mnormt: The Multivariate Normal and t Distributions

Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.

Version: 1.5-5
Depends: R (≥ 2.2.0)
Published: 2016-10-15
Author: Fortran code by Alan Genz, R code by Adelchi Azzalini
Maintainer: Adelchi Azzalini <adelchi.azzalini at>
License: GPL-2 | GPL-3
NeedsCompilation: yes
Citation: mnormt citation info
Materials: NEWS ChangeLog
In views: Distributions, Multivariate
CRAN checks: mnormt results


Reference manual: mnormt.pdf
Package source: mnormt_1.5-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: mnormt_1.5-5.tgz, r-oldrel: mnormt_1.5-5.tgz
Old sources: mnormt archive

Reverse dependencies:

Reverse depends: bayesMCClust, bayess, EXRQ, FAMT, MaXact, mdsdt, PACBO, PAGWAS, PLordprob, qtlhot, quantreg.nonpar, Rgbp, siar, StratSel, Sunder, timedelay, WACS
Reverse imports: bapred, BayesCR, bayou, bgsmtr, blavaan, CensMixReg, ContaminatedMixt, correctedAUC, cSFM, derivmkts, DiceOptim, dma, EasyABC, ei, eiCompare, EMbC, ERP, FADA, flexCWM, HiDimMaxStable, highmean, lavaan, ldbod, MBESS, MBSGS, mixAK, mvst, paleoTS, phytools, pmcgd, psych, rmcorr, SemiParBIVProbit, SIBER, sn, ssmn, tsDyn, VBmix, wCorr
Reverse suggests: BLCOP, fAssets, MoTBFs, semTools, vita


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