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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 29 weeks ago
mnormt 1.4-3 4 years 13 weeks ago
mnormt 1.4-2 4 years 14 weeks ago
mnormt 1.4-1 4 years 17 weeks ago
mnormt 1.4-0 4 years 28 weeks ago
mnormt 1.3-4 4 years 35 weeks ago
mnormt 1.3-3
mnormt 1.2-1
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