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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 16 weeks ago
mnormt 1.4-3 4 years 51 weeks ago
mnormt 1.4-2 5 years 2 days ago
mnormt 1.4-1 5 years 3 weeks ago
mnormt 1.4-0 5 years 14 weeks ago
mnormt 1.3-4 5 years 22 weeks ago
mnormt 1.3-3
mnormt 1.2-1
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