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mvtnorm (version 1.0-8)

Multivariate Normal and t Distributions

Description

Computes multivariate normal and t probabilities, quantiles, random deviates and densities.

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Version

Install

install.packages('mvtnorm')

Monthly Downloads

347,178

Version

1.0-8

License

GPL-2

Maintainer

Torsten Hothorn

Last Published

May 31st, 2018

Functions in mvtnorm (1.0-8)

Mvnorm

Multivariate Normal Density and Random Deviates
Mvt

The Multivariate t Distribution
algorithms

Choice of Algorithm and Hyper Parameters
qmvt

Quantiles of the Multivariate t Distribution
pmvt

Multivariate t Distribution
pmvnorm

Multivariate Normal Distribution
qmvnorm

Quantiles of the Multivariate Normal Distribution