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mvtnorm (1.3-3)

Published 2026-02-24 13:47:21 +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("mvtnorm")

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

About this package

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.Multivariate Normal and t Distributions

Dependencies

Imports	stats
Depends	R(>= 3.5.0)
Suggests	qrng, numDeriv

Details

CRAN

2026-02-24 13:47:21 +00:00

0

GPL-2

Alan Genz

Frank Bretz

Tetsuhisa Miwa

Xuefei Mi

Friedrich Leisch

Fabian Scheipl

Bjoern Bornkamp

Martin Maechler

Torsten Hothorn

Project Site

818 KiB

Assets (1)

mvtnorm_1.3-3.tar.gz 818 KiB

Versions (1) View all

1.3-3 2026-02-24