This package provides functions for computing the density and the distribution function of, and for generating random vectors from the multivariate normal and multivariate t distributions. It provides functions similar in scope to those of the package 'mvtnorm', but with some differences; one of these is that probabilities are computed via a non-Monte Carlo method.
| Version: | 1.3-3 |
| Depends: | R (≥ 2.2.0) |
| Published: | 2009-03-21 |
| Author: | Fortran code by Alan Genz, R code by Adelchi Azzalini |
| Maintainer: | Adelchi Azzalini <azzalini at stat.unipd.it> |
| License: | GPL-2 |
| URL: | http://azzalini.stat.unipd.it/SW/Pkg-mnormt |
| In views: | Distributions, Multivariate |
| CRAN checks: | mnormt results |
| Package source: | mnormt_1.3-3.tar.gz |
| MacOS X binary: | mnormt_1.3-3.tgz |
| Windows binary: | mnormt_1.3-3.zip |
| Reference manual: | mnormt.pdf |
| Old sources: | mnormt archive |
| Reverse depends: | MaXact, pcalg, sn, tsDyn |