Multivariate Normal and t Distributions R package mvtnorm version 1.4-2 CRAN Task View: Distributions (https://CRAN.R-project.org/view=Distributions) CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package. Software Depends: R(>= 3.5.0) Imports: stats, utils Suggests: qrng, numDeriv, bibtex Torsten Hothorn <Torsten.Hothorn@R-project.org> Comprehensive R Archive Network (CRAN) Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp [ctb] (ORCID: <https://orcid.org/0000-0002-6294-8185>), Martin Maechler [ctb] (ORCID: <https://orcid.org/0000-0002-8685-9910>), Torsten Hothorn [aut, cre] (ORCID: <https://orcid.org/0000-0001-8301-0471>) GPL-2 2026-07-12 application/tgz https://CRAN.R-project.org/package=mvtnorm doi:10.32614/CRAN.package.mvtnorm