CRAN/E | mvtnorm

mvtnorm

Multivariate Normal and t Distributions

Installation

About

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.

Citation mvtnorm citation info
mvtnorm.R-forge.R-project.org

Key Metrics

Version 1.2-5
R ≥ 3.5.0
Published 2024-05-21 59 days ago
Needs compilation? yes
License GPL-2
CRAN checks mvtnorm results

Downloads

Yesterday 10.130 0%
Last 7 days 49.102 -29%
Last 30 days 253.446 -26%
Last 90 days 875.567 +1%
Last 365 days 3.595.150 -4%

Maintainer

Maintainer

Torsten Hothorn

Authors

Alan Genz

aut

Frank Bretz

aut

Tetsuhisa Miwa

aut

Xuefei Mi

aut

Friedrich Leisch

ctb

Fabian Scheipl

ctb

Bjoern Bornkamp

ctb

Martin Maechler

ctb

Torsten Hothorn

aut / cre

Material

NEWS
Reference manual
Package source

In Views

Distributions
Finance

Vignettes

Using mvtnorm
Multivariate Normal Log-likelihoods

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mvtnorm archive

Depends

R ≥ 3.5.0

Imports

stats

Suggests

qrng
numDeriv

Reverse Depends

AdMit
AFheritability
AnaCoDa
anMC
asd
aSPU
AssocTests
BACprior
Bayesiangammareg
bayeslongitudinal
bayesmeta
BayesPieceHazSelect
BayesVarSel
BAYSTAR
bgmm
bgsmtr
BinNonNor
BinNor
BNPTSclust
bpp
BSPADATA
bulletcp
calibrator
CAMAN
caper
CDM
CGEN
COMBAT
CommonMean.Copula
condMVNorm
COST
covEB
CPMCGLM
dawai
depend.truncation
distrEllipse
DoseFinding
dotgen
eCV
EMMIXSSL
emulator
factorial2x2
FAmle
faoutlier
FPDclustering
freqdom
freqdom.fda
freqparcoord
FSTpackage
genetics
Load all 155 items
(warning: might lead to performance issues and take some time)

Reverse Imports

ablasso
abtest
AccelStab
adaptsmoFMRI
ADCT
agfh
AHMbook
alphastable
animalEKF
anipaths
AntMAN
apollo
approximator
ARCensReg
ARCokrig
asbio
ASICS
AssetCorr
ASSISTant
BalanceCheck
Ball
BAMBI
bamlss
banocc
bayesammi
BayesBEKK
BayesComm
BayesCR
BayesFactor
BayesFBHborrow
bayesGARCH
BayesianFactorZoo
BayesianTools
Bayesiantreg
bayesianVARs
BayesMFSurv
BayesMortalityPlus
BayesMultiMode
BayesRGMM
BayesSurvive
bayesTFR
BayesTools
bbmle
BCClong
BCDAG
bcrm
bdots
BElikelihood
Bergm
Bestie
Load all 664 items
(warning: might lead to performance issues and take some time)

Reverse Suggests

ACE.CoCo
acopula
Anthropometry
apsimx
aqp
bdsvd
bigutilsr
bivrp
BLModel
BNSP
brokenstick
BuyseTest
car
carSurv
causact
ccaPP
celltrackR
CerioliOutlierDetection
cheem
chngpt
CMA
cola
coloc
colorspace
CondCopulas
conformalInference.multi
corrcoverage
cotram
coxme
cubature
densratio
DepthProc
DetMCD
DetR
distillML
distributional
DLMtool
docopulae
dqrng
ecp
ElliptCopulas
EMMIXmfa
ensemblepp
epmrob
equalCovs
EstimateGroupNetwork
fairadapt
fastcpd
FastPCS
FastRCS
Load all 192 items
(warning: might lead to performance issues and take some time)

Reverse Enhances

cornet
geostatsp
starnet

Reverse LinkingTo

bayescopulareg
ClusVis
libcoin
MAMS
mets
MomTrunc
party
RoBMA