mvtnorm: Multivariate Normal and t Distributions

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

Version: 1.0-7
Depends: R (≥ 1.9.0)
Imports: stats, methods
Published: 2018-01-26
Author: Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp [ctb], Martin Maechler [ctb], Torsten Hothorn ORCID iD [aut, cre]
Maintainer: Torsten Hothorn <Torsten.Hothorn at R-project.org>
License: GPL-2
URL: http://mvtnorm.R-forge.R-project.org
NeedsCompilation: yes
Citation: mvtnorm citation info
Materials: NEWS
In views: Distributions, Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
Package source: mvtnorm_1.0-7.tar.gz
Windows binaries: r-devel: mvtnorm_1.0-7.zip, r-release: mvtnorm_1.0-7.zip, r-oldrel: mvtnorm_1.0-7.zip
OS X El Capitan binaries: r-release: mvtnorm_1.0-7.tgz
OS X Mavericks binaries: r-oldrel: mvtnorm_1.0-6.tgz
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, anMC, asd, aSPU, AssocTests, AssotesteR, B2Z, BACprior, BAEssd, Bayesianbetareg, bayeslongitudinal, BayesPieceHazSelect, BayesPiecewiseICAR, Bayesthresh, BayesVarSel, BAYSTAR, bdots, bglm, bgmm, bgsmtr, bifactorial, BinNonNor, BinNor, Bmix, bnormnlr, BNPTSclust, bpp, BSPADATA, CAMAN, caper, causalweight, CDM, COMBAT, condMVNorm, covmat, CPMCGLM, cudia, dawai, depend.truncation, distrEllipse, DMRMark, dmt, DoseFinding, DunnettTests, edrGraphicalTools, EMC, emulator, FactMixtAnalysis, FAmle, faoutlier, fExpressCertificates, fgof, ForImp, freqdom, freqdom.fda, freqparcoord, FSTpackage, genetics, GenForImp, GenOrd, GGMridge, GGMselect, GLMaSPU, glmm, GLSME, growthrate, gset, hbim, hglasso, highmean, HPbayes, hsmm, ICS, ICSNP, IMIS, imputeYn, IndepTest, isni, JPEN, kcirt, lava.tobit, lawstat, LCAextend, LGEWIS, lmec, lmenssp, LogConcDEAD, logcondiscr, LSMonteCarlo, mada, MAMS, mc2d, MCPMod, mdhglm, mediation, MetabolAnalyze, MetSizeR, mgarchBEKK, mhsmm, miscFuncs, MIXFIM, mixlink, mixsmsn, mmcm, MNS, Modalclust, mombf, motmot.2.0, mpe, MRsurv, msma, multcomp, MultiGHQuad, multinomRob, MultiOrd, multxpert, muma, mutoss, mvnTest, mvProbit, mvSLOUCH, NegBinBetaBinreg, netgen, nicheROVER, nonmem2R, nparcomp, OptInterim, OrdNor, PairedData, parallelMCMCcombine, party, partykit, PAWL, PCMRS, PGEE, pGMGM, phase1RMD, plgp, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, powerCompRisk, powerGWASinteraction, psbcGroup, qclust, qcr, QGglmm, QRM, R2GUESS, RAD, radiant.design, reglogit, regtools, RidgeFusion, robustsae, rPowerSampleSize, rtip, rwc, RxCEcolInf, SamplerCompare, samplesizelogisticcasecontrol, SCRSELECT, selectiongain, SemiParSampleSel, SEMModComp, sgPLS, simboot, snipEM, SNPassoc, SNPmaxsel, sodavis, sp23design, spate, spatialnbda, spatialprobit, spatialTailDep, spfrontier, sRDA, sscor, ssmrob, SSsimple, Stem, symmoments, TAR, tclust, texmex, tilting, tlmec, tmvtnorm, TTmoment, uskewFactors, WACS, wbsts, weightedScores, yuima
Reverse imports: ADCT, ARCensReg, asbio, aSPC, ASSISTant, bairt, BalanceCheck, bamlss, BayesComm, BayesCR, BayesFactor, bayesGARCH, BayesianTools, BayesMAMS, BayesSingleSub, BayesSpec, bayesTFR, bcpmeta, bcrm, Bergm, bindata, binMto, BinOrdNonNor, BMhyb, BMhyd, BNN, BNPMIXcluster, Bolstad, boolean3, bootnet, boral, BPEC, bridgesampling, briskaR, BSagri, bsam, BTYDplus, CALIBERrfimpute, carx, CCTpack, CDVine, CensMixReg, CensSpatial, CIAAWconsensus, CIDnetworks, circular, clikcorr, clinfun, clusteval, clustMD, ClusVis, coin, ContaminatedMixt, conting, cope