mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-9995
Depends: R (≥ 1.9.0)
Imports: stats
Published: 2013-05-30
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
In views: Distributions, Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Package source: mvtnorm_0.9-9995.tar.gz
MacOS X binary: mvtnorm_0.9-9995.tgz
Windows binary: mvtnorm_0.9-9995.zip
Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
News/ChangeLog:NEWS
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, asbio, asd, AssotesteR, B2Z, BACprior, BAEssd, bayesGARCH, bayesTFR, Bayesthresh, bcrm, Bergm, bgmm, bifactorial, binMto, BinNor, Bmix, bpkde, BSagri, bscr, caper, CDM, CDVine, coin, conting, copulaedas, CPMCGLM, crawl, cslogistic, cudia, depend.truncation, distrEllipse, dmt, DoseFinding, edrGraphicalTools, EMC, emulator, FactMixtAnalysis, fdasrvf, fgof, ForImp, geiger, genetics, GenOrd, GGMselect, glassomix, glmmAK, glmpathcr, goric, growthrate, gsg, hbim, HH, hierarchicalDS, HPbayes, hsmm, HWEBayes, hyperdirichlet, hyperSpec, ic.infer, ICS, ICSNP, IMIS, imputeYn, intamap, IPMpack, JJcorr, ks, latentnet, lava.tobit, lawstat, LCAextend, list, lmec, LogConcDEAD, logcondiscr, lordif, ltm, mada, MAMS, MARSS, matie, maxstat, mc2d, MCPAN, MCPMod, mcprofile, MetabolAnalyze, metamisc, mets, MFDA, mhsmm, miscF, miscFuncs, MitISEM, mixsmsn, mmcm, MNM, Modalclust, mombf, MSBVAR, multcomp, multinomRob, MultiOrd, multmod, multxpert, muma, mvProbit, mvtBinaryEP, nparcomp, odprism, OPDOE, OptInterim, pacose, PairedData, paleoTS, pamm, PAWL, pcaPP, plgp, polycor, pomp, PowerTOST, psbcGroup, pscl, QRM, RAD, random.polychor.pa, RcmdrPlugin.EZR, reglogit, RfmriVC, robustfa, rrcov, RxCEcolInf, SamplerCompare, schwartz97, selectiongain, SeleMix, SemiParBIVProbit, SemiParSampleSel, SEMModComp, simboot, simexaft, sirt, sisus, smart, SmoothHazard, SNPassoc, SNPmaxsel, SparseTSCGM, spate, spatialprobit, sspir, SSsimple, Stem, stochmod, symmoments, tclust, texmex, tilting, timeROC, tlmec, tmvtnorm, varSelectIP, VineCopula, weightedScores
Reverse imports: BayesFactor, BayesSingleSub, bindata, ChemoSpec, clinfun, clusteval, copula, EquiNorm, ETC, flexsurv, ifa, LICORS, matie, mirt, mratios, msm, plsRbeta, plsRglm, protiq, SimComp, sparsediscrim, spikeSlabGAM
Reverse suggests: ccaPP, colorspace, coxme, disp2D, ecp, FastPCS, flexmix, FNN, fpc, gmm, hda, highfrequency, HSAUR, HSAUR2, ipred, IPSUR, longclust, MCMCglmm, monomvn, mutoss, MVA, party, partykit, polyCub, prabclus, psych, robustHD, sampleSelection, SimComp, simFrame, SNPmaxsel, SparseGrid, sparseLTSEigen, surveillance, tlemix, vcd, Zelig