mnormt: The multivariate normal and t distributions

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.

Version: 1.4-7
Depends: R (≥ 2.2.0)
Published: 2013-12-04
Author: Fortran code by Alan Genz, R code by Adelchi Azzalini
Maintainer: Adelchi Azzalini <adelchi.azzalini at>
License: GPL-2
NeedsCompilation: yes
Materials: ChangeLog
In views: Distributions, Multivariate
CRAN checks: mnormt results


Reference manual: mnormt.pdf
Package source: mnormt_1.4-7.tar.gz
OS X binary: mnormt_1.4-7.tgz
Windows binary:
Old sources: mnormt archive

Reverse dependencies:

Reverse depends: bayesMCClust, bayess, ERP, FAMT, HMMmix, MaXact, PAGWAS, qtlhot, siar, sn, StratSel, TAHMMAnnot
Reverse imports: cSFM, EasyABC, flexCWM, lavaan, mixAK, phytools, pmcgd, tsDyn, VBmix
Reverse suggests: dma, Rgbp