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mvtnorm (version 0.9-999)
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
347,178
Version
0.9-999
License
GPL-2
Maintainer
Torsten Hothorn
Last Published
April 26th, 2011
Functions in mvtnorm (0.9-999)
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Mvt
The Multivariate t Distribution
Mvnorm
Multivariate Normal Density and Random Deviates
pmvt
Multivariate t Distribution
algorithms
Choice of Algorithm and Hyper Parameters
qmvt
Quantiles of the Multivariate t Distribution
pmvnorm
Multivariate Normal Distribution
qmvnorm
Quantiles of the Multivariate Normal Distribution