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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 11 weeks ago
mnormt 1.4-3 3 years 46 weeks ago
mnormt 1.4-2 3 years 47 weeks ago
mnormt 1.4-1 3 years 50 weeks ago
mnormt 1.4-0 4 years 10 weeks ago
mnormt 1.3-4 4 years 17 weeks ago
mnormt 1.3-3
mnormt 1.2-1
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