mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-9997
Depends: R (≥ 1.9.0)
Imports: stats
Published: 2014-01-17
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
NeedsCompilation: yes
Citation: mvtnorm citation info
Materials: NEWS
In views: Distributions, Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
Package source: mvtnorm_0.9-9997.tar.gz
MacOS X binary: mvtnorm_0.9-9997.tgz
Windows binary: mvtnorm_0.9-9997.zip
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, asd, AssotesteR, B2Z, BACprior, BAEssd, BayesCR, bayesGARCH, Bayesianbetareg, Bayesthresh, BAYSTAR, bcrm, Bergm, bgmm, bifactorial, BinNor, Bmix, bpkde, caper, CDM, CDVine, conting, CPMCGLM, crawl, cslogistic, cudia, dawai, depend.truncation, distrEllipse, dmt, DoseFinding, DunnettTests, edrGraphicalTools, EMC, EMMIXskew, emulator, FactMixtAnalysis, fdasrvf, fExpressCertificates, fgof, ForImp, freqparcoord, genetics, GenOrd, GGMselect, glassomix, glmpathcr, goric, growthrate, gsg, hbim, hdrcde, hierarchicalDS, hmmm, HPbayes, hsmm, hyperSpec, ICS, ICSNP, IMIS, imputeYn, JJcorr, kcirt, ks, lava.tobit, lawstat, LCAextend, lmec, LogConcDEAD, logcondiscr, lordif, LSMonteCarlo, mada, MAMS, mc2d, MCPMod, mcprofile, MetabolAnalyze, metamisc, MFDA, mhsmm, miceadds, miscF, miscFuncs, MitISEM, mixsmsn, mmcm, MNM, mombf, MRsurv, MSBVAR, multcomp, multinomRob, MultiOrd, multxpert, muma, mutoss, mvProbit, mvSLOUCH, mvtBinaryEP, nparcomp, OptInterim, OrdNor, pacose, PairedData, paleoTS, pamm, PAWL, pcaPP, plgp, PoisNor, polycor, pomp, PowerTOST, psbcGroup, pscl, QRM, R2GUESS, RAD, random.polychor.pa, reglogit, RfmriVC, RidgeFusion, RxCEcolInf, SamplerCompare, schwartz97, selectiongain, SeleMix, SemiParBIVProbit, SemiParSampleSel, SEMModComp, simboot, sirt, SmoothHazard, SNPassoc, SNPmaxsel, spate, spatialprobit, spfrontier, ssmrob, SSsimple, Stem, symmoments, texmex, tilting, timeROC, tlmec, tmvtnorm, tsbridge, varSelectIP, VineCopula, weightedScores
Reverse imports: asbio, BayesFactor, BayesSingleSub, bayesTFR, bindata, binMto, BSagri, CALIBERrfimpute, CCTpack, ChemoSpec, CIDnetworks, clinfun, clusteval, coin, copula, copulaedas, drsmooth, ETC, flexsurv, geiger, GMCM, gMCP, HWEBayes, hyperdirichlet, ic.infer, ifa, intamap, latentnet, LICORS, list, MARSS, matie, maxstat, MCPAN, MESS, mirt, mistral, mratios, msm, MTS, multicon, multivator, OPDOE, PIGShift, plsRbeta, plsRglm, protiq, rpf, rrcov, SimComp, simexaft, sortinghat, sparsediscrim, SparseTSCGM, spikeSlabGAM, TAM, varComp
Reverse suggests: acopula, Anthropometry, bayesGDS, ccaPP, colorspace, coxme, disp2D, ecp, FastHCS, FastPCS, FastRCS, flexmix, FNN, fpc, gconcord, glmlep, gmm, hda, HH, highfrequency, HSAUR, HSAUR2, IPMpack, ipred, IPSUR, laGP, LINselect, longclust, MCMCglmm, mistat, monomvn, MVA, party, partykit, pcalg, polyCub, prabclus, psych, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, robustHD, sampleSelection, simFrame, SNPmaxsel, SparseGrid, sparseLTSEigen, sparseMVN, stochvol, strucchange, stsm, tlemix, trustOptim, vcd, yuima, Zelig