mnormt

The Multivariate Normal and t Distributions

Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.

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Description file content

Package
mnormt
Version
1.5-5
Date
2016-10-15
Title
The Multivariate Normal and t Distributions
Author
Fortran code by Alan Genz, R code by Adelchi Azzalini
Maintainer
Adelchi Azzalini
Depends
R (>= 2.2.0)
Description
Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.
License
GPL-2 | GPL-3
URL
NeedsCompilation
yes
Packaged
2016-10-14 12:26:21 UTC; aa
Repository
CRAN
Date/Publication
2016-10-15 13:08:50

install.packages('mnormt')

1.5-5

a year ago

http://azzalini.stat.unipd.it/SW/Pkg-mnormt

Adelchi Azzalini

GPL-2 | GPL-3

Depends on

R (>= 2.2.0)

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