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The multivariate normal and t distributions
Fortran code by Alan Genz, R code by Adelchi Azzalini
This package provides functions for computing the density and the distribution function of multivariate normal and multivariate "t" variates, and for generating random vectors sampled from these distributions. Probabilities are computed via a non-Monte Carlo method; different routines are used for the case d=1, d=2, d>2, if d denotes the number of dimensions.
Package Version Released
mnormt 1.4-5 3 years 46 weeks ago
mnormt 1.4-3 4 years 29 weeks ago
mnormt 1.4-2 4 years 30 weeks ago
mnormt 1.4-1 4 years 33 weeks ago
mnormt 1.4-0 4 years 45 weeks ago
mnormt 1.3-4 5 years 1 day ago
mnormt 1.3-3
mnormt 1.2-1
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