mvtnorm: Multivariate Normal and t Distributions

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

Version: 1.1-1
Depends: R (≥ 3.5.0)
Imports: stats, methods
Published: 2020-06-09
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_1.1-1.tar.gz
Windows binaries: r-devel: mvtnorm_1.1-1.zip, r-release: mvtnorm_1.1-1.zip, r-oldrel: mvtnorm_1.1-1.zip
macOS binaries: r-release: mvtnorm_1.1-1.tgz, r-oldrel: mvtnorm_1.1-1.tgz
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: adaptsmoFMRI, AdMit, AFheritability, AnaCoDa, anMC, asd, aSPU, AssocTests, AssotesteR, BACprior, BAEssd, BayesBEKK, Bayesiangammareg, bayeslongitudinal, BayesPieceHazSelect, BayesPiecewiseICAR, BayesVarSel, BAYSTAR, bdots, bgmm, bgsmtr, BinNonNor, BinNor, Bmix, bnormnlr, BNPTSclust, bpp, BSPADATA, bulletcp, calibrator, CAMAN, caper, CDM, CGEN, COMBAT, CommonMean.Copula, condMVNorm, COST, covEB, CPMCGLM, dawai, depend.truncation, distrEllipse, DMRMark, dmt, DoseFinding, DunnettTests, dyads, edrGraphicalTools, EMC, emulator, FactMixtAnalysis, factorial2x2, FAmle, faoutlier, fgof, ForImp, FPDclustering, freqdom, freqdom.fda, freqparcoord, FSTpackage, genetics, GenForImp, GenOrd, GGMridge, GGMselect, GLMaSPU, glmm, GLSME, growthrate, GRridge, gset, hbim, HCmodelSets, hglasso, highmean, HMMcopula, HPbayes, hsmm, ICS, ICSNP, IMIS, imputeYn, IndepTest, INPower, JPEN, kcirt, LGEWIS, lineqGPR, lmec, logcondiscr, LSMonteCarlo, mada, MAMS, MBCbook, mc2d, MCPMod, MCPModPack, mdhglm, mediation, MetabolAnalyze, mgarchBEKK, mhsmm, miscFuncs, MIXFIM, mixlink, mixsmsn, MNS, Modalclust, mombf, mpe, MRsurv, msma, multcomp, MultiGHQuad, multinomRob, MultiOrd, multxpert, muma, mutoss, mvnTest, NegBinBetaBinreg, netgen, nicheROVER, nparcomp, optimStrat, OptInterim, ordinalpattern, OrdNor, PairedData, party, partykit, PAWL, PCMRS, PGEE, pGMGM, phase1RMD, plgp, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, powerCompRisk, powerGWASinteraction, psbcGroup, qcr, QRM, RAD, radiant.design, reglogit, regtools, RidgeFusion, robustsae, rPowerSampleSize, rtip, rwc, RxCEcolInf, samplesizelogisticcasecontrol, SCRSELECT, sdetorus, selectiongain, SEMModComp, sgPLS, sigaR, simboot, SimDissolution, snipEM, SNPmaxsel, sodavis, sp23design, spate, spatialnbda, spatialprobit, spfrontier, sRDA, sscor, SSsimple, Stem, symmoments, TAR, texmex, tilting, timedeppar, tlmec, tmvtnorm, TTmoment, uncertainty, uskewFactors, vagam, wbsts, weightedScores, yuima
