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mvtnorm (version 1.1-0)

Multivariate Normal and t Distributions

Description

Computes multivariate normal and t probabilities, quantiles, random deviates and densities.

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Version

Install

install.packages('mvtnorm')

Monthly Downloads

408,345

Version

1.1-0

License

GPL-2

Maintainer

Last Published

February 24th, 2020

Functions in mvtnorm (1.1-0)

qmvt

Quantiles of the Multivariate t Distribution
pmvnorm

Multivariate Normal Distribution
algorithms

Choice of Algorithm and Hyper Parameters
Mvt

The Multivariate t Distribution
Mvnorm

Multivariate Normal Density and Random Deviates
pmvt

Multivariate t Distribution
qmvnorm

Quantiles of the Multivariate Normal Distribution