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