pmvt
and
qmvt
functions from the mvtnorm
package. Note that
always the "GenzBretz" algorithm is used, as only this allows for
calculating multivariate t-distribution integrals. See the
mvtnorm documentation for more information.mvtnorm.control(maxpts = 30000, abseps = 0.001, releps = 0,
interval = NULL)
pmvt
, qmvt