mvtnorm: Multivariate Normal and t Distributions

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

Version: 1.1-3
Depends: R (≥ 3.5.0)
Imports: stats, methods
Published: 2021-10-08
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 ORCID iD [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
CRAN checks: mvtnorm results

Documentation:

Reference manual: mvtnorm.pdf
Vignettes: Using mvtnorm

Downloads:

Package source: mvtnorm_1.1-3.tar.gz
Windows binaries: r-devel: mvtnorm_1.1-3.zip, r-release: mvtnorm_1.1-3.zip, r-oldrel: mvtnorm_1.1-3.zip
macOS binaries: r-release (arm64): mvtnorm_1.1-3.tgz, r-oldrel (arm64): mvtnorm_1.1-3.tgz, r-release (x86_64): mvtnorm_1.1-3.tgz, r-oldrel (x86_64): mvtnorm_1.1-3.tgz
Old sources: mvtnorm archive

Reverse dependencies:

Reverse depends: AdMit, AFheritability, AnaCoDa, anMC, asd, aSPU, AssocTests, BACprior, Bayesiangammareg, bayeslongitudinal, bayesmeta, BayesPieceHazSelect, BayesPiecewiseICAR, BayesVarSel, BAYSTAR, bgmm, bgsmtr, BinNonNor, BinNor, Bmix, BNPTSclust, bpp, BSPADATA, bulletcp, calibrator, CAMAN, caper, CDM, CGEN, COMBAT, CommonMean.Copula, condMVNorm, COST, covEB, CPMCGLM, dawai, depend.truncation, distrEllipse, DMRMark, DoseFinding, dotgen, EMMIXSSL, emulator, factorial2x2, FAmle, faoutlier, FPDclustering, freqdom, freqdom.fda, freqparcoord, FSTpackage, genetics, GenOrd, gfboost, GGMridge, GGMselect, GLMaSPU, glmm, GLSME, growthrate, GRridge, hbim, HCmodelSets, hglasso, hhsmm, highmean, HMMcopula, holland, hsem, ICS, ICSNP, imputeYn, IndepTest, INPower, JPEN, lcmm, LGEWIS, logcondiscr, LSMonteCarlo, mada, MAMS, MBCbook, mc2d, MCPMod, MCPModPack, mdhglm, mediation, MetabolAnalyze, mgarchBEKK, mhsmm, miscFuncs, MIXFIM, mixsmsn, MNS, Modalclust, mombf, mpe, multcomp, MultiOrd, multxpert, mutoss, mvnTest, mvProbit, NegBinBetaBinreg, netgen, nmarank, nparcomp, OptHoldoutSize, optimStrat, ordinalpattern, OrdNor, PairedData, parallelMCMCcombine, party, partykit, PCMRS, PGEE, pGMGM, phase1RMD, plgp, PoisBinNonNor, PoisBinOrd, PoisBinOrdNor, PoisNor, powerCompRisk, powerGWASinteraction, psbcGroup, qcr, QRM, radiant.design, reglogit, robustsae, rPowerSampleSize, rtip, rwc, RxCEcolInf, samplesizelogisticcasecontrol, sasLM, SCRSELECT, sdetorus, selectiongain, sgPLS, simboot, SimDissolution, sodavis, spatialprobit, sRDA, sscor, SSsimple, symmoments, TAR, texmex, tilting, timedeppar, tmvtnorm, uncertainty, uskewFactors, vagam, wbsts, weightedScores, yuima
Reverse imports: abtest, adass, ADCT, AHMbook, alphastable, animalEKF, AntMAN, apollo, approximator, ARCensReg, ARCokrig, armada, asbio, ASICS, aSPC, AssetCorr, ASSISTant, BalanceCheck, Ball, BAMBI, bamlss, banocc, BartMixVs, bayesammi, BayesComm, BayesCR, BayesFactor, bayesGARCH, BayesianTools, Bayesiantreg, BayesMFSurv, BayesRGMM, BayesSpec, bayesTFR, BayesTools, bbmle, BCDAG, bcrm, bdots, Bergm, Bestie, BFpack, biClassify, bindata, BinGSD, binMto, BinOrdNonNor, BINtools, biomvRCNS, bipd, BiProbitPartial, BLOQ, blrm, BMTAR, BMTME, BNPMIXcluster, Bolstad, bootnet, bootPLS, boral, borrowr, BPEC, bpgmm, BPRMeth, bridgesampling, briskaR, BSagri, bsam, BSL, bssn, BTYDplus, BVAR, cAIC4, CALIBERrfimpute, carfima, cats, causalweight, CCTpack, cdcsis, CenBAR, CensSpatial, chromstaR, CIAAWconsensus, circular, clikcorr, clinfun, clustMD, ClusVis, coin, combinIT, CondMVT, ConformalSmallest, conogive, ContaminatedMixt, cope, copula, copulaedas, CorrBin, corrDNA, CorrToolBox, coseq, CoSMoS, covsep, CovTools, CPBayes, cpss, crawl, crlmm, crmPack, csn, ctsem, cxr, cyclomort, cylcop, DBpower, DCA, DCEM, DCEtool, deBInfer, decisionSupport, deepgmm, deepgp, DEGraph, DEM, denseFLMM, depth.plot, DescTools, DFIT, difconet, dirichletprocess, discSurv, DMRScan, DNLC, DoubleML, dppmix, dvmisc, dwp, dyads, EAinference, Ecfun, ecostats, ecostatscale, ecpc, eefAnalytics, EFAutilities, eGST, ei, ELCIC, emmeans, EMSS, endogenous, ETC, evolqg, ExtremalDep, ExtremeRisks, fabMix, factorMerger, FastGP, FastJM, fdaMocca, fdasrvf, ffp, fic, fitHeavyTail, flexsurv, FMsmsnReg, fMultivar, foieGras, fssemR, fungible, funreg, fuzzyforest, GBJ, GCPBayes, geeCRT, geiger, GEint, GeneGeneInteR, GenEst, genscore, gerbil, gexp, GFisher, gfiUltra, gimme, glmmfields, glmmPen, gMCP, goric, gorica, GPCMlasso, GPGame, gppm, graphicalExtremes, graphicalVAR, graphsim, gratis, GroupSeq, grpseq, gsynth, GWEX, H2x2Factorial, HCTDesign, HDCI, hdpGLM, HDtest, hettx, hierarchicalDS, highriskzone, hmclearn, hmer, HMMextra0s, hmmm, HMMmlselect, HRM, httk, hypervolume, ic.infer, icensBKL, ICSOutlier, ICtest, iDINGO, imbalance, iMediate, IMIX, imputeFin, Infusion, ino, intamap, interflex, iopsych, iprior, IPWpn, isni, jlsm, joineRML, Kernelheaping, kernscr, KGode, KrigInv, ks, landsepi, LassoGEE, latentnet, lavaSearch2, lawstat, LCAextend, lchemix, LDATS, lg, libcoin, LinearDetect, linpk, LINselect, list, LMest, LogConcDEAD, LongituRF, LongMemoryTS, lpcde, lrgs, lsasim, lsbclust, LSVAR, lvm4net, lvnet, MagmaClustR, marcher, MARSS, mashr, matchMulti, matrixNormal, maxcombo, maxstat, MBHdesign, MCPAN, mcprofile, MEclustnet, Mediana, meerva, Melissa, MEPDF, merTools, MESS, metaBMA, metamisc, metaSEM, metaSurvival, mets, mHMMbayes, micemd, microbiomeDASim, mildsvm, MIRES, misaem, miscF, misreport, missMDA, mistral, miWQS, mixAR, MixGHD, mixSPE, MixtureMissing, mlVAR, mmcm, mmmgee, modnets, momentuHMM, MomTrunc, monomvn, motmot, MQMF, mratios, msaenet, MSclust, msImpute, msm, MTS, MultBiplotR, multibridge, MultiGroupO, multimark, multivator, MVNBayesian, mvpd, mvSLOUCH, MVTests, NCutYX, netcmc, nethet, NetOrigin, NetworkChange, networktree, NGSSEML, nhm, nlmm, nlsem, nondetects, nonmem2R, nonnest2, nonparametric.bayes, nph, nphPower, NRejections, NTW, OBASpatial, OHPL, OPDOE, otrimle, palm, pamm, pammtools, PanCanVarSel, pcaPP, pcFactorStan, PCMBase, pez, pgee.mixed, PH1XBAR, Phase12Compare, PhenotypeSimulator, phylometrics, phyr, PIGShift, pivmet, PlatformDesign, plsRbeta, plsRglm, plsVarSel, PMCMRplus, pmhtutorial, pmwg, PoissonMultinomial, polycor, pomp, pooling, PopED, popPCR, porridge, PosRatioDist, Power2Stage, powerly, PowerTOST, ProbReco, projpred, pRoloc, PRP, PRSPGx, psborrow, ptmixed, PUMP, qape, qpgraph, QTLEMM, qtlpoly, qualypsoss, quantdr, ragt2ridges, random.polychor.pa, rankFD, raptr, RBesT, RCBR, RcppCensSpatial, Rdrw, Rdta, ref.ICAR, refitME, regrap, regtools, REndo, restriktor, RGMM, RHPCBenchmark, RISCA, riskPredictClustData, riskRegression, RJafroc, rjmcmc, RMBC, RNGforGPD, robFitConGraph, robflreg, RoBMA, robustBLME, rospca, Rpadrino, rpf, rpql, RprobitB, rrcov, RRRR, sahpm, sambia, SAMGEP, SamplerCompare, sampleSelection, samplingDataCRT, scaleboot, sdPrior, sedproxy, seeds, segMGarch, SeleMix, sensitivity2x2xk, sensmediation, seqest, SeqNet, sgee, sGMRFmix, sharpr2, shinyKGode, shock, SightabilityModel, SimBIID, SimComp, SimCorrMix, simexaft, simPATHy, simpleMH, simplePHENOTYPES, simstandard, simstudy, SimTimeVar, simukde, sjSDM, skedastic, skewlmm, skewMLRM, SlaPMEG, SLTCA, SMARTp, smicd, smile, SmoothHazard, snem, SNPassoc, sns, sorocs, soundgen, sp23design, sparsediscrim, SparseTSCGM, sparsevar, spass, SpatialGEV, spBFA, spCP, sphet, spikeSlabGAM, SplitKnockoff, spruce, SPsimSeq, spup, squeezy, SSOSVM, stableGR, StempCens, stepPenal, StratifiedMedicine, submax, supcluster, Superpower, SurvDisc, survParamSim, swgee, symSEM, SynDI, tailDepFun, tci, telefit, TensorClustering, testtwice, TFisher, thurstonianIRT, timedelay, timeROC, TMixClust, TPD, treeDA, TSMSN, tsxtreme, TTAinterfaceTrendAnalysis, txshift, ui, umx, uniReg, UPCM, UtilityFrailtyPH12, VARDetect, VARshrink, varTestnlme, vasicek, vasicekreg, vccp, VineCopula, WACS, weightedRank, windAC, womblR, WRI, XDE, ZVCV
Reverse linking to: bayescopulareg, ClusVis, libcoin, MAMS, mets, MomTrunc, party, RoBMA
Reverse suggests: acopula, Anthropometry, apsimx, bigutilsr, BiplotML, bivrp, BLModel, BNSP, brokenstick, BuyseTest, carSurv, ccaPP, celltrackR, CerioliOutlierDetection, cheem, chngpt, CMA, cola, coloc, colorspace, CondCopulas, conformalInference.multi, corrcoverage, cotram, coxme, CSTE, cubature, densratio, DepthProc, DetMCD, DetR, distillML, distributional, DLMtool, docopulae, dynamichazard, ecp, ElliptCopulas, EMMIXmfa, ensemblepp, equalCovs, EstimateGroupNetwork, fairadapt, FastPCS, FastRCS, fCopulae, fgm, flexmix, fmcmc, FNN, fpc, FusionLearn, gamreg, gcKrig, geex, GeneralizedWendland, GET, glmlep, gmm, GPFDA, GPvecchia, greta, gscounts, gsDesign, hda, hdm, hermiter, HH, highfrequency, horseshoenlm, hpa, HSAUR, HSAUR2, HSAUR3, hyperSpec, ipmr, ipred, jocre, KSD, kyotil, laGP, lmls, LMMstar, lnmCluster, lognorm, lrstat, ltsspca, magi, match2C, mcglm, MCMCglmm, mdw, metadat, metafor, mev, MfUSampler, miloR, missMethods, mistat, mmcif, MNM, modeest, model4you, MOFA2, MSEtool, MSG, mstDIF, MVA, mvnfast, netmeta, nsROC, OncoBayes2, OpenMx, OwenQ, palmtree, pcalg, pedmod, polyCub, PortfolioOptim, POUMM, prabclus, probout, pscl, psychmeta, psychonetrics, qtl2pleio, rbmi, RcmdrPlugin.EZR, RcmdrPlugin.NMBU, RcppNumerical, Rforestry, robcp, robustHD, robustrank, rockchalk, rodd, SAMtool, sBIC, scDIFtest, scoringTools, sensitivity, shapeNA, sirt, snht, SourceSet, SparseGrid, sparseLTSEigen, sparseMVN, sphunif, sptm, ssmrob, stochvol, strucchange, strucchangeRcpp, SuperGauss, SWIM, TAM, tclust, tlrmvnmvt, torch, tram, tramnet, TruncatedNormal, ts.extend, ttScreening, unusualprofile, vcd, WPKDE, WSGeometry, wsyn, xpose
Reverse enhances: cornet, starnet

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvtnorm to link to this page.