mnormt: The Multivariate Normal and t Distributions, and Their Truncated Versions

Functions are provided for computing the density and the distribution function of d-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.

Version: 2.0.2
Depends: R (≥ 2.2.0)
Imports: tmvnsim (≥ 1.0-2)
Published: 2020-09-01
Author: Adelchi Azzalini [aut, cre], Alan Genz [aut] (most Fortran code), Alan Miller [ctb] (Fortran routine PHI), Michael J. Wichura [ctb] (Fortran routine PHINV), G. W. Hill [ctb] (Fortran routine STDINV), Yihong Ge [ctb] (Fortran routines BNVU and MVBVU).
Maintainer: Adelchi Azzalini <adelchi.azzalini at unipd.it>
License: GPL-2 | GPL-3
URL: http://azzalini.stat.unipd.it/SW/Pkg-mnormt/
NeedsCompilation: yes
Citation: mnormt citation info
Materials: NEWS
In views: Distributions, Multivariate
CRAN checks: mnormt results

Downloads:

Reference manual: mnormt.pdf
Package source: mnormt_2.0.2.tar.gz
Windows binaries: r-devel: mnormt_2.0.2.zip, r-release: mnormt_2.0.2.zip, r-oldrel: mnormt_2.0.2.zip
macOS binaries: r-release: mnormt_2.0.2.tgz, r-oldrel: mnormt_2.0.2.tgz
Old sources: mnormt archive

Reverse dependencies:

Reverse depends: bayess, EXRQ, FAMT, MaXact, mdsdt, PAGWAS, PLordprob, qtlhot, quantreg.nonpar, siar, StratSel, Sunder
Reverse imports: apollo, ARpLMEC, bapred, BayesCR, bgsmtr, blavaan, ContaminatedMixt, correctedAUC, derivmkts, DiceOptim, dispRity, doppelgangR, EasyABC, ei, EMbC, ERP, FADA, flowClust, GJRM, GLMaSPU, GPGame, highmean, ICAOD, jmdl, lavaan, ldbod, lmmpar, MBESS, MBSGS, mixAK, mixedCCA, MixedPsy, mvord, mvst, paleoTS, phytools, pmcgd, psych, Rgbp, SIBER, sn, ssmn, SurvGSD, tsDyn, WACS, wCorr
Reverse suggests: BLCOP, brms, copent, fAssets, misty, rpact, semTools, vita

Linking:

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