mvtnorm: Multivariate Normal and t Distributions

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

Version: 1.0-0
Depends: R (≥ 1.9.0)
Imports: stats
Published: 2014-07-08
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>
License: GPL-2
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_1.0-0.tar.gz
Windows binaries: r-devel: mvtnorm_1.0-0.zip, r-release: mvtnorm_1.0-0.zip, r-oldrel: mvtnorm_1.0-0.zip
OS X Snow Leopard binaries: r-release: mvtnorm_1.0-0.tgz, r-oldrel: mvtnorm_1.0-0.tgz
OS X Mavericks binaries: r-release: mvtnorm_1.0-0.tgz
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, asd, AssotesteR, B2Z, BACprior, BAEssd, BayesCR, bayesGARCH, Bayesianbetareg, Bayesthresh, BAYSTAR, bcrm, Bergm, bgmm, bifactorial, BinNor, Bmix, CAMAN, caper, CDM, CDVine, CPMCGLM, crawl, cslogistic, cudia, dawai, depend.truncation, distrEllipse, dmt, DoseFinding, DunnettTests, edrGraphicalTools, EMC, EMMIXskew, emulator, FactMixtAnalysis, fdasrvf, fExpressCertificates, fgof, ForImp, freqparcoord, genetics, GenOrd, GGMselect, glassomix, glmpathcr, GLSME, goric, growthrate, gset, gsg, hbim, hdrcde, hglasso, hierarchicalDS, HPbayes, hsmm, hyperSpec, ICS, ICSNP, IMIS, imputeYn, kcirt, ks, lava.tobit, lawstat, LCAextend, lmec, LogConcDEAD, logcondiscr, lordif, LSMonteCarlo, mada, MAMS, mc2d, MCPMod, mediation, MetabolAnalyze, metamisc, MFDA, mhsmm, miceadds, miscF, miscFuncs, MitISEM, MixGHD, mixsmsn, mmcm, MNM, Modalclust, mombf, MRsurv, multcomp, multinomRob, MultiOrd, multxpert, muma, mutoss, mvProbit, mvSLOUCH, nicheROVER, nparcomp, OptInterim, OrdNor, PairedData, paleoTS, pamm, parallelMCMCcombine, PAWL, pcaPP, plgp, PoisNor, polycor, powerGWASinteraction, PowerTOST, psbcGroup, QRM, R2GUESS, RAD, reglogit, RfmriVC, RidgeFusion, RxCEcolInf, SamplerCompare, schwartz97, selectiongain, SeleMix, SemiParBIVProbit, SemiParSampleSel, SEMModComp, simboot, SNPassoc, SNPmaxsel, sp23design, spate, spatialnbda, spatialprobit, spatialTailDep, spfrontier, ssmrob, SSsimple, Stem, symmoments, texmex, timeROC, tlmec, tmvtnorm, uskewFactors, varSelectIP, weightedScores, yuima
Reverse imports: asbio, BayesFactor, BayesSingleSub, bayesTFR, bcpmeta, bindata, binMto, boolean3, boral, BSagri, CALIBERrfimpute, CCTpack, ChemoSpec, CIDnetworks, clinfun, clusteval, clustMD, coin, conting, copula, copulaedas, CorReg, CosmoPhotoz, DFIT, drsmooth, ETC, flexsurv, fMultivar, fpc, freestats, funreg, geiger, GMCM, gMCP, growfunctions, hmmm, HWEBayes, hyperdirichlet, ic.infer, ifa, intamap, interAdapt, latentnet, LICORS, list, MARSS, matie, maxstat, MCPAN, mcprofile, MESS, mistral, mratios, MSBVAR, msm, MTS, multicon, multivator, nonnest2, OPDOE, PIGShift, plsRbeta, plsRglm, pomp, PopED, protiq, random.polychor.pa, rpf, rrcov, SimComp, simexaft, sirt, SmoothHazard, sns, sortinghat, sparsediscrim, SparseTSCGM, spikeSlabGAM, TAM, tsbridge, uniReg, varComp, VineCopula
Reverse suggests: acopula, Anthropometry, bayesGDS, bpkde, ccaPP, CerioliOutlierDetection, chngpt, colorspace, coxme, DepthProc, disp2D, ecp, FastHCS, FastPCS, FastRCS, fCopulae, flexmix, FNN, gconcord, glmlep, gmm, hda, HH, highfrequency, HSAUR, HSAUR2, HSAUR3, IPMpack, ipred, IPSUR, laGP, LINselect, MCMCglmm, mistat, monomvn, MVA, mvnfast, party, partykit, pcalg, polyCub, prabclus, pscl, psych, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, robustHD, robustvarComp, sampleSelection, simFrame, SNPmaxsel, SparseGrid, sparseLTSEigen, sparseMVN, stochvol, strucchange, stsm, threeboost, tlemix, vcd, Zelig