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mvtnorm (version 1.2-4)

Multivariate Normal and t Distributions

Description

Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.

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Install

install.packages('mvtnorm')

Monthly Downloads

305,523

Version

1.2-4

License

GPL-2

Maintainer

Last Published

November 27th, 2023

Functions in mvtnorm (1.2-4)