Normal and t Distributions
Description
Computes multivariate normal and t probabilities, quantiles, random deviates and densities.
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Install
install.packages('mvtnorm')
Monthly Downloads
369,582
Version
0.9-8
License
GPL-2
Maintainer
Torsten Hothorn
Last Published
October 27th, 2009
Functions in mvtnorm (0.9-8)
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Mvnorm
Multivariate Normal Density and Random Deviates
pmvnorm
Multivariate Normal Distribution
Mvt
The Multivariate t Distribution
qmvt
Quantiles of the Multivariate t Distribution
qmvnorm
Quantiles of the Multivariate Normal Distribution
algorithms
Choice of Algorithm and Hyper Parameters
pmvt
Multivariate t Distribution