Reverse imports: abtest, ADCT, AHMbook, alphastable, apollo, approximator, ARCensReg, ARCokrig, armada, ARpLMEC, asbio, ASICS, aSPC, AssetCorr, ASSISTant, BalanceCheck, Ball, BAMBI, bamlss, banocc, bayesammi, BayesComm, BayesCR, BayesFactor, bayesGARCH, BayesianTools, BayesMAMS, BayesMFSurv, BayesSpec, bayesTFR, bbmle, bcpmeta, bcrm, Bergm, BFpack, bindata, BinGSD, binMto, BinOrdNonNor, biomvRCNS, BiProbitPartial, bivariate, bivquant, blin, BLOQ, blrm, BMTAR, BMTME, BNN, BNPMIXcluster, Bolstad, bootnet, boral, borrowr, BPEC, bpgmm, BPRMeth, bridgesampling, briskaR, BSagri, bsam, BSL, bssn, BTYDplus, BVAR, cAIC4, carfima, carx, causalweight, CCTpack, cdcsis, CDVine, cemco, CenBAR, CensMFM, CensSpatial, chromstaR, CIAAWconsensus, circular, clikcorr, clinfun, clusteval, clustMD, ClusVis, coin, conogive, ContaminatedMixt, conting, cope, copula, copulaedas, CorrBin, corrDNA, CorrToolBox, coseq, CoSMoS, covsep, CovTools, CPBayes, crawl, crlmm, crmPack, CRPClustering, csn, ctsem, cyclomort, DCA, DCEM, deBInfer, decisionSupport, deepgmm, DEGraph, denseFLMM, depth.plot, DescTools, DFIT, difconet, dirichletprocess, discSurv, DMRScan, DNLC, dppmix, durmod, dvmisc, EAinference, Ecfun, EFAutilities, eGST, ei, emmeans, EMSS, endogenous, equSA, ETC, evolqg, ExtremalDep, ExtremeRisks, fabMix, factorEx, factorMerger, fakeR, FastGP, fdasrvf, fExpressCertificates, fic, fitHeavyTail, flexsurv, FMsmsnReg, fMultivar, fssemR, fungible, funreg, fuzzyforest, GBJ, geiger, GEint, GeneGeneInteR, GenEst, GeneticsDesign, genscore, gexp, GGMM, gllvm, glmmfields, gMCP, goric, gorica, GPCMlasso, GPGame, gppm, graphicalExtremes, graphicalVAR, graphsim, gratis, growfunctions, gsDesign, gsrsb, gsynth, GWEX, HDCI, HDtest, hettx, hierarchicalDS, highfrequency, highriskzone, hmclearn, hmi, HMMextra0s, hmmm, HMMmlselect, Hmsc, HRM, httk, HWEBayes, hypervolume, ic.infer, icensBKL, ICSOutlier, ideq, iDINGO, ifa, imbalance, iMediate, Infusion, intamap, interAdapt, intsurvbin, iopsych, iprior, IROmiss, isni, jmdl, joineRML, Kernelheaping, kernelTDA, kernscr, KGode, KrigInv, ks, LANDD, landsepi, latentnet, lavaSearch2, lawstat, LCAextend, lchemix, LDATS, lg, libcoin, LICORS, linpk, LINselect, list, LMest, LogConcDEAD, LongituRF, LongMemoryTS, lrgs, lsasim, lsbclust, lvm4net, lvnet, marcher, MARSS, mashr, matchMulti, matie, matrixNormal, MatTransMix, maxstat, MBHdesign, MCPAN, mcprofile, MEclustnet, Mediana, Melissa, MEPDF, merTools, MESS, metaBMA, metamisc, metaSEM, mHMMbayes, MHTcop, micemd, miceMNAR, microbiomeDASim, misaem, miscF, misreport, missMDA, mistral, MitISEM, mixAR, MixGHD, mixSPE, mlVAR, mmcm, mmmgee, momentuHMM, MomTrunc, monomvn, motmot, MQMF, mratios, msaenet, MsdeParEst, MSEtool, msm, MTS, multicon, multimark, multivator, MVNBayesian, mvSLOUCH, mvst, NCutYX, nethet, NetworkChange, networktree, NGSSEML, nhm, nlmm, nlsem, nondetects, nonmem2R, nonnest2, nph, NRejections, NTW, OHPL, OPDOE, palm, pamm, pammtools, PanCanVarSel, pcaPP, pcFactorStan, PCMBase, pez, pgee.mixed, Phase12Compare, PhenotypeSimulator, phylometrics, phyr, PIGShift, pivmet, plsRbeta, plsRglm, plsVarSel, PMCMRplus, pmhtutorial, pmwg, polycor, pomp, pooling, PopED, porridge, Power2Stage, PowerTOST, ProbReco, pRoloc, psychonetrics, ptmixed, qape, qpgraph, qrLMM, qrNLMM, qualypsoss, ragt2ridges, random.polychor.pa, raptr, rase, RBesT, Rdrw, Rdta, rebmix, ref.ICAR, regrap, REndo, restriktor, RHPCBenchmark, RISCA, riskPredictClustData, RJafroc, rjmcmc, RNGforGPD, robFitConGraph, robustBLME, rospca, RPANDA, rpf, rpql, rrcov, RRRR, sambia, SamplerCompare, sampleSelection, samplingDataCRT, scaleboot, scpm, sdPrior, seeds, segMGarch, SeleMix, semtree, sensitivity2x2xk, sensmediation, seqest, SeqNet, sgee, sGMRFmix, sharpr2, shinyKGode, shock, SimBIID, SimComp, SimCorrMix, simexaft, simPATHy, simplePHENOTYPES, simstandard, simstudy, SimTimeVar, simukde, skedastic, skewlmm, SlaPMEG, SLTCA, SMARTp, SmartSifter, smicd, SmoothHazard, snem, SNPassoc, sns, sorocs, soundgen, spagmix, spANOVA, sparsevar, spBFA, spCP, spikeSlabGAM, sppmix, SPreFuGED, sptotal, spup, SQDA, SSOSVM, stableGR, StempCens, stepPenal, StratifiedMedicine, submax, supcluster, Superpower, SurvBoost, SurvDisc, survParamSim, swgee, symSEM, telefit, tensorsparse, testtwice, TFisher, thurstonianIRT, timedelay, timeROC, TMixClust, TPD, treeDA, TSMSN, tsxtreme, TTAinterfaceTrendAnalysis, txshift, ui, umx, uniReg, UtilityFrailtyPH12, VARshrink, varTestnlme, VineCopula, WACS, windAC, winRatioAnalysis, womblR, XDE, ZVCV
Reverse linking to: ClusVis, libcoin, MomTrunc, party, sppmix
Reverse suggests: acopula, Anthropometry, aucm, bigutilsr, bivrp, BLModel, BNSP, carSurv, ccaPP, CerioliOutlierDetection, chngpt, CMA, cola, colorspace, corrcoverage, coxme, cubature, densratio, DepthProc, DetMCD, DetR, distributional, DLMtool, docopulae, dynamichazard, ecp, EGAnet, EMMIXmfa, ensemblepp, equalCovs, EstimateGroupNetwork, FastPCS, FastRCS, fCopulae, fgm, flexmix, fmcmc, FNN, fpc, FusionLearn, gamreg, gconcord, geex, GET, glmlep, gmm, GPvecchia, greta, gscounts, hda, hdm, HH, hpa, HSAUR, HSAUR2, HSAUR3, hyperSpec, ipred, irregulAR1, jocre, KSD, kyotil, laGP, lognorm, longclust, ltsspca, mcglm, MCMCglmm, mdw, metafor, mev, MfUSampler, missMethods, mistat, MNM, modeest, model4you, MSG, mstDIF, MVA, mvnfast, NPC, nsROC, OncoBayes2, OpenMx, OwenQ, palmtree, pcalg, pcot2, plrs, polyCub, PortfolioOptim, prabclus, probout, pscl, psychmeta, qtl2pleio, RandomFields, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, RcppNumerical, robustHD, robustrank, rodd, sBIC, scDIFtest, sensitivity, simFrame, simulator, sirt, snht, SNPmaxsel, SourceSet, sparsebn, SparseGrid, sparseLTSEigen, sparseMVN, sptm, ssmrob, stochvol, strucchange, stsm, SuperGauss, SWIM, TAM, tclust, threeboost, tlemix, tlrmvnmvt, tram, tramnet, TruncatedNormal, ttScreening, vcd, WPKDE, wsyn, xpose
Reverse enhances: cornet, geostatsp, starnet

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