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mnormt

The multivariate normal and t distributions
Fortran code by Alan Genz, R code by Adelchi Azzalini
GPL-2
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.
Versions
Package Version Released
mnormt 1.4-5 2 years 49 weeks ago
mnormt 1.4-3 3 years 33 weeks ago
mnormt 1.4-2 3 years 33 weeks ago
mnormt 1.4-1 3 years 36 weeks ago
mnormt 1.4-0 3 years 48 weeks ago
mnormt 1.3-4 4 years 3 weeks ago
mnormt 1.3-3
mnormt 1.2-1
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