, copula, copulaedas, CorrBin, CorReg, CorrToolBox, CosmoPhotoz, covsep, CovTools, crawl, crmPack, CRPClustering, csn, DCA, deBInfer, decisionSupport, denseFLMM, depth.plot, DescTools, DFIT, difconet, dirichletprocess, discSurv, DLMtool, DNLC, EAinference, eefAnalytics, EFAutilities, ei, eiCompare, emmeans, EMMIXskew, endogenous, equSA, ETC, evolqg, factorMerger, fakeR, FastGP, fdasrvf, flexsurv, FMsmsnReg, fMultivar, fpc, freestats, fungible, funreg, fuzzyforest, GBJ, geiger, GEint, gllvm, gMCP, goric, GPCMlasso, GPGame, graphicalVAR, growfunctions, gsg, gsrsb, gsynth, gyriq, HDCI, HDtest, hierarchicalDS, highfrequency, highriskzone, hmi, hmmm, httk, HWEBayes, hypervolume, ic.infer, icensBKL, ICSOutlier, iDINGO, ifa, imbalance, iMediate, Infusion, intamap, interAdapt, iopsych, iprior, IROmiss, IRTpp, joineRML, kernDeepStackNet, Kernelheaping, kernscr, KGode, ks, LANDD, latentnet, lavaSearch2, lg, libcoin, LICORS, LINselect, list, lmmen, lrgs, lsmeans, lvnet, marcher, MARSS, matchMulti, matie, maxstat, MBHdesign, MCPAN, mcprofile, MEclustnet, Mediana, merTools, MESS, metaBMA, metamisc, metaSEM, miceadds, micemd, miscF, misreport, missMDA, mistral, MitISEM, MixGHD, mixpack, mlVAR, mmmgee, momentuHMM, MomTrunc, monomvn, mratios, msaenet, MSBVAR, MsdeParEst, msm, MTS, multicon, multimark, MultiMeta, multivator, mvst, NCutYX, NetworkChange, nlmixr, nlsem, nonnest2, OHPL, OPDOE, optismixture, palm, pamm, PARSE, pcaPP, pez, pgee.mixed, PhenotypeSimulator, phylometrics, PIGShift, plsRbeta, plsRglm, plsVarSel, PMCMRplus, pmhtutorial, polycor, pomp, PopED, Power2Stage, PowerTOST, protiq, qle, qrLMM, qrNLMM, QVM, ragt2ridges, random.polychor.pa, raptr, rase, RBesT, rebmix, REndo, restriktor, RHPCBenchmark, RJafroc, RNOmni, robustBLME, rospca, RPANDA, rpf, rpql, rrcov, sampleSelection, samplingDataCRT, scaleboot, scpm, SeleMix, sensitivity2x2xk, sgee, sharpr2, shinyKGode, shock, SimComp, simexaft, simPATHy, SimTimeVar, sirt, SmartSifter, SmoothHazard, sns, sortinghat, soundgen, sparsediscrim, SparseTSCGM, sparsevar, spass, spikeSlabGAM, sppmix, SPreFuGED, spup, SQDA, stepPenal, strandCet, submax, supcluster, SurvDisc, tailDepFun, TAM, TFisher, timeROC, TPD, treatSens, treeDA, tsbridge, tsxtreme, TTAinterfaceTrendAnalysis, umx, uniReg, VineCopula, womblR
Reverse linking to: ClusVis, libcoin, party, sppmix
Reverse suggests: acopula, Anthropometry, aucm, bayesGDS, bivrp, BLModel, BNSP, bpkde, ccaPP, CerioliOutlierDetection, chngpt, colorspace, coxme, cubature, densratio, DepthProc, DetMCD, DetR, disp2D, docopulae, ecp, ensemblepp, EstimateGroupNetwork, FastHCS, FastPCS, FastRCS, fCopulae, flexmix, FNN, gamreg, gconcord, glmlep, gmm, greta, hda, HH, HSAUR, HSAUR2, HSAUR3, hyperSpec, IPMpack, ipred, jocre, KSD, kyotil, laGP, longclust, mcglm, MCMCglmm, metafor, MfUSampler, mistat, MNM, model4you, MVA, mvnfast, NPC, nsROC, OpenMx, palmtree, pawls, pcalg, polyCub, PortfolioOptim, prabclus, probout, pscl, QICD, qrmtools, R2Cuba, RandomFields, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, RcppNumerical, robustHD, robustrank, robustvarComp, rodd, sBIC, sensitivity, simcausal, simFrame, simulator, snht, SNPmaxsel, sparsebn, SparseGrid, sparseLTSEigen, sparseMVN, spTest, sptm, stochvol, strucchange, stsm, SuperGauss, threeboost, tlemix, vcd, WPKDE, xpose
Reverse enhances: geostatsp

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvtnorm to link to this page.