mvtnorm
From MaRDI portal
Mvtnorm
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.
Cited in
(only showing first 100 items - show all)- Restricted maximum likelihood estimation for parameters of the social relations model
- An R package for the simulation of correlated discrete variables
- Stochastic sensitivity analysis of concentration measures
- R compact. The fast introduction into data analysis
- Importance sampling the union of rare events with an application to power systems analysis
- Data augmentation strategies for the Bayesian spatial probit regression model
- MEWMA charts when parameters are estimated with applications in gene expression and bimetal thermostat monitoring
- Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation
- Generalized linear mixed models for correlated binary data with t-link
- Sample size for simultaneous testing of rate differences in non-inferiority trials with multiple endpoints
- Normal variance mixtures: distribution, density and parameter estimation
- Applying the rescaling bootstrap under imputation: a simulation study
- Approaches for the utilization of multiple criteria to select a working correlation structure for use within generalized estimating equations
- Clinical trial biostatistics and biopharmaceutical applications
- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
- A Levene-type test of homogeneity of variances against ordered alternatives
- Testing order restrictions in contingency tables
- Variable selection in elliptical linear mixed model
- Analyzing the emergence times of permanent teeth: an example of modeling the covariance matrix with interval-censored data
- An instrumental variable random-coefficients model for binary outcomes
- On the Behrens-Fisher problem from the spatial median point of view
- Robust probabilistic classification applicable to irregularly sampled functional data
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- Concurrent generation of binary and nonnormal continuous data through fifth-order power polynomials
- MultiOrd: An R Package for Generating Correlated Ordinal Data
- Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation
- Confidence regions for treatment effects in subgroups in biomarker stratified designs
- Estimation methods for multivariate Tobit confirmatory factor analysis
- Nonparametric multiple contrast tests for general multivariate factorial designs
- Asymptotics of the two-stage spatial sign correlation
- Modeling and fitting of three-dimensional mineral microstructures by multinary random fields
- Managing projects with uncertain deadlines
- Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging
- A New Reconstruction of Multivariate Normal Orthant Probabilities
- Relations among three parametric multiple testing methods for correlated tests
- Correcting the optimal resampling-based error rate by estimating the error rate of wrapper algorithms
- Copula regression models for discrete and mixed bivariate responses
- A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
- Simultaneous confidence intervals for multiple comparisons among expected values of log-normal variables
- Fast computation of high-dimensional multivariate normal probabilities
- Allocating recycled significance levels in group sequential procedures for multiple endpoints
- DSLRIG: leveraging predictor structure in logistic regression
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Unimodal regression using Bernstein–Schoenberg splines and penalties
- Selectiongain: an R package for optimizing multi-stage selection
- Discovering transgenic elite events: using~information from early screening trials for improving experimental design
- Inequalities between others do matter: evidence from multiplayer dictator games
- Change Point Detection with Multivariate Observations Based on Characteristic Functions
- Analysis of means: a generalized approach using R
- Bayesian networks. With examples in R
- mnormt
- grDevices
- CLUES
- AS 24
- AS 6
- car
- CRAN
- MPV
- boa
- geoR
- combinat
- MASS (R)
- DAAG
- LearnBayes
- nlme
- ggm
- Matrix
- ICSNP
- mediation
- sandwich
- moments
- nortest
- sem
- psych
- scatterplot3d
- quadprog
- StatXact
- mixsmsn
- MNM
- nacopula
- Simpleaffy
- geepack
- SNPassoc
- lavaan
- party
- spikeSlabGAM
- coin
- corpcor
- geometry
- ICS
- multcomp
- partykit
- nnls
- numDeriv
- rgl
- rrcov
- timeDate
- lpSolveAPI
- emmeans
- pbkrtest
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