mvtnorm: Multivariate Normal and t Distributions

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

Version: 1.0-11
Depends: R (≥ 3.5.0)
Imports: stats, methods
Published: 2019-06-19
Author: Alan Genz [aut], Frank Bretz [aut], Tetsuhisa Miwa [aut], Xuefei Mi [aut], Friedrich Leisch [ctb], Fabian Scheipl [ctb], Bjoern Bornkamp ORCID iD [ctb], Martin Maechler [ctb], Torsten Hothorn ORCID iD [aut, cre]
Maintainer: Torsten Hothorn <Torsten.Hothorn at R-project.org>
License: GPL-2
URL: http://mvtnorm.R-forge.R-project.org
NeedsCompilation: yes
Citation: mvtnorm citation info
Materials: NEWS
In views: Distributions, Finance, Multivariate
CRAN checks: mvtnorm results

Downloads:

Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm
Package source: mvtnorm_1.0-11.tar.gz
Windows binaries: r-devel: mvtnorm_1.0-11.zip, r-release: mvtnorm_1.0-11.zip, r-oldrel: mvtnorm_1.0-11.zip
OS X binaries: r-release: mvtnorm_1.0-11.tgz, r-oldrel: mvtnorm_1.0-11.tgz
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, AFheritability, AnaCoDa, anMC, asd, aSPU, AssocTests, AssotesteR, B2Z, BACprior, BAEssd, bayeslongitudinal, BayesPieceHazSelect, BayesPiecewiseICAR, BayesVarSel, BAYSTAR, bdots, bgmm, bgsmtr, BinNonNor, BinNor, Bmix, bnormnlr, BNPTSclust, bpp, BSPADATA, bulletcp, calibrator, CAMAN, caper, causalweight, CDM, COMBAT, condMVNorm, COST, CPMCGLM, dawai, depend.truncation, distrEllipse, DMRMark, dmt, DoseFinding, DunnettTests, dyads, edrGraphicalTools, EMC, emulator, FactMixtAnalysis, FAmle, faoutlier, fgof, ForImp, FPDclustering, freqdom, freqdom.fda, freqparcoord, FSTpackage, genetics, GenForImp, GenOrd, GGMridge, GGMselect, GLMaSPU, glmm, GLSME, growthrate, gset, hbim, HCmodelSets, hglasso, highmean, HMMcopula, HPbayes, hsmm, ICS, ICSNP, IMIS, imputeYn, IndepTest, JPEN, kcirt, krige, lava.tobit, LGEWIS, lineqGPR, lmec, lmenssp, logcondiscr, LSMonteCarlo, mada, MAMS, MBCbook, mc2d, MCPMod, mdhglm, mediation, MetabolAnalyze, MetSizeR, mgarchBEKK, mhsmm, miscFuncs, MIXFIM, mixlink, mixsmsn, MNS, Modalclust, mombf, mpe, MRsurv, msma, multcomp, MultiGHQuad, multinomRob, MultiOrd, multxpert, muma, mutoss, mvgraphnorm, mvnTest, mvProbit, NegBinBetaBinreg, netgen, nicheROVER, nparcomp, optimStrat, OptInterim, OrdNor, PairedData, parallelMCMCcombine, party, partykit, PAWL, PCMRS, PGEE, pGMGM, ph2hetero, phase1RMD, pivmet, plgp, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, powerCompRisk, powerGWASinteraction, psbcGroup, qcr, QRM, R2GUESS, RAD, radiant.design, reglogit, regtools, RidgeFusion, robustsae, rPowerSampleSize, rtip, rwc, RxCEcolInf, samplesizelogisticcasecontrol, SCRSELECT, selectiongain, SemiParSampleSel, SEMModComp, sgPLS, simboot, snipEM, SNPassoc, SNPmaxsel, sodavis, sp23design, spate, spatialnbda, spatialprobit, spatialTailDep, spfrontier, sRDA, sscor, SSsimple, Stem, symmoments, TAR, texmex, tilting, tlmec, tmvtnorm, TTmoment, uncertainty, uskewFactors, vagam, wbsts, weightedScores, yuima
Reverse imports: abtest, ADCT, alphastable, apollo, approximator, ARCensReg, armada, ARpLMEC, asbio, aSPC, AssetCorr, ASSISTant, bairt, BalanceCheck, Ball, BAMBI, bamlss, bayesammi, BayesComm, BayesCR, BayesFactor, bayesGARCH, BayesianTools, BayesMAMS, BayesSpec, bayesTFR, bcpmeta, bcrm, Bergm, bhrcr, bindata, binMto, BinOrdNonNor, BiProbitPartial, bivariate, blin, BLOQ, blrm, BMhyb, BMhyd, BMTME, BNN, BNPMIXcluster, Bolstad, bootnet, boral, borrowr, BPEC, bridgesampling, briskaR, BSagri, bsam, BSL, BTYDplus, CALIBERrfimpute, carx, CCTpack, cdcsis, CDVine, CensMixReg, CensSpatial, CIAAWconsensus, circular, clikcorr, clinfun, clusteval, clustMD, ClusVis, coin, ContaminatedMixt, conting, cope, copula, copulaedas, CorrBin, corrDNA, CorrToolBox, covsep, CovTools, CPBayes, crawl, crmPack, CRPClustering, csn, ctsem, DCA, DCEM, deBInfer, decisionSupport, deepgmm, denseFLMM, depth.plot, DescTools, DFIT, difconet, dirichletprocess, discSurv, distreg.vis, DLMtool, DNLC, durmod, dvmisc, EAinference, eefAnalytics, EFAutilities, EGAnet, eGST, ei, eiCompare, emmeans, EMMIXskew, endogenous, equSA, ETC, evolqg, fabMix, factorMerger, fakeR, FastGP, fdasrvf, fExpressCertificates, fic, flexsurv, FMsmsnReg, fMultivar, freestats, fssemR, fungible, funreg, fuzzyforest, GBJ, geiger, GEint, GenEst, gexp, GGMM, gllvm, glmmfields, GLSE, gMCP, goric, GPCMlasso, GPGame, gppm, graphicalVAR, gratia, growfunctions, gsg, gsrsb, gsynth, GWEX, gyriq, HDCI, HDtest, hettx, hierarchicalDS, highfrequency, highriskzone, hmi, HMMextra0s, hmmm, HMMmlselect, HRM, httk, HWEBayes, hypervolume, icensBKL, ic.infer, ICSOutlier, ideq, iDINGO, ifa, imbalance, iMediate, Infusion, intamap, interAdapt, iopsych, iprior, IROmiss, isni, jmdl, joineRML, kernDeepStackNet, Kernelheaping, kernelTDA, kernscr, KGode, KrigInv, ks, LANDD, latentnet, lavaSearch2, lawstat, LCAextend, lg, libcoin, LICORS, linpk, LINselect, list, LMest, lmmen, LogConcDEAD, LongMemoryTS, lrgs, lsbclust, LUCIDus, lvm4net, lvnet, marcher, MARSS, matchMulti, matie, matrixNormal, maxstat, MBHdesign, MCPAN, mcprofile, Mediana, MEPDF, merTools, MESS, metaBMA, metamisc, metaSEM, MHTcop, micemd, miceMNAR, misaem, miscF, misreport, missMDA, mistral, MitISEM, MixGHD, mixSPE, mlVAR, mmcm, mmmgee, momentuHMM, MomTrunc, monomvn, motmot, mratios, msaenet, MsdeParEst, msm, MTS, multicon, multimark, MultiMeta, multivator, MVNBayesian, mvSLOUCH, mvst, NCutYX, NetworkChange, networktree, nlsem, nonmem2R, nonnest2, OHPL, OPDOE, optismixture, palm, pamm, pammtools, PARSE, pcaPP, pcFactorStan, PCMBase, pedantics, pez, pgee.mixed, PhenotypeSimulator, phylometrics, PIGShift, plsRbeta, plsRglm, plsVarSel, PMCMRplus, pmhtutorial, polycor, pomp, pooling, PopED, Power2Stage, PowerTOST, protiq, psychonetrics, ptmixed, qrLMM, qrNLMM, QVM, ragt2ridges, random.polychor.pa, raptr, rase, RBesT, rebmix, ref.ICAR, REndo, restriktor, RHPCBenchmark, riskPredictClustData, rjmcmc, RNGforGPD, robFitConGraph, robustBLME, rospca, RPANDA, rpf, rpql, rrcov, sambia, SamplerCompare, sampleSelection, samplingDataCRT, scaleboot, scpm, sdPrior, segMGarch, SeleMix, sensitivity2x2xk, sensmediation, SeqNet, sgee, sGMRFmix, sharpr2, shinyKGode, shock, SimComp, SimCorrMix, simexaft, simPATHy, simstandard, simstudy, SimTimeVar, simukde, SMARTp, SmartSifter, smicd, SmoothHazard, snem, sns, soundgen, spagmix, spANOVA, SparseTSCGM, sparsevar, spCP, spikeSlabGAM, sppmix, SPreFuGED, spup, SQDA, SSOSVM, StempCens, stepPenal, strandCet, StratifiedMedicine, submax, supcluster, SurvBoost, SurvDisc, swgee, tailDepFun, telefit, TFisher, timeROC, TPD, treeDA, TRES, TSMSN, tsxtreme, TTAinterfaceTrendAnalysis, ui, umx, uniReg, UtilityFrailtyPH12, VineCopula, winRatioAnalysis, womblR, ZVCV
Reverse linking to: ClusVis, libcoin, party, sppmix
Reverse suggests: acopula, Anthropometry, aucm, bivrp, BLModel, BNSP, bpkde, carSurv, ccaPP, CerioliOutlierDetection, chngpt, colorspace, coxme, cubature, densratio, DepthProc, DetMCD, DetR, docopulae, dynamichazard, ecp, EMMIXmfa, ensemblepp, equalCovs, EstimateGroupNetwork, FastHCS, FastPCS, FastRCS, fCopulae, flexmix, FNN, fpc, FusionLearn, gamreg, gconcord, geex, GET, glmlep, gmm, greta, gscounts, hda, hdm, HH, HSAUR, HSAUR2, HSAUR3, hyperSpec, IPMpack, ipred, irregulAR1, jocre, KSD, kyotil, laGP, lognorm, mcglm, MCMCglmm, metafor, mev, MfUSampler, mistat, MNM, modeest, model4you, MVA, mvnfast, NPC, nsROC, OpenMx, palmtree, pawls, pcalg, polyCub, PortfolioOptim, POUMM, prabclus, probhat, probout, pscl, qrmtools, RandomFields, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, RcppNumerical, robustHD, robustrank, rodd, sBIC, sensitivity, simcausal, simFrame, simulator, sirt, snht, SNPmaxsel, SourceSet, sparsebn, SparseGrid, sparseLTSEigen, sparseMVN, spTest, sptm, ssmrob, stochvol, strucchange, stsm, SuperGauss, SWIM, TAM, tclust, threeboost, tlemix, TruncatedNormal, ttScreening, vcd, WPKDE, wsyn, xpose
Reverse enhances: geostatsp

Linking:

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