mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-2
Depends: R(≥ 1.9.0)
Imports: stats
Date: $Date: 2008-07-08 09:33:41 +0200 (Tue, 08 Jul 2008) $
Author: Alan Genz, Frank Bretz and Torsten Hothorn with contributions by Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch and Fabian Scheipl
Maintainer: Torsten Hothorn <Torsten.Hothorn at R-project.org>
License: GPL-2
In views: Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Package source: mvtnorm_0.9-2.tar.gz
MacOS X binary: mvtnorm_0.9-2.tgz
Windows binary: mvtnorm_0.9-2.zip
Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
Old sources: mvtnorm archive