mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-8
Depends: R(≥ 1.9.0)
Imports: stats
Published: 2009-10-27
Author: Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl, Torsten Hothorn
Maintainer: Torsten Hothorn <Torsten.Hothorn at R-project.org>
License: GPL-2
Citation: mvtnorm citation info
In views: Distributions, Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Package source: mvtnorm_0.9-8.tar.gz
MacOS X binary: mvtnorm_0.9-8.tgz
Windows binary: mvtnorm_0.9-8.zip
Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
News/ChangeLog:NEWS
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: AdMit, bayesGARCH, BAYSTAR, bifactorial, bindata, binMto, Bmix, BSagri, coin, copula, distrEllipse, EMC, emulator, gbev, geiger, geneARMA, genetics, GGMselect, glmdm, glmmAK, GLMMarp, hbim, HH, HWEBayes, hyperdirichlet, ic.infer, ICS, ICSNP, ifa, intamap, ks, lawstat, lmec, lordif, ltm, markerSearchPower, maxstat, mc2d, MCPAN, MCPMod, MFDA, mhsmm, MNM, mombf, MSBVAR, multcomp, multinomRob, multmod, mvtBinaryEP, nparcomp, npmc, pamm, pcaPP, polycor, pomp, pscl, QRMlib, Rassoc, rrcov, RxCEcolInf, selectiongain, SEMModComp, sisus, SNPassoc, SNPmaxsel, sspir, Stem, stochmod, tmvtnorm
Reverse imports: clinfun, ETC, mratios, msm, SimComp
Reverse suggests: colorspace, flexmix, forensim, gmm, ipred, LogConcDEAD, monomvn, prabclus, sampleSelection, SNPmaxsel, tlemix, vcd, Zelig