mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-9992
Depends: R (≥ 1.9.0)
Imports: stats
Published: 2012-01-20
Author: Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl, Bjoern Bornkamp, 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_0.9-9992.tar.gz
MacOS X binary: mvtnorm_0.9-9992.tgz
Windows binary: mvtnorm_0.9-9992.zip
Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
News/ChangeLog:NEWS
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: AdMit, asd, AssotesteR, B2Z, bayesGARCH, bayesTFR, BAYSTAR, bcrm, Bergm, bgmm, bifactorial, bindata, binMto, BinNor, Bmix, bpkde, BSagri, caper, caspar, CCMtools, CDM, CDVine, coin, CPMCGLM, crawl, cslogistic, depend.truncation, distrEllipse, dmt, DoseFinding, edrGraphicalTools, EMC, emulator, FactMixtAnalysis, FAmle, gbev, geiger, geneARMA, genetics, GenOrd, GGMselect, glmmAK, glmpathcr, goric, growthrate, hbim, HH, HPbayes, HWEBayes, hyperdirichlet, ic.infer, ICS, ICSNP, IMIS, imputeYn, intamap, IPMpack, JJcorr, ks, lava, lava.tobit, lawstat, LCAextend, list, lmec, LogConcDEAD, logcondiscr, lordif, ltm, MAMS, MARSS, maxstat, mc2d, MCPAN, MCPMod, mcprofile, MetabolAnalyze, mets, MFDA, mhsmm, miscFuncs, mixsmsn, mmcm, MNM, Modalclust, mombf, motmot, MSBVAR, multcomp, multinomRob, MultiOrd, multmod, multxpert, muma, mvProbit, mvtBinaryEP, nparcomp, odprism, pacose, PairedData, paleoTS, pamm, PAWL, pcaPP, plgp, polycor, pomp, PowerTOST, pscl, QRM, RAD, random.polychor.pa, Rassoc, reglogit, RfmriVC, rrcov, RxCEcolInf, SamplerCompare, schwartz97, selectiongain, SeleMix, SemiParBIVProbit, SemiParSampleSel, SEMModComp, simboot, simexaft, sisus, SNPassoc, SNPmaxsel, spatialprobit, sspir, SSsimple, Stem, stochmod, symmoments, tclust, texmex, tilting, tlmec, tmvtnorm, varSelectIP, weightedScores
Reverse imports: BayesSingleSub, ChemoSpec, clinfun, copula, EquiNorm, ETC, ifa, mirt, mratios, msm, plsRbeta, plsRglm, SimComp, spikeSlabGAM
Reverse suggests: caspar, colorspace, coxme, flexmix, FNN, forensim, ForImp, fpc, gmm, hda, HSAUR, HSAUR2, ipred, IPSUR, MCMCglmm, mecdf, monomvn, mutoss, MVA, party, partykit, prabclus, psych, robustfa, robustHD, RTAQ, sampleSelection, SimComp, simFrame, SNPmaxsel, SparseGrid, sparseLTSEigen, tlemix, vcd, Zelig