mvtnorm: Multivariate Normal and t Distributions

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

Version: 0.9-8
Depends: R(≥ 1.9.0)
Imports: stats
Published: 2009-10-27
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_0.9-8.tar.gz
MacOS X binary: mvtnorm_0.9-8.tgz
Windows binary: mvtnorm_0.9-8.zip
Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
News/ChangeLog:NEWS
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: AdMit, BAYSTAR, BSagri, Bmix, EMC, GGMselect, GLMMarp, HH, HWEBayes, ICS, ICSNP, MCPAN, MCPMod, MFDA, MNM, MSBVAR, QRMlib, Rassoc, RxCEcolInf, SEMModComp, SNPassoc, SNPmaxsel, Stem, bayesGARCH, bifactorial, binMto, bindata, coin, copula, distrEllipse, emulator, gbev, geiger, geneARMA, genetics, glmdm, glmmAK, hbim, hyperdirichlet, ic.infer, ifa, intamap, ks, lawstat, lmec, lordif, ltm, markerSearchPower, maxstat, mc2d, mhsmm, mombf, multcomp, multinomRob, multmod, mvtBinaryEP, nparcomp, npmc, pamm, pcaPP, polycor, pomp, pscl, rrcov, selectiongain, sisus, sspir, stochmod, tmvtnorm
Reverse imports: ETC, SimComp, clinfun, mratios, msm
Reverse suggests: LogConcDEAD, SNPmaxsel, Zelig, colorspace, flexmix, forensim, gmm, ipred, monomvn, prabclus, sampleSelection, tlemix, vcd