RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (1.2-4) of this package.
Take me there.
mvtnorm (version 1.0-11)
Multivariate Normal and t Distributions
Description
Computes multivariate normal and t probabilities, quantiles, random deviates and densities.
Copy Link
Copy
Link to current version
Version
Version
1.2-4
1.2-3
1.2-2
1.2-1
1.2-0
1.1-3
1.1-2
1.1-1
1.1-0
1.0-12
1.0-11
1.0-10
1.0-9
1.0-8
1.0-7
1.0-6
1.0-5
1.0-4
1.0-3
1.0-2
1.0-1
1.0-0
0.9-99992
0.9-99991
0.9-9999
0.9-9998
0.9-9997
0.9-9996
0.9-9995
0.9-9994
0.9-9993
0.9-9992
0.9-9991
0.9-999
0.9-99
0.9-96
0.9-95
0.9-94
0.9-92
0.9-9
0.9-8
0.9-7
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-3
0.8-2
0.8-1
0.8-0
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-8
0.6-7
0.6-6
0.6-5
0.6-3
0.6-2
0.6-1
0.6-0
0.5-15
0.5-14
0.5-12
0.5-11
0.5-10
0.5-9
0.5-8
0.5-7
0.5-6
0.5-5
0.5-4
0.5-1
0.5-0
0.3-6
0.3-5
0.3-3
0.3-1
0.3-0
0.2-1
0.1-8
Down Chevron
Install
install.packages('mvtnorm')
Monthly Downloads
296,937
Version
1.0-11
License
GPL-2
Maintainer
Torsten Hothorn
Last Published
June 19th, 2019
Functions in mvtnorm (1.0-11)
Search functions
algorithms
Choice of Algorithm and Hyper Parameters
pmvt
Multivariate t Distribution
qmvnorm
Quantiles of the Multivariate Normal Distribution
qmvt
Quantiles of the Multivariate t Distribution
Mvt
The Multivariate t Distribution
Mvnorm
Multivariate Normal Density and Random Deviates
pmvnorm
Multivariate Normal Distribution