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mnormt (2.1.1)

Published 2026-02-24 13:47:20 +00:00 by atheaadmin

Installation

Setup this registry in your Rprofile.site file:

options("repos" = c(getOption("repos"), c(gitea="")))

To install the package, run the following command:

install.packages("mnormt")

For more information on the CRAN registry, see the documentation.

About this package

Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.The Multivariate Normal and t Distributions, and Their Truncated Versions

Dependencies

Depends

R (>= 2.2.0)

Details

CRAN

2026-02-24 13:47:20 +00:00

1

GPL-2 | GPL-3

Adelchi Azzalini

Alan Genz

Alan Miller

Michael J. Wichura

G. W. Hill

Yihong Ge .

Project Site

64 KiB

Assets (1)

mnormt_2.1.1.tar.gz 64 KiB

Versions (1) View all

2.1.1 2026-02-24