mvtnorm: Multivariate Normal and t Distributions

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

Version: 1.0-5
Depends: R (≥ 1.9.0)
Imports: stats, methods
Published: 2016-02-02
Author: Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp [ctb], Martin Maechler [ctb], Torsten Hothorn [aut, cre]
Maintainer: Torsten Hothorn <Torsten.Hothorn at R-project.org>
BugReports: NA
License: GPL-2
URL: http://mvtnorm.R-forge.R-project.org
NeedsCompilation: yes
Citation: mvtnorm citation info
Materials: NEWS
In views: Distributions, Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
Package source: mvtnorm_1.0-5.tar.gz
Windows binaries: r-devel: mvtnorm_1.0-5.zip, r-release: mvtnorm_1.0-5.zip, r-oldrel: mvtnorm_1.0-5.zip
OS X Mavericks binaries: r-release: mvtnorm_1.0-5.tgz, r-oldrel: mvtnorm_1.0-5.tgz
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, asd, aSPU, AssocTests, AssotesteR, B2Z, BACprior, BAEssd, Bayesianbetareg, Bayesthresh, BAYSTAR, bdots, Bergm, bglm, bgmm, bifactorial, BinNonNor, BinNor, Bmix, bnormnlr, BNPTSclust, CAMAN, caper, CDM, condMVNorm, covmat, CPMCGLM, cslogistic, cudia, dawai, depend.truncation, distrEllipse, dmt, DoseFinding, DunnettTests, edrGraphicalTools, EMC, EMMIXskew, emulator, FactMixtAnalysis, FAmle, faoutlier, fExpressCertificates, fgof, ForImp, freqdom, freqparcoord, genetics, GenForImp, GenOrd, GGMridge, GGMselect, glmm, glmpathcr, GLSME, growthrate, gset, hbim, hdrcde, hglasso, highmean, HPbayes, hsmm, hyperSpec, ICS, ICSNP, IMIS, imputeYn, JPEN, kcirt, ks, lava.tobit, lawstat, LCAextend, lmec, lmenssp, LogConcDEAD, logcondiscr, LSMonteCarlo, mada, MAMS, mc2d, MCPMod, mdhglm, mediation, MetabolAnalyze, metamisc, MetSizeR, mgarchBEKK, mhsmm, miscF, miscFuncs, MitISEM, MIXFIM, mixsmsn, mmcm, MNS, Modalclust, mombf, MRsurv, msma, multcomp, multinomRob, MultiOrd, multxpert, muma, mutoss, mvnTest, mvProbit, mvSLOUCH, netgen, nicheROVER, nlsem, nonmem2R, nparcomp, OptInterim, OrdNor, PairedData, parallelMCMCcombine, party, PAWL, PGEE, plgp, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, polycor, powerGWASinteraction, psbcGroup, qclust, QRM, R2GUESS, RAD, reglogit, RidgeFusion, rPowerSampleSize, rtip, RxCEcolInf, SamplerCompare, schwartz97, selectiongain, SeleMix, SemiParSampleSel, SEMModComp, simboot, snipEM, SNPassoc, SNPmaxsel, sp23design, spate, spatialnbda, spatialprobit, spatialTailDep, spfrontier, sscor, ssmrob, SSsimple, Stem, symmoments, tclust, texmex, tilting, tlmec, tmvtnorm, TTmoment, uskewFactors, WACS, wbsts, weightedScores, yuima
Reverse imports: ARCensReg, asbio, ASSISTant, BayesComm, BayesCR, BayesFactor, bayesGARCH, BayesMAMS, BayesSingleSub, bayesTFR, bcpmeta, bcrm, bindata, binMto, BinOrdNonNor, BMhyd, Bolstad, boolean3, bootnet, boral, BPEC, BSagri, CALIBERrfimpute, carx, CCTpack, CDVine, CIDnetworks, clikcorr, clinfun, clusteval, clustMD, coin, conting, cope, copula, copulaedas, CorrBin, CorReg, CosmoPhotoz, covsep, crawl, crmPack, csn, decisionSupport, depth.plot, DescTools, DFIT, discSurv, ei, eiCompare, ETC, evolqg, fakeR, FastGP, fdasrvf, flexsurv, FMsmsnReg, fMultivar, fpc, freestats, fungible, funreg, geiger, gMCP, goric, graphicalVAR, growfunctions, gsg, gyriq, hierarchicalDS, hmmm, HWEBayes, hyperdirichlet, ic.infer, ifa, intamap, interAdapt, iopsych, IRTpp, kernDeepStackNet, kernscr, latentnet, LICORS, LINselect, list, lrgs, lsmeans, MARSS, matchMulti, matie, maxstat, MCPAN, mcprofile, Mediana, merTools, MESS, miceadds, missMDA, mistral, MixGHD, mixpack, mlVAR, monomvn, mratios, MSBVAR, msm, MTS, multicon, multimark, MultiMeta, multivator, nonnest2, OPDOE, optismixture, pamm, PARSE, pcaPP, pez, phylometrics, PIGShift, plsRbeta, plsRglm, plsVarSel, pmhtutorial, pomp, PopED, Power2Stage, PowerTOST, protiq, qrLMM, qrNLMM, ragt2ridges, random.polychor.pa, rase, rebmix, REndo, RobustEM, rpf, rrcov, sampleSelection, SEHmodel, sensitivity2x2xk, shock, SimComp, simexaft, sirt, SmoothHazard, sns, sortinghat, spaMM, sparsediscrim, SparseTSCGM, spikeSlabGAM, SQDA, supcluster, tailDepFun, TAM, tglm, timeROC, tsbridge, TTAinterfaceTrendAnalysis, umx, uniReg, varComp, VineCopula
Reverse linking to: party
Reverse suggests: acopula, Anthropometry, aucm, bayesGDS, BNSP, bpkde, brms, ccaPP, CerioliOutlierDetection, chngpt, colorspace, coxme, densratio, DepthProc, DetMCD, DetR, disp2D, docopulae, ecp, FastHCS, FastPCS, FastRCS, fCopulae, flexmix, FNN, gconcord, glmlep, gmm, hda, HH, highfrequency, HSAUR, HSAUR2, HSAUR3, IPMpack, ipred, IPSUR, laGP, longclust, mcglm, MCMCglmm, metafor, MfUSampler, mistat, MNM, MVA, mvnfast, NPC, OpenMx, partykit, pcalg, polyCub, prabclus, pscl, QICD, qrmtools, R2Cuba, RandomFields, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, robustHD, robustvarComp, rodd, simcausal, simFrame, snht, SNPmaxsel, SparseGrid, sparseLTSEigen, sparseMVN, SpatMCA, spTest, sptm, stochvol, strucchange, stsm, threeboost, tlemix, vcd