Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.
| Version: | 1.5-5 |
| Depends: | R (≥ 2.2.0) |
| Published: | 2016-10-15 |
| Author: | Fortran code by Alan Genz, R code by Adelchi Azzalini |
| Maintainer: | Adelchi Azzalini <adelchi.azzalini at unipd.it> |
| License: | GPL-2 | GPL-3 |
| URL: | http://azzalini.stat.unipd.it/SW/Pkg-mnormt |
| NeedsCompilation: | yes |
| Citation: | mnormt citation info |
| Materials: | NEWS ChangeLog |
| In views: | Distributions, Multivariate |
| CRAN checks: | mnormt results |
| Reference manual: | mnormt.pdf |
| Package source: | mnormt_1.5-5.tar.gz |
| Windows binaries: | r-devel: mnormt_1.5-5.zip, r-release: mnormt_1.5-5.zip, r-oldrel: mnormt_1.5-5.zip |
| OS X El Capitan binaries: | r-release: mnormt_1.5-5.tgz |
| OS X Mavericks binaries: | r-oldrel: mnormt_1.5-5.tgz |
| Old sources: | mnormt archive |
| Reverse depends: | bayess, EXRQ, FAMT, MaXact, mdsdt, PACBO, PAGWAS, PLordprob, qtlhot, quantreg.nonpar, siar, StratSel, Sunder, timedelay, WACS |
| Reverse imports: | bapred, BayesCR, bayou, bgsmtr, blavaan, BNPMediation, CensMixReg, ContaminatedMixt, correctedAUC, cSFM, derivmkts, DiceOptim, dma, EasyABC, ei, eiCompare, EMbC, EMMIXcskew, ERP, FADA, GJRM, GLMaSPU, GPGame, HiDimMaxStable, highmean, ICAOD, lavaan, ldbod, lmmpar, MBESS, MBSGS, mixAK, MixedPsy, mvord, mvst, paleoTS, phytools, pmcgd, psych, Rgbp, SIBER, sn, ssmn, tsDyn, VBmix, wCorr |
| Reverse suggests: | BLCOP, brms, fAssets, MoTBFs, semTools, vita |
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