mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-92
Depends: R (≥ 1.9.0)
Imports: stats
Published: 2010-07-06
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_0.9-92.tar.gz
MacOS X binary: mvtnorm_0.9-92.tgz
Windows binary: mvtnorm_0.9-92.zip
Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
News/ChangeLog:NEWS
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: AdMit, B2Z, BAYSTAR, BSagri, Bmix, CCMtools, DoseFinding, EMC, EquiNorm, GGMselect, GLMMarp, HH, HWEBayes, ICS, ICSNP, JJcorr, MARSS, MCPAN, MCPMod, MFDA, MNM, MSBVAR, MetabolAnalyze, PowerTOST, QRMlib, Rassoc, RxCEcolInf, SEMModComp, SNPassoc, SNPmaxsel, Stem, asd, bayesGARCH, bifactorial, binMto, bindata, coin, copula, crawl, distrEllipse, edrGraphicalTools, emulator, gbev, geiger, geneARMA, genetics, glmdm, glmmAK, hbim, hyperdirichlet, ic.infer, intamap, ks, latentnet, lawstat, lmec, lordif, ltm, maxstat, mc2d, mhsmm, mixsmsn, mmcm, mombf, multcomp, multinomRob, multmod, mvtBinaryEP, nparcomp, npmc, pamm, pcaPP, plgp, polycor, pscl, rrcov, schwartz97, selectiongain, simexaft, sisus, sspir, stochmod, symmoments, tclust, tmvtnorm, pint
Reverse imports: ETC, SimComp, clinfun, mratios, msm, pomp, GeneticsDesign, betr, crlmm
Reverse suggests: IPSUR, LogConcDEAD, MCMCglmm, SNPmaxsel, Zelig, colorspace, flexmix, forensim, fpc, gmm, hda, ipred, mecdf, monomvn, mutoss, prabclus, psych, sampleSelection, simFrame, tlemix, vcd, pcot2, qpgraph