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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 4 years 28 weeks ago
mnormt 1.4-3 5 years 12 weeks ago
mnormt 1.4-2 5 years 13 weeks ago
mnormt 1.4-1 5 years 16 weeks ago
mnormt 1.4-0 5 years 27 weeks ago
mnormt 1.3-4 5 years 34 weeks ago
mnormt 1.3-3
mnormt 1.2-1